Backtest Results
Test ID: EGT-20251120
Job Notes
No notes yet. Click "Edit Notes" to add.
Symbols
8
SPRB, GWAV, QH, ORBS, WOLF, VOR, SUGP, SPXS
Performance Summary
Total Trades
41
Total P&L
$12945.33
Notional: $5981837.15Total Return
0.22%
Weighted by notionalWin Rate
48.8%
20 W / 21 LCouldWin Rate
75.6%
31 could / 41 totalAvg P&L
$315.74
Avg Return: 0.22%Best Win
$12282.52
Largest Loss
$-13574.40
Trade Details
41 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1377575 | WOLF | Buy | $1.31 | $1.29 | 111382 | -1.52% ($-2216.50) | False | $1.23 | 26/09/25 14:43 | 26/09/25 14:48 | 5m |
| 1377588 | SPXS | Buy | $3.86 | $3.86 | 37767 | -0.08% ($-117.08) | False | $3.83 | 19/09/25 19:59 | 19/09/25 20:00 | 1m |
| 1377562 | WOLF | Buy | $2.47 | $2.44 | 59071 | -1.21% ($-1766.22) | False | $2.44 | 19/09/25 13:32 | 19/09/25 13:35 | 3m |
| 1377583 | WOLF | Buy | $2.68 | $2.67 | 54468 | -0.32% ($-473.87) | False | $2.41 | 16/09/25 16:08 | 16/09/25 16:16 | 8m |
| 1377570 | WOLF | Buy | $1.74 | $1.76 | 84092 | 1.27% ($1858.43) | True | $1.70 | 09/09/25 14:20 | 09/09/25 14:26 | 6m |
| 1377566 | WOLF | Buy | $1.84 | $1.86 | 79509 | 1.36% ($1979.77) | True | $1.71 | 09/09/25 13:42 | 09/09/25 13:46 | 4m |
| 1377607 | SPXS | Buy | $4.70 | $4.70 | 31075 | 0.11% ($155.38) | True | $4.67 | 01/08/25 18:01 | 01/08/25 18:02 | 1m |
| 1377611 | SPXS | Buy | $4.36 | $4.37 | 33463 | 0.23% ($331.28) | True | $4.35 | 24/07/25 19:27 | 24/07/25 19:31 | 4m |
| 1377594 | SPXS | Buy | $4.66 | $4.67 | 31308 | 0.21% ($309.95) | True | $4.67 | 16/07/25 15:30 | 16/07/25 15:42 | 12m |
| 1377571 | WOLF | Buy | $2.08 | $2.07 | 70073 | -0.6% ($-868.91) | True | $1.97 | 09/07/25 14:19 | 09/07/25 14:27 | 8m |
| 1377561 | SUGP | Buy | $0.96 | $1.03 | 152774 | 7.84% ($11442.77) | True | $0.93 | 09/07/25 13:31 | 09/07/25 13:32 | 1m |
| 1377563 | WOLF | Buy | $2.22 | $2.34 | 65723 | 5.18% ($7564.72) | True | $2.26 | 09/07/25 13:30 | 09/07/25 13:31 | 1m |
| 1377576 | WOLF | Buy | $2.54 | $2.47 | 57474 | -2.7% ($-3936.97) | True | $2.30 | 08/07/25 14:45 | 08/07/25 14:51 | 6m |
| 1377572 | WOLF | Buy | $2.88 | $2.80 | 50747 | -2.61% ($-3806.03) | False | $2.67 | 08/07/25 14:20 | 08/07/25 14:26 | 6m |
| 1377569 | WOLF | Buy | $3.10 | $3.05 | 47140 | -1.48% ($-2163.73) | False | $2.94 | 08/07/25 14:06 | 08/07/25 14:12 | 6m |
| 1377568 | WOLF | Buy | $3.07 | $3.19 | 47524 | 3.94% ($5755.16) | True | $3.02 | 08/07/25 13:47 | 08/07/25 13:53 | 6m |
| 1377564 | WOLF | Buy | $3.26 | $3.06 | 44754 | -6.13% ($-8950.80) | False | $2.73 | 08/07/25 13:35 | 08/07/25 13:43 | 8m |
| 1377578 | WOLF | Buy | $2.19 | $2.17 | 66773 | -0.77% ($-1121.79) | True | $2.05 | 07/07/25 15:20 | 07/07/25 15:28 | 8m |
| 1377577 | WOLF | Buy | $2.20 | $2.12 | 66321 | -3.64% ($-5305.68) | True | $2.00 | 07/07/25 15:14 | 07/07/25 15:19 | 5m |
| 1377574 | WOLF | Buy | $0.85 | $0.83 | 172479 | -1.3% ($-1897.27) | True | $0.77 | 01/07/25 14:29 | 01/07/25 14:35 | 6m |
| 1377567 | WOLF | Buy | $0.72 | $0.74 | 202723 | 2.77% ($4034.19) | True | $0.66 | 01/07/25 13:39 | 01/07/25 13:40 | 1m |
| 1377565 | WOLF | Buy | $0.73 | $0.72 | 199890 | -1.75% ($-2558.59) | True | $0.67 | 01/07/25 13:34 | 01/07/25 13:37 | 3m |
| 1377603 | SPXS | Buy | $4.77 | $4.76 | 30587 | -0.21% ($-305.87) | False | $4.73 | 27/06/25 14:09 | 27/06/25 14:13 | 4m |
| 1377619 | VOR | Buy | $0.89 | $0.91 | 164487 | 2.15% ($3141.70) | True | $0.81 | 26/06/25 14:15 | 26/06/25 14:16 | 1m |
| 1377617 | VOR | Buy | $0.80 | $0.82 | 181874 | 1.89% ($2764.48) | True | $0.72 | 26/06/25 13:55 | 26/06/25 14:04 | 9m |
| 1377630 | VOR | Buy | $0.51 | $0.50 | 287431 | -2.07% ($-3018.03) | True | $0.47 | 25/06/25 17:31 | 25/06/25 17:36 | 5m |
