Backtest Results
Test ID: EGT-20251118
Job Notes
No notes yet. Click "Edit Notes" to add.
Symbols
8
LQDT, BRR, BGY, BALI, RYI, GPI, TAIL, USDX
Performance Summary
Total Trades
1
Total P&L
$25.88
Notional: $19998.59Total Return
0.13%
Weighted by notionalWin Rate
100%
1 W / 0 LCouldWin Rate
100%
1 could / 1 totalAvg P&L
$25.88
Avg Return: 0.13%Best Win
$25.88
Largest Loss
$25.88
Trade Details
1 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1356486 | BRR | Buy | $10.36 | $10.37 | 1931 | 0.13% ($25.88) | True | $10.34 | 04/08/25 18:56 | 04/08/25 18:58 | 2m |
Strategy DSL
LowVolume Basket - Omega Bounce Pulse-b677d4 + Mut
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
fast_ema=13, # Fast EMA period for short-term trend
slow_ema=11, # Slow EMA period for longer-term trend
keltner_period=16, # Period for Keltner Channel calculation
keltner_mult=2.0, # Multiplier for Keltner Channel width
vol_pace_period=19, # Period for volume pace exhaustion check
atr_period=17, # ATR period for risk management
atr_mult=4, # ATR multiplier for trailing stop
risk_frac=0.02 # Risk fraction for position sizing
STRATEGY "Omega Bounce Pulse-b677d4 + Mut":
TRIGGER:
// Skip first 9 minutes of the session to avoid noise
TIME_UTC_IN("11:46", "22:00")
// Price filter to avoid penny stocks
AND LAST(CLOSE(sym, 1m)) > 7
// Keltner Channel pullback: Price below lower band (oversold condition)
AND LAST(CLOSE(sym, 1m)) < LOWER(BBANDS(CLOSE(sym, 1m), keltner_period, keltner_mult))
// Volume pace exhaustion: Current volume pace lower than recent average (reversal hint)
AND VOL_PACE(sym, 1d, vol_pace_period) < AVG(VOL(sym, 1d), vol_pace_period)
// Higher timeframe confirmation: 5m EMA trend should be bullish for pullback context
AND EMA(CLOSE(sym, 5m), fast_ema) > EMA(CLOSE(sym, 5m), slow_ema)
ENTRY: MARKET # Market entry to capture quick reversals in mean reversion
EXIT:
// Exit on reversion to mean: Price crosses above middle band
LAST(CLOSE(sym, 1m)) > MID(BBANDS(CLOSE(sym, 1m), keltner_period, keltner_mult))
RISK: TRAIL_ATR(atr_period, atr_mult) # Trailing ATR stop to lock in profits during reversal
SIZING: FIXED_FRACTION(risk_frac) # Fixed fraction sizing based on risk tolerance