Backtest Results
Test ID: EXO-9126554b
Job Notes
No notes yet. Click "Edit Notes" to add.
Symbols
3
LCID, PLTR, AMD
Performance Summary
Total Trades
87
Total P&L
$-1987.55
Notional: $1737437.08Total Return
-0.11%
Weighted by notionalWin Rate
42.5%
37 W / 50 LCouldWin Rate
71.3%
62 could / 87 totalAvg P&L
$-22.85
Avg Return: -0.12%Best Win
$603.32
Largest Loss
$-539.10
Trade Details
87 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 4205068 | AMD | Buy | $211.60 | $209.28 | 94 | -1.09% ($-217.61) | False | $209.46 | 07/10/25 15:16 | 07/10/25 15:39 | 23m |
| 4205102 | AMD | Buy | $208.67 | $208.15 | 95 | -0.25% ($-49.07) | False | $206.87 | 06/10/25 15:21 | 06/10/25 17:01 | 1.7h |
| 4205100 | AMD | Buy | $208.25 | $208.14 | 96 | -0.05% ($-10.56) | False | $206.50 | 06/10/25 15:18 | 06/10/25 15:20 | 2m |
| 4205098 | AMD | Buy | $207.95 | $208.15 | 96 | 0.1% ($19.16) | True | $204.90 | 06/10/25 14:38 | 06/10/25 15:17 | 39m |
| 4205093 | AMD | Buy | $207.67 | $207.43 | 96 | -0.11% ($-22.56) | False | $204.63 | 06/10/25 14:36 | 06/10/25 14:37 | 1m |
| 4205091 | AMD | Buy | $208.07 | $206.47 | 96 | -0.77% ($-153.22) | False | $205.25 | 06/10/25 14:34 | 06/10/25 14:35 | 1m |
| 4205090 | AMD | Buy | $208.06 | $208.18 | 96 | 0.06% ($11.52) | True | $205.18 | 06/10/25 14:32 | 06/10/25 14:33 | 1m |
| 4205086 | AMD | Buy | $207.75 | $208.28 | 96 | 0.26% ($50.87) | True | $204.31 | 06/10/25 14:15 | 06/10/25 14:31 | 16m |
| 4205083 | AMD | Buy | $207.11 | $207.71 | 96 | 0.29% ($57.12) | True | $203.39 | 06/10/25 14:13 | 06/10/25 14:14 | 1m |
| 4205079 | AMD | Buy | $209.05 | $207.68 | 95 | -0.66% ($-130.43) | False | $204.83 | 06/10/25 14:06 | 06/10/25 14:12 | 6m |
| 4205075 | AMD | Buy | $208.59 | $207.73 | 95 | -0.41% ($-81.70) | False | $204.37 | 06/10/25 14:03 | 06/10/25 14:05 | 2m |
| 4205071 | AMD | Buy | $209.65 | $207.91 | 95 | -0.83% ($-165.73) | False | $204.99 | 06/10/25 14:00 | 06/10/25 14:02 | 2m |
| 4205066 | AMD | Buy | $207.54 | $208.04 | 96 | 0.24% ($47.96) | True | $202.82 | 06/10/25 13:58 | 06/10/25 13:59 | 1m |
| 4205059 | AMD | Buy | $210.13 | $207.24 | 95 | -1.38% ($-275.03) | False | $205.08 | 06/10/25 13:55 | 06/10/25 13:57 | 2m |
| 4205057 | AMD | Buy | $215.67 | $210.06 | 92 | -2.6% ($-516.58) | False | $210.19 | 06/10/25 13:44 | 06/10/25 13:54 | 10m |
| 4205055 | AMD | Buy | $219.89 | $213.90 | 90 | -2.72% ($-539.10) | False | $215.24 | 06/10/25 13:31 | 06/10/25 13:43 | 12m |