| 1377615 | SPXS | Buy | $5.83 | $5.83 | 25047 | 0.09% ($125.24) | True | $5.78 | 23/05/25 13:53 | 23/05/25 13:57 | 4m |
| 1377589 | WOLF | Buy | $1.13 | $1.22 | 129126 | 7.53% ($10988.62) | True | $1.16 | 22/05/25 13:30 | 22/05/25 13:42 | 12m |
| 1377592 | WOLF | Buy | $0.90 | $0.88 | 161340 | -3.23% ($-4711.13) | True | $0.88 | 21/05/25 14:35 | 21/05/25 14:42 | 7m |
| 1377591 | WOLF | Buy | $0.87 | $0.90 | 167239 | 3.16% ($4615.80) | True | $0.86 | 21/05/25 14:22 | 21/05/25 14:23 | 1m |
| 1377590 | WOLF | Buy | $1.02 | $0.93 | 143039 | -9.3% ($-13574.40) | True | $0.93 | 21/05/25 13:45 | 21/05/25 14:02 | 17m |
| 1377613 | SPXS | Buy | $6.35 | $6.32 | 22976 | -0.47% ($-689.28) | False | $6.32 | 07/05/25 13:48 | 07/05/25 13:56 | 8m |
| 1377618 | SPXS | Buy | $6.96 | $6.97 | 20977 | 0.14% ($209.77) | True | $6.84 | 23/04/25 14:00 | 23/04/25 14:03 | 3m |
| 1377622 | SPXS | Buy | $9.72 | $9.95 | 15010 | 2.37% ($3452.30) | True | $9.58 | 07/04/25 14:34 | 07/04/25 14:41 | 7m |
| 1377621 | SPXS | Buy | $8.79 | $9.53 | 16598 | 8.42% ($12282.52) | True | $8.98 | 07/04/25 14:18 | 07/04/25 14:27 | 9m |
| 1377596 | WOLF | Buy | $2.79 | $2.77 | 52387 | -0.65% ($-948.20) | True | $2.74 | 28/03/25 15:48 | 28/03/25 15:52 | 4m |
| 1377624 | SPXS | Buy | $7.08 | $7.09 | 20607 | 0.07% ($105.10) | True | $7.05 | 10/03/25 14:43 | 10/03/25 14:49 | 6m |
| 1377625 | SPXS | Buy | $5.98 | $5.98 | 24391 | -0.11% ($-160.98) | True | $5.93 | 26/02/25 15:39 | 26/02/25 15:50 | 11m |
| 1377628 | SPXS | Buy | $5.93 | $5.95 | 24604 | 0.28% ($410.89) | True | $5.90 | 27/01/25 15:00 | 27/01/25 15:03 | 3m |
| 1377641 | SPXS | Buy | $5.82 | $5.83 | 25068 | 0.08% ($122.83) | True | $5.80 | 21/01/25 17:37 | 21/01/25 17:39 | 2m |
| 1377642 | SPXS | Buy | $6.39 | $6.38 | 22850 | -0.08% ($-114.25) | False | $6.34 | 02/01/25 19:30 | 02/01/25 19:33 | 3m |
Strategy DSL
Unstable Basket - Unstable Basket - eee Nexus Revert Pulse 100 +7-ac7177 + Mut-ed97f7 + Mut
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}", // Symbol placeholder for runtime injection
fast_ema=8, // Fast EMA period for breakout confirmation
slow_ema=7, // Slow EMA period for trend filter
vol_min=1_000_000, // Minimum volume filter to avoid low-float stocks
atr_period=14, // ATR period for volatility and risk calculation
atr_mult=2.5, // ATR multiplier for trailing stop
bb_period=14, // Bollinger Bands period for volatility contraction
bb_dev=1, // Bollinger Bands standard deviation multiplier
risk_frac=0.1459 // Risk fraction for position sizing
STRATEGY "Unstable Basket - eee Nexus Revert Pulse 100 +7-ac7177 + Mut-ed97f7 + Mut":
TRIGGER:
// Time gate to skip first 5 minutes of trading day (assuming 9:25 AM ET start, convert to UTC)
TIME_UTC_IN("21:39", "20:00")
AND
// Volume filter to avoid low-float microcaps
LAST(VOL(sym, 1m)) >= vol_min
AND
// Volatility contraction: price within tight Bollinger Bands
LAST(CLOSE(sym, 1m)) > LOWER(BBANDS(CLOSE(sym, 1m), bb_period, bb_dev))
AND
LAST(CLOSE(sym, 1m)) < UPPER(BBANDS(CLOSE(sym, 1m), bb_period, bb_dev))
AND
// Breakout signal: price crosses above fast EMA
CROSSOVER(CLOSE(sym, 1m), EMA(CLOSE(sym, 1m), fast_ema))
AND
// Higher timeframe trend filter (5m) for confirmation
EMA(CLOSE(sym, 5m), fast_ema) > EMA(CLOSE(sym, 5m), slow_ema)
ENTRY: MARKET // Market order for immediate execution on breakout
EXIT:
// Exit on reversal signal: price crosses below slow EMA
CROSSOVER(CLOSE(sym, 1m), EMA(CLOSE(sym, 1m), slow_ema))
RISK: TRAIL_ATR(atr_period, atr_mult) // Trailing ATR stop for dynamic risk management
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing based on risk tolerance