Backtest Results

Job Notes

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Symbols 8

BOXX, BSCP, GSY, BSCQ, SUB, VRIG, JMST, VBIL

Performance Summary

Total Trades

8

Total P&L

$23.31

Notional: $159435.29

Total Return

0.01%

Weighted by notional

Win Rate

87.5%

7 W / 1 L

CouldWin Rate

87.5%

7 could / 8 total

Avg P&L

$2.91

Avg Return: 0.01%

Best Win

$12.53

Largest Loss

$-1.41

Trade Details 8 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
1365784	BOXX	Buy	$113.80	$113.81	175	0.01% ($1.73)	True	$113.79	24/09/25 18:27	24/09/25 18:31	4m
1365789	BOXX	Buy	$113.21	$113.22	176	0.01% ($1.76)	True	$113.20	14/08/25 19:48	14/08/25 20:00	12m
1365783	BOXX	Buy	$113.07	$113.08	176	0.01% ($1.76)	True	$113.06	01/08/25 17:56	01/08/25 18:03	7m
1365786	BOXX	Buy	$112.11	$112.13	178	0.02% ($3.47)	True	$112.10	16/05/25 19:59	16/05/25 20:00	1m
1365780	BOXX	Buy	$111.78	$111.79	178	0.01% ($1.78)	True	$111.77	23/04/25 15:25	23/04/25 15:26	1m
1365778	BOXX	Buy	$111.53	$111.60	179	0.06% ($12.53)	True	$111.55	10/04/25 14:15	10/04/25 14:16	1m
1365785	BOXX	Buy	$111.52	$111.51	179	-0.01% ($-1.41)	False	$111.49	07/04/25 18:53	07/04/25 19:08	15m
1365776	BOXX	Buy	$110.65	$110.66	180	0.01% ($1.69)	True	$0.00	27/01/25 14:38	27/01/25 14:41	3m

Child Jobs (1)

Test ID	Name	Status	Trades	Win %	CouldWin %	Total Return %	Total P&L	Created	Notes
647485ab	[v251130-2050] Stable Basket - HighVolume Basket - Omega Bounce Pulse-b677d4 + Mut-a5d9ea + Mut	Done	199	60.8%	66.8%	0.13%	$5362.90	30/11/25 20:50	-

Strategy DSL Stable Basket - HighVolume Basket - Omega Bounce Pulse-b677d4 + Mut-a5d9ea + Mut

Job Like

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=3,     # Multiplier for Keltner Channel width
vol_pace_period=21,   # Period for volume pace exhaustion check
atr_period=30,        # ATR period for risk management
atr_mult=4,         # ATR multiplier for trailing stop
risk_frac=0.02        # Risk fraction for position sizing

STRATEGY "HighVolume Basket - Omega Bounce Pulse-b677d4 + Mut-a5d9ea + 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

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=3,     # Multiplier for Keltner Channel width
vol_pace_period=21,   # Period for volume pace exhaustion check
atr_period=30,        # ATR period for risk management
atr_mult=4,         # ATR multiplier for trailing stop
risk_frac=0.02        # Risk fraction for position sizing

STRATEGY "HighVolume Basket - Omega Bounce Pulse-b677d4 + Mut-a5d9ea + 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