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
51
Total P&L
$-2732.01
Notional: $1018461.23Total Return
-0.27%
Weighted by notionalWin Rate
41.2%
21 W / 30 LCouldWin Rate
72.5%
37 could / 51 totalAvg P&L
$-53.57
Avg Return: -0.27%Best Win
$619.81
Largest Loss
$-539.10
Trade Details
51 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 4205078 | 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 |
| 4205067 | AMD | Buy | $210.13 | $205.00 | 95 | -2.44% ($-487.35) | False | $205.08 | 06/10/25 13:55 | 06/10/25 19:02 | 5.1h |
| 4205064 | 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 |
| 4205062 | 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 |
| 4205157 | 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 |
| 4205155 | 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 |
| 4205154 | 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 |
| 4205178 | 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 |
| 4205170 | 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 |
| 4205253 | LCID | Buy | $3.02 | $3.11 | 6629 | 3.1% ($619.81) | True | $2.95 | 17/07/25 14:52 | 17/07/25 20:00 | 5.1h |
| 4205250 | 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 |
| 4205246 | 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 |
| 4205241 | 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 |
| 4205234 | 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 |
| 4205230 | 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 |
| 4205227 | 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 |
| 4205222 | 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 |
| 4205221 | 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 |
| 4205219 | 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 |
| 4205216 | 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 |
| 4205213 | 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 |
| 4205210 | 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 |
| 4205206 | 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 |
| 4205204 | 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 |
| 4205202 | 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 |
| 4205201 | 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 |
| 4205197 | 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 |
| 4205195 | 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 |
| 4205194 | 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 |
| 4205191 | 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 |
| 4205189 | 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 |
| 4205187 | LCID | Buy | $3.03 | $3.04 | 6600 | 0.31% ($62.04) | True | $2.89 | 17/07/25 14:00 | 17/07/25 14:07 | 7m |
| 4205185 | 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 |
| 4205183 | 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 |
| 4205180 | 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 |
| 4205174 | LCID | Buy | $3.07 | $3.03 | 6514 | -1.47% ($-293.13) | True | $2.87 | 17/07/25 13:45 | 17/07/25 13:53 | 8m |
| 4205173 | LCID | Buy | $2.96 | $2.98 | 6756 | 0.68% ($135.12) | True | $2.73 | 17/07/25 13:43 | 17/07/25 13:44 | 1m |
| 4205169 | LCID | Buy | $2.96 | $3.01 | 6745 | 1.36% ($271.15) | True | $2.71 | 17/07/25 13:41 | 17/07/25 13:42 | 1m |
| 4205165 | LCID | Buy | $2.88 | $2.89 | 6944 | 0.17% ($34.72) | True | $2.60 | 17/07/25 13:39 | 17/07/25 13:40 | 1m |
| 4205163 | LCID | Buy | $2.90 | $2.87 | 6908 | -0.85% ($-169.94) | True | $2.61 | 17/07/25 13:37 | 17/07/25 13:38 | 1m |
| 4205161 | LCID | Buy | $3.02 | $2.94 | 6633 | -2.65% ($-530.64) | True | $2.76 | 17/07/25 13:34 | 17/07/25 13:36 | 2m |
| 4205159 | 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 |
| 4205156 | 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 |
| 4205289 | 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 |
| 4205284 | 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 |
| 4205271 | 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 |
| 4205285 | 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 |
| 4205281 | 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 |
| 4205352 | 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 |
| 4205411 | 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 |
| 4205409 | 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-3atr-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) - 3 * ATR(sym,1d, 14))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)