Backtest Results

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Symbols 3

QS, JOBY, LAC

Performance Summary

Total Trades

15

Total P&L

$-1343.06

Notional: $299938.37

Total Return

-0.45%

Weighted by notional

Win Rate

26.7%

4 W / 11 L

CouldWin Rate

86.7%

13 could / 15 total

Avg P&L

$-89.54

Avg Return: -0.45%

Best Win

$133.21

Largest Loss

$-681.34

Trade Details 15 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
5365453	LAC	Buy	$6.02	$5.99	3324	-0.46% ($-91.08)	True	$5.74	24/09/25 14:55	24/09/25 14:56	1m
5365452	LAC	Buy	$6.00	$5.98	3333	-0.27% ($-54.66)	True	$5.72	24/09/25 14:53	24/09/25 14:54	1m
5365451	LAC	Buy	$6.01	$6.05	3326	0.55% ($109.43)	True	$5.86	24/09/25 14:42	24/09/25 14:52	10m
5365450	LAC	Buy	$5.76	$5.80	3472	0.61% ($121.52)	True	$5.51	24/09/25 14:16	24/09/25 14:17	1m
5365449	LAC	Buy	$5.84	$5.77	3427	-1.2% ($-239.89)	True	$5.42	24/09/25 14:10	24/09/25 14:11	1m
5365447	LAC	Buy	$5.79	$5.83	3451	0.67% ($133.21)	True	$5.48	24/09/25 14:08	24/09/25 14:09	1m
5365445	LAC	Buy	$5.83	$5.76	3429	-1.25% ($-250.66)	True	$5.57	24/09/25 14:00	24/09/25 14:07	7m
5365444	LAC	Buy	$5.53	$5.57	3617	0.66% ($132.02)	True	$5.25	24/09/25 13:48	24/09/25 13:51	3m
5365442	LAC	Buy	$5.46	$5.46	3662	0% ($-0.73)	True	$5.10	24/09/25 13:40	24/09/25 13:47	7m
5365571	QS	Buy	$6.89	$6.84	2902	-0.73% ($-145.39)	True	$6.70	26/06/25 14:45	26/06/25 14:51	6m
5365566	QS	Buy	$6.16	$5.95	3246	-3.41% ($-681.34)	False	$5.85	25/06/25 13:58	25/06/25 14:00	2m
5365565	QS	Buy	$6.20	$6.16	3225	-0.73% ($-145.13)	False	$5.94	25/06/25 13:53	25/06/25 13:57	4m
5365607	JOBY	Buy	$8.60	$8.56	2325	-0.45% ($-90.68)	True	$8.44	28/05/25 14:42	28/05/25 14:45	3m
5365605	JOBY	Buy	$8.59	$8.58	2328	-0.17% ($-34.69)	True	$8.43	28/05/25 14:38	28/05/25 14:39	1m
5365604	JOBY	Buy	$8.63	$8.58	2318	-0.53% ($-105.01)	True	$8.40	28/05/25 14:22	28/05/25 14:25	3m

Strategy DSL [6d065] [v251224-1333] Stellar Revert Drift-00e7d1 + 500symb | EXIT Opt: trail-rsi-confirm

Job Like

CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",
fast_ema=11,          // Fast EMA period for short-term trend
slow_ema=30,          // Slow EMA period for longer-term trend
vol_period=21,        // Period for volume pace calculation
atr_period=15,        // Period for ATR calculation
atr_mult=3,         // Multiplier for ATR-based trailing stop
risk_frac=0.02,       // Risk fraction for position sizing
min_price=4,        // Minimum price filter
adr_threshold=0.02,   // Minimum ADR threshold (1%)
avg_vol_threshold=1000000,  // Minimum average volume
sector_ema_fast=10,   // Fast EMA for sector ETF trend
sector_ema_slow=26    // Slow EMA for sector ETF trend