| 4205152 | PLTR | Buy | $170.22 | $173.09 | 117 | 1.68% ($335.33) | True | $168.49 | 05/08/25 15:36 | 05/08/25 20:00 | 4.4h |
| 4205151 | PLTR | Buy | $171.74 | $169.60 | 116 | -1.25% ($-248.80) | False | $170.52 | 05/08/25 15:21 | 05/08/25 15:35 | 14m |
| 4205150 | PLTR | Buy | $173.26 | $171.17 | 115 | -1.21% ($-240.93) | False | $171.64 | 05/08/25 14:57 | 05/08/25 15:20 | 23m |
| 4205176 | AMD | Buy | $176.08 | $177.35 | 113 | 0.72% ($142.98) | True | $175.10 | 29/07/25 15:43 | 29/07/25 20:00 | 4.3h |
| 4205171 | AMD | Buy | $177.48 | $176.10 | 112 | -0.78% ($-154.56) | False | $176.45 | 29/07/25 15:35 | 29/07/25 15:42 | 7m |
| 4205311 | LCID | Buy | $3.27 | $3.25 | 6125 | -0.41% ($-82.69) | False | $3.19 | 17/07/25 15:58 | 17/07/25 16:00 | 2m |
| 4205309 | LCID | Buy | $3.27 | $3.26 | 6125 | -0.15% ($-30.63) | False | $3.19 | 17/07/25 15:56 | 17/07/25 15:57 | 1m |
| 4205306 | LCID | Buy | $3.25 | $3.24 | 6153 | -0.3% ($-60.91) | False | $3.17 | 17/07/25 15:54 | 17/07/25 15:55 | 1m |
| 4205303 | LCID | Buy | $3.26 | $3.23 | 6134 | -0.9% ($-180.95) | False | $3.18 | 17/07/25 15:52 | 17/07/25 15:53 | 1m |
| 4205301 | LCID | Buy | $3.24 | $3.25 | 6172 | 0.31% ($62.34) | True | $3.16 | 17/07/25 15:50 | 17/07/25 15:51 | 1m |
| 4205298 | LCID | Buy | $3.24 | $3.25 | 6172 | 0.15% ($30.86) | True | $3.14 | 17/07/25 15:26 | 17/07/25 15:49 | 23m |
| 4205296 | LCID | Buy | $3.27 | $3.26 | 6116 | -0.3% ($-60.55) | True | $3.18 | 17/07/25 15:16 | 17/07/25 15:25 | 9m |
| 4205294 | LCID | Buy | $3.20 | $3.24 | 6250 | 1.25% ($250.00) | True | $3.11 | 17/07/25 15:14 | 17/07/25 15:15 | 1m |
| 4205291 | LCID | Buy | $3.23 | $3.24 | 6201 | 0.47% ($93.02) | True | $3.14 | 17/07/25 15:12 | 17/07/25 15:13 | 1m |
| 4205286 | LCID | Buy | $3.22 | $3.21 | 6213 | -0.28% ($-55.30) | True | $3.13 | 17/07/25 15:10 | 17/07/25 15:11 | 1m |
| 4205277 | LCID | Buy | $3.22 | $3.21 | 6211 | -0.25% ($-49.69) | True | $3.13 | 17/07/25 15:08 | 17/07/25 15:09 | 1m |
| 4205272 | LCID | Buy | $3.18 | $3.19 | 6293 | 0.36% ($73.00) | True | $3.09 | 17/07/25 15:06 | 17/07/25 15:07 | 1m |
| 4205269 | LCID | Buy | $3.17 | $3.16 | 6311 | -0.44% ($-87.72) | True | $3.08 | 17/07/25 15:04 | 17/07/25 15:05 | 1m |
| 4205267 | LCID | Buy | $3.17 | $3.17 | 6319 | 0.15% ($29.70) | True | $3.08 | 17/07/25 15:02 | 17/07/25 15:03 | 1m |
