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
30
Total P&L
$24252.68
Notional: $4376948.15Total Return
0.55%
Weighted by notionalWin Rate
56.7%
17 W / 13 LCouldWin Rate
76.7%
23 could / 30 totalAvg P&L
$808.42
Avg Return: 0.55%Best Win
$11442.77
Largest Loss
$-21398.64
Trade Details
30 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1381321 | 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 |
| 1381319 | SPXS | Buy | $3.99 | $4.00 | 36565 | 0.25% ($361.99) | True | $3.97 | 11/09/25 19:59 | 11/09/25 20:00 | 1m |
| 1381307 | WOLF | Buy | $1.74 | $1.76 | 84092 | 1.27% ($1858.43) | True | $1.68 | 09/09/25 14:20 | 09/09/25 14:26 | 6m |
| 1381305 | WOLF | Buy | $1.84 | $1.86 | 79509 | 1.36% ($1979.77) | True | $1.68 | 09/09/25 13:42 | 09/09/25 13:46 | 4m |
| 1381331 | SPXS | Buy | $4.49 | $4.50 | 32493 | 0.11% ($159.22) | True | $4.46 | 22/07/25 19:55 | 22/07/25 19:59 | 4m |
| 1381310 | WOLF | Buy | $2.08 | $2.07 | 70073 | -0.6% ($-868.91) | True | $1.95 | 09/07/25 14:19 | 09/07/25 14:27 | 8m |
| 1381304 | SUGP | Buy | $0.96 | $1.03 | 152774 | 7.84% ($11442.77) | True | $0.91 | 09/07/25 13:31 | 09/07/25 13:32 | 1m |
| 1381311 | WOLF | Buy | $2.47 | $2.58 | 59068 | 4.32% ($6308.46) | True | $2.44 | 08/07/25 14:51 | 08/07/25 15:05 | 14m |
| 1381309 | WOLF | Buy | $3.07 | $3.19 | 47524 | 3.94% ($5755.16) | True | $2.97 | 08/07/25 13:47 | 08/07/25 13:53 | 6m |
| 1381308 | WOLF | Buy | $3.26 | $3.06 | 44754 | -6.13% ($-8950.80) | False | $2.68 | 08/07/25 13:35 | 08/07/25 13:43 | 8m |
| 1381314 | WOLF | Buy | $2.19 | $2.17 | 66773 | -0.77% ($-1121.79) | True | $2.02 | 07/07/25 15:20 | 07/07/25 15:28 | 8m |
| 1381315 | WOLF | Buy | $0.83 | $0.84 | 174751 | 0.83% ($1205.78) | True | $0.79 | 01/07/25 14:35 | 01/07/25 14:44 | 9m |
| 1381312 | WOLF | Buy | $0.72 | $0.74 | 202723 | 2.77% ($4034.19) | True | $0.64 | 01/07/25 13:39 | 01/07/25 13:40 | 1m |
| 1381324 | SPXS | Buy | $4.77 | $4.76 | 30587 | -0.21% ($-305.87) | False | $4.72 | 27/06/25 14:09 | 27/06/25 14:13 | 4m |
| 1381306 | VOR | Buy | $0.83 | $0.82 | 176570 | -1.08% ($-1571.47) | True | $0.70 | 26/06/25 13:56 | 26/06/25 14:04 | 8m |
| 1381328 | SPXS | Buy | $5.00 | $4.99 | 29209 | -0.1% ($-146.05) | False | $4.97 | 24/06/25 15:07 | 24/06/25 15:19 | 12m |
| 1381322 | SPXS | Buy | $5.83 | $5.83 | 25047 | 0.09% ($125.24) | True | $5.77 | 23/05/25 13:53 | 23/05/25 13:57 | 4m |
| 1381316 | WOLF | Buy | $1.66 | $1.71 | 88157 | 3.02% ($4407.85) | True | $1.60 | 23/05/25 13:30 | 23/05/25 13:32 | 2m |
| 1381317 | WOLF | Buy | $1.13 | $1.22 | 129126 | 7.53% ($10988.62) | True | $1.13 | 22/05/25 13:30 | 22/05/25 13:42 | 12m |
| 1381320 | WOLF | Buy | $0.90 | $0.90 | 162111 | 0.48% ($697.08) | True | $0.87 | 21/05/25 14:23 | 21/05/25 14:35 | 12m |
| 1381318 | WOLF | Buy | $1.04 | $0.88 | 140966 | -14.67% ($-21398.64) | True | $0.91 | 21/05/25 13:51 | 21/05/25 14:13 | 22m |
| 1381323 | SPXS | Buy | $6.62 | $6.69 | 22055 | 1.1% ($1610.02) | True | $6.65 | 28/04/25 13:49 | 28/04/25 14:11 | 22m |
| 1381325 | SPXS | Buy | $6.96 | $6.97 | 20977 | 0.14% ($209.77) | True | $6.81 | 23/04/25 14:00 | 23/04/25 14:03 | 3m |
| 1381332 | SPXS | Buy | $7.08 | $7.02 | 20607 | -0.84% ($-1232.30) | False | $6.77 | 09/04/25 19:59 | 09/04/25 20:00 | 1m |
| 1381327 | SPXS | Buy | $9.72 | $9.95 | 15010 | 2.37% ($3452.30) | True | $9.50 | 07/04/25 14:34 | 07/04/25 14:41 | 7m |
| 1381326 | SPXS | Buy | $9.11 | $9.53 | 16015 | 4.61% ($6726.30) | True | $8.85 | 07/04/25 14:20 | 07/04/25 14:27 | 7m |
| 1381333 | WOLF | Buy | $2.79 | $2.77 | 52387 | -0.65% ($-948.20) | True | $2.73 | 28/03/25 15:48 | 28/03/25 15:52 | 4m |
| 1381329 | 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 |
| 1381334 | SPXS | Buy | $6.10 | $6.09 | 23918 | -0.09% ($-133.94) | False | $6.07 | 15/01/25 18:35 | 15/01/25 18:47 | 12m |
| 1381313 | SPXS | Buy | $6.39 | $6.38 | 22850 | -0.08% ($-114.25) | False | $6.33 | 02/01/25 19:30 | 02/01/25 19:33 | 3m |
Strategy DSL
Unstable Basket - Unstable Basket - Unstable Basket - eee Nexus Revert Pulse 100 +7-ac7177 + Mut-ed97f7 + Mut-95b713 + Mut
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}", // Symbol placeholder for runtime injection
fast_ema=13, // 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=3, // 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 - Unstable Basket - eee Nexus Revert Pulse 100 +7-ac7177 + Mut-ed97f7 + Mut-95b713 + Mut":
TRIGGER:
// Time gate to skip first 5 minutes of trading day (assuming 9:38 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