Backtest Results

Job Notes

No notes yet. Click "Edit Notes" to add.

Symbols 8

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

Performance Summary

Total Trades

2

Total P&L

$11.53

Notional: $130922.16

Total Return

0.01%

Weighted by notional

Win Rate

100%

2 W / 0 L

CouldWin Rate

100%

2 could / 2 total

Avg P&L

$5.77

Avg Return: 0.01%

Best Win

$5.78

Largest Loss

$5.75

Trade Details 2 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
1376839	BOXX	Buy	$113.88	$113.89	575	0.01% ($5.75)	True	$113.86	02/10/25 15:00	02/10/25 15:08	8m
1376835	BOXX	Buy	$113.22	$113.23	578	0.01% ($5.78)	True	$113.20	13/08/25 14:54	13/08/25 15:01	7m

Child Jobs (1)

Test ID	Name	Status	Trades	Win %	CouldWin %	Total Return %	Total P&L	Created	Notes
1f7be607	[v251204-2257] Stable Basket - Unstable Basket - Unstable Basket - Vector Revert Beacon-a93da1 + Mut-2c854f + Mut-45b1c8 + Mut	Done	2955	65.3%	72.1%	0.03%	$61242.39	04/12/25 22:58	-

Strategy DSL Stable Basket - Unstable Basket - Unstable Basket - Vector Revert Beacon-a93da1 + Mut-2c854f + Mut-45b1c8 + Mut

Job Like

CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",
fast_ema=36,          # Fast EMA period for short-term trend
slow_ema=11,          # Slow EMA period for longer-term trend
keltner_period=19,    # Period for Keltner Channel calculation
keltner_mult=2,     # Multiplier for Keltner Channel width
vol_pace_period=19,   # Period for volume pace exhaustion check
atr_period=28,        # ATR period for risk management
atr_mult=5,         # ATR multiplier for trailing stop
risk_frac=0.0655        # Risk fraction for position sizing

STRATEGY "Unstable Basket - Unstable Basket - Vector Revert Beacon-a93da1 + Mut-2c854f + Mut-45b1c8 + Mut":
TRIGGER:
  // Skip first 5 minutes of the session to avoid noise
  TIME_UTC_IN("13:40", "15:00")
  // Price filter to avoid penny stocks
  AND LAST(CLOSE(sym, 1m)) > 6
  // 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=36,          # Fast EMA period for short-term trend
slow_ema=11,          # Slow EMA period for longer-term trend
keltner_period=19,    # Period for Keltner Channel calculation
keltner_mult=2,     # Multiplier for Keltner Channel width
vol_pace_period=19,   # Period for volume pace exhaustion check
atr_period=28,        # ATR period for risk management
atr_mult=5,         # ATR multiplier for trailing stop
risk_frac=0.0655        # Risk fraction for position sizing

STRATEGY "Unstable Basket - Unstable Basket - Vector Revert Beacon-a93da1 + Mut-2c854f + Mut-45b1c8 + Mut":
TRIGGER:
  // Skip first 5 minutes of the session to avoid noise
  TIME_UTC_IN("13:40", "15:00")
  // Price filter to avoid penny stocks
  AND LAST(CLOSE(sym, 1m)) > 6
  // 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