| 4205265 | LCID | Buy | $3.11 | $3.15 | 6421 | 0.97% ($194.56) | True | $3.03 | 17/07/25 15:00 | 17/07/25 15:01 | 1m |
| 4205263 | LCID | Buy | $3.13 | $3.11 | 6400 | -0.48% ($-96.00) | True | $3.05 | 17/07/25 14:58 | 17/07/25 14:59 | 1m |
| 4205262 | LCID | Buy | $3.10 | $3.12 | 6452 | 0.66% ($132.27) | True | $3.03 | 17/07/25 14:56 | 17/07/25 14:57 | 1m |
| 4205260 | LCID | Buy | $3.08 | $3.10 | 6483 | 0.33% ($66.77) | True | $3.01 | 17/07/25 14:54 | 17/07/25 14:55 | 1m |
| 4205258 | LCID | Buy | $3.02 | $3.07 | 6629 | 1.6% ($320.18) | True | $2.95 | 17/07/25 14:52 | 17/07/25 14:53 | 1m |
| 4205256 | LCID | Buy | $3.00 | $3.02 | 6677 | 0.67% ($133.54) | True | $2.93 | 17/07/25 14:50 | 17/07/25 14:51 | 1m |
| 4205252 | LCID | Buy | $2.97 | $2.98 | 6745 | 0.34% ($67.45) | True | $2.90 | 17/07/25 14:48 | 17/07/25 14:49 | 1m |
| 4205247 | LCID | Buy | $2.99 | $2.96 | 6696 | -0.89% ($-178.78) | True | $2.92 | 17/07/25 14:46 | 17/07/25 14:47 | 1m |
| 4205243 | LCID | Buy | $3.01 | $3.00 | 6645 | -0.32% ($-63.13) | True | $2.92 | 17/07/25 14:42 | 17/07/25 14:43 | 1m |
| 4205239 | LCID | Buy | $3.00 | $3.02 | 6666 | 0.66% ($132.65) | True | $2.92 | 17/07/25 14:40 | 17/07/25 14:41 | 1m |
| 4205235 | LCID | Buy | $2.98 | $2.98 | 6711 | -0.17% ($-33.56) | True | $2.90 | 17/07/25 14:38 | 17/07/25 14:39 | 1m |
| 4205231 | LCID | Buy | $2.99 | $2.96 | 6700 | -0.84% ($-167.50) | True | $2.89 | 17/07/25 14:36 | 17/07/25 14:37 | 1m |
| 4205226 | LCID | Buy | $2.93 | $2.97 | 6824 | 1.52% ($302.99) | True | $2.84 | 17/07/25 14:34 | 17/07/25 14:35 | 1m |
| 4205223 | LCID | Buy | $2.89 | $2.92 | 6932 | 1.04% ($208.65) | True | $2.79 | 17/07/25 14:32 | 17/07/25 14:33 | 1m |
| 4205220 | LCID | Buy | $2.88 | $2.89 | 6956 | 0.5% ($99.47) | True | $2.77 | 17/07/25 14:30 | 17/07/25 14:31 | 1m |
| 4205218 | LCID | Buy | $2.91 | $2.86 | 6871 | -1.73% ($-346.30) | True | $2.81 | 17/07/25 14:28 | 17/07/25 14:29 | 1m |
| 4205217 | LCID | Buy | $2.90 | $2.93 | 6896 | 1.03% ($206.88) | True | $2.80 | 17/07/25 14:26 | 17/07/25 14:27 | 1m |
| 4205215 | LCID | Buy | $2.92 | $2.89 | 6849 | -1.02% ($-204.79) | True | $2.82 | 17/07/25 14:24 | 17/07/25 14:25 | 1m |
| 4205212 | LCID | Buy | $3.00 | $2.95 | 6677 | -1.52% ($-304.47) | True | $2.90 | 17/07/25 14:22 | 17/07/25 14:23 | 1m |
| 4205209 | LCID | Buy | $2.96 | $2.98 | 6767 | 0.85% ($169.85) | True | $2.86 | 17/07/25 14:20 | 17/07/25 14:21 | 1m |
