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
18
Total P&L
$-1823.59
Notional: $358518.13Total Return
-0.51%
Weighted by notionalWin Rate
22.2%
4 W / 14 LCouldWin Rate
22.2%
4 could / 18 totalAvg P&L
$-101.31
Avg Return: -0.51%Best Win
$1193.81
Largest Loss
$-539.10
Trade Details
18 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 4206182 | 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 |
| 4206180 | 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 |
| 4206179 | 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 |
| 4206177 | 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 |
| 4206233 | 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 |
| 4206232 | 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 |
| 4206230 | 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 |
| 4206237 | 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 |
| 4206236 | 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 |
| 4206235 | LCID | Buy | $2.94 | $3.11 | 6814 | 5.97% ($1193.81) | True | $2.73 | 17/07/25 13:30 | 17/07/25 20:00 | 6.5h |
| 4206261 | 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 |
| 4206260 | 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 |
| 4206257 | 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 |
| 4206258 | 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 |
| 4206253 | 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 |
| 4206285 | 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 |
| 4206311 | 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 |
| 4206308 | 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: time-exit-eod
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:
TIME_UTC_IN(20, 21)
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)