STRATEGY "Unstable Basket - Stellar Revert Drift-00e7d1 + Mut-6cb7bd + Mut":
TRIGGER:
// Price and volume filters for large-cap, liquid stocks
LAST(CLOSE(sym, 1m)) > min_price
AND ATR(sym, 1d, 9) / LAST(CLOSE(sym, 1d)) > adr_threshold
AND SMA(VOL(sym, 1d), vol_period) > avg_vol_threshold
// Time window: first 174 minutes of session (assuming 10:23-11:00 NY time, adjust to UTC)
AND TIME_UTC_IN("13:37", "15:00")
// Volume pace exhaustion signal on 1m
AND VOL_PACE(sym, 1d, vol_period) > 3
// Short-term reversal signal: price below fast EMA but above slow EMA (mean reversion zone)
AND LAST(CLOSE(sym, 1m)) < EMA(CLOSE(sym, 1m), fast_ema)
AND LAST(CLOSE(sym, 1m)) > EMA(CLOSE(sym, 1m), slow_ema)
// Higher timeframe confirmation (5m trend alignment)
AND EMA(CLOSE(sym, 5m), fast_ema) > EMA(CLOSE(sym, 5m), slow_ema)
ENTRY: MARKET  // Market entry for immediacy on short-term reversal signal
EXIT:
LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m), 10) - ATR(sym,1m, 14)) AND RSI(CLOSE(sym,1m), 14) < 50
RISK: TRAIL_ATR(atr_period, atr_mult)  // Trailing stop based on ATR for dynamic risk control
SIZING: FIXED_FRACTION(risk_frac)  // Fixed fraction sizing for consistent risk exposure

CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",
fast_ema=11,          // Fast EMA period for short-term trend
slow_ema=30,          // Slow EMA period for longer-term trend
vol_period=21,        // Period for volume pace calculation
atr_period=15,        // Period for ATR calculation
atr_mult=3,         // Multiplier for ATR-based trailing stop
risk_frac=0.02,       // Risk fraction for position sizing
min_price=4,        // Minimum price filter
adr_threshold=0.02,   // Minimum ADR threshold (1%)
avg_vol_threshold=1000000,  // Minimum average volume
sector_ema_fast=10,   // Fast EMA for sector ETF trend
sector_ema_slow=26    // Slow EMA for sector ETF trend

STRATEGY "Unstable Basket - Stellar Revert Drift-00e7d1 + Mut-6cb7bd + Mut":
TRIGGER:
// Price and volume filters for large-cap, liquid stocks
LAST(CLOSE(sym, 1m)) > min_price
AND ATR(sym, 1d, 9) / LAST(CLOSE(sym, 1d)) > adr_threshold
AND SMA(VOL(sym, 1d), vol_period) > avg_vol_threshold
// Time window: first 174 minutes of session (assuming 10:23-11:00 NY time, adjust to UTC)
AND TIME_UTC_IN("13:37", "15:00")
// Volume pace exhaustion signal on 1m
AND VOL_PACE(sym, 1d, vol_period) > 3
// Short-term reversal signal: price below fast EMA but above slow EMA (mean reversion zone)
AND LAST(CLOSE(sym, 1m)) < EMA(CLOSE(sym, 1m), fast_ema)
AND LAST(CLOSE(sym, 1m)) > EMA(CLOSE(sym, 1m), slow_ema)
// Higher timeframe confirmation (5m trend alignment)
AND EMA(CLOSE(sym, 5m), fast_ema) > EMA(CLOSE(sym, 5m), slow_ema)
ENTRY: MARKET  // Market entry for immediacy on short-term reversal signal
EXIT:
LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m), 10) - ATR(sym,1m, 14)) AND RSI(CLOSE(sym,1m), 14) < 50
RISK: TRAIL_ATR(atr_period, atr_mult)  // Trailing stop based on ATR for dynamic risk control
SIZING: FIXED_FRACTION(risk_frac)  // Fixed fraction sizing for consistent risk exposure