| 4205207 | LCID | Buy | $2.98 | $2.97 | 6722 | -0.34% ($-67.22) | True | $2.88 | 17/07/25 14:18 | 17/07/25 14:19 | 1m |
| 4205205 | LCID | Buy | $2.96 | $3.02 | 6756 | 2.03% ($405.36) | True | $2.87 | 17/07/25 14:16 | 17/07/25 14:17 | 1m |
| 4205203 | LCID | Buy | $2.99 | $3.00 | 6700 | 0.38% ($76.38) | True | $2.89 | 17/07/25 14:14 | 17/07/25 14:15 | 1m |
| 4205200 | LCID | Buy | $2.99 | $2.98 | 6688 | -0.33% ($-66.88) | True | $2.89 | 17/07/25 14:12 | 17/07/25 14:13 | 1m |
| 4205198 | LCID | Buy | $3.01 | $3.00 | 6644 | -0.49% ($-97.67) | True | $2.90 | 17/07/25 14:10 | 17/07/25 14:11 | 1m |
| 4205196 | LCID | Buy | $3.06 | $3.02 | 6535 | -1.3% ($-260.09) | True | $2.94 | 17/07/25 14:08 | 17/07/25 14:09 | 1m |
| 4205193 | LCID | Buy | $3.05 | $3.04 | 6557 | -0.35% ($-70.16) | True | $2.92 | 17/07/25 14:06 | 17/07/25 14:07 | 1m |
| 4205192 | LCID | Buy | $3.08 | $3.05 | 6504 | -0.98% ($-195.12) | True | $2.93 | 17/07/25 14:04 | 17/07/25 14:05 | 1m |
| 4205188 | LCID | Buy | $3.03 | $3.07 | 6600 | 1.32% ($264.00) | True | $2.89 | 17/07/25 14:00 | 17/07/25 14:01 | 1m |
| 4205186 | LCID | Buy | $2.96 | $2.99 | 6756 | 0.84% ($168.90) | True | $2.80 | 17/07/25 13:58 | 17/07/25 13:59 | 1m |
| 4205184 | LCID | Buy | $2.97 | $2.99 | 6745 | 0.84% ($168.63) | True | $2.81 | 17/07/25 13:56 | 17/07/25 13:57 | 1m |
| 4205182 | LCID | Buy | $3.03 | $3.00 | 6611 | -0.99% ($-198.33) | True | $2.86 | 17/07/25 13:54 | 17/07/25 13:55 | 1m |
| 4205181 | LCID | Buy | $3.06 | $3.03 | 6535 | -1.14% ($-228.73) | True | $2.90 | 17/07/25 13:52 | 17/07/25 13:53 | 1m |
| 4205179 | LCID | Buy | $3.14 | $3.13 | 6379 | -0.27% ($-54.22) | True | $2.98 | 17/07/25 13:50 | 17/07/25 13:51 | 1m |
| 4205177 | LCID | Buy | $3.14 | $3.11 | 6370 | -0.95% ($-189.19) | True | $2.95 | 17/07/25 13:48 | 17/07/25 13:49 | 1m |
| 4205175 | LCID | Buy | $3.12 | $3.14 | 6410 | 0.64% ($127.56) | True | $2.92 | 17/07/25 13:46 | 17/07/25 13:47 | 1m |
| 4205172 | LCID | Buy | $2.98 | $3.07 | 6711 | 3.02% ($603.32) | True | $2.77 | 17/07/25 13:44 | 17/07/25 13:45 | 1m |
| 4205168 | LCID | Buy | $3.01 | $2.96 | 6655 | -1.49% ($-298.81) | True | $2.78 | 17/07/25 13:42 | 17/07/25 13:43 | 1m |
| 4205167 | LCID | Buy | $2.89 | $2.96 | 6932 | 2.77% ($553.17) | True | $2.61 | 17/07/25 13:40 | 17/07/25 13:41 | 1m |
| 4205166 | LCID | Buy | $2.87 | $2.88 | 6967 | 0.33% ($66.88) | True | $2.58 | 17/07/25 13:38 | 17/07/25 13:39 | 1m |
| 4205164 | LCID | Buy | $2.94 | $2.90 | 6814 | -1.36% ($-272.56) | True | $2.66 | 17/07/25 13:36 | 17/07/25 13:37 | 1m |
| 4205162 | LCID | Buy | $3.02 | $3.05 | 6633 | 1.17% ($233.48) | True | $2.76 | 17/07/25 13:34 | 17/07/25 13:35 | 1m |
| 4205160 | LCID | Buy | $2.89 | $2.93 | 6920 | 1.38% ($275.42) | True | $2.66 | 17/07/25 13:32 | 17/07/25 13:33 | 1m |
| 4205158 | LCID | Buy | $2.94 | $2.90 | 6814 | -1.36% ($-271.20) | True | $2.73 | 17/07/25 13:30 | 17/07/25 13:31 | 1m |
| 4205288 | AMD | Buy | $127.10 | $127.15 | 157 | 0.04% ($7.85) | True | $126.55 | 17/06/25 15:39 | 17/06/25 20:00 | 4.4h |
| 4205280 | AMD | Buy | $127.79 | $127.19 | 156 | -0.47% ($-94.22) | False | $127.27 | 17/06/25 15:32 | 17/06/25 15:38 | 6m |
| 4205274 | AMD | Buy | $128.64 | $127.94 | 155 | -0.54% ($-107.73) | False | $127.99 | 17/06/25 15:14 | 17/06/25 15:28 | 14m |
| 4205276 | AMD | Buy | $126.43 | $126.24 | 158 | -0.15% ($-30.02) | False | $125.72 | 16/06/25 15:23 | 16/06/25 20:00 | 4.6h |
| 4205273 | AMD | Buy | $127.54 | $126.71 | 156 | -0.65% ($-129.48) | False | $126.75 | 16/06/25 15:10 | 16/06/25 15:20 | 10m |
| 4205350 | AMD | Buy | $117.92 | $117.27 | 169 | -0.55% ($-109.19) | False | $117.29 | 14/05/25 15:25 | 14/05/25 17:23 | 2h |
| 4205396 | PLTR | Buy | $103.95 | $102.28 | 192 | -1.6% ($-319.68) | False | $102.39 | 04/02/25 15:30 | 04/02/25 17:08 | 1.6h |
| 4205395 | PLTR | Buy | $105.90 | $104.26 | 188 | -1.55% ($-308.32) | False | $104.34 | 04/02/25 15:09 | 04/02/25 15:21 | 12m |
Strategy DSL
[bd718] [v251224-1440] Unstable Basket - Helix Edge Phase-f035af-3f041c | 100 STOCKS | EXIT Opt: trail-2atr-20
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}", // Symbol placeholder for runtime injection
vol_period=20, // Period for volume pace calculation
mom_period=10, // Period for momentum calculation
atr_period=14, // Period for ATR calculation
atr_mult=2.5, // Multiplier for ATR stop
risk_frac=0.02, // Risk fraction for position sizing
entry_start="09:30", // UTC start time for entry window
entry_end="16:00" // UTC end time for entry window
STRATEGY "Helix Edge Phase-f035af-3f041c":
TRIGGER:
TIME_UTC_IN(entry_start, entry_end)
AND VOL_PACE(sym, 1d, vol_period) > 1.2
AND RETURN(CLOSE(sym, 1d), mom_period) > 0.05
ENTRY: MARKET
EXIT:
LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 20) - 2 * ATR(sym,1d, 14))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)