Backtest Results

Job Notes

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Symbols 8

CYN, AGMH, QBTS, STSS, QUBT, WULF, JOBY, QS

Performance Summary

Total Trades

15

Total P&L

$12138.93

Notional: $299922.83

Total Return

4.05%

Weighted by notional

Win Rate

60%

9 W / 6 L

CouldWin Rate

93.3%

14 could / 15 total

Avg P&L

$809.26

Avg Return: 4.05%

Best Win

$11545.62

Largest Loss

$-3102.97

Trade Details 15 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
6049217	AGMH	Buy	$10.76	$11.97	1858	11.25% ($2248.18)	True	$10.49	19/09/25 14:27	19/09/25 14:47	20m
6049216	AGMH	Buy	$7.22	$7.42	2770	2.77% ($554.00)	True	$6.58	19/09/25 13:41	19/09/25 13:59	18m
6049218	STSS	Buy	$15.91	$15.42	1257	-3.08% ($-615.93)	True	$14.27	27/08/25 14:49	27/08/25 15:14	25m
6049230	WULF	Buy	$7.81	$7.72	2560	-1.15% ($-230.40)	True	$7.75	14/08/25 14:35	14/08/25 14:52	17m
6049235	CYN	Buy	$22.49	$19.00	889	-15.52% ($-3102.97)	True	$19.13	27/06/25 13:42	27/06/25 14:07	25m
6049237	CYN	Buy	$19.78	$31.20	1011	57.74% ($11545.62)	True	$31.76	26/06/25 14:36	26/06/25 15:42	1.1h
6049240	QS	Buy	$6.89	$6.68	2902	-3.05% ($-609.71)	True	$6.70	26/06/25 14:45	26/06/25 15:01	16m
6049236	CYN	Buy	$16.80	$19.08	1190	13.55% ($2709.39)	True	$16.17	26/06/25 13:58	26/06/25 14:19	21m
6049241	QS	Buy	$6.20	$5.91	3225	-4.68% ($-935.25)	False	$5.94	25/06/25 13:53	25/06/25 14:00	7m
6049229	STSS	Buy	$6.13	$6.20	3262	1.14% ($228.34)	True	$5.59	04/06/25 14:11	04/06/25 14:28	17m
6049247	JOBY	Buy	$8.59	$8.63	2328	0.47% ($93.35)	True	$8.65	28/05/25 14:38	28/05/25 14:49	11m
6049246	JOBY	Buy	$8.63	$8.65	2318	0.28% ($55.63)	True	$8.50	28/05/25 14:22	28/05/25 14:36	14m
6049249	QUBT	Buy	$12.05	$11.70	1659	-2.9% ($-580.65)	True	$11.77	16/05/25 14:26	16/05/25 14:42	16m
6049253	QBTS	Buy	$9.16	$9.32	2184	1.85% ($370.84)	True	$9.07	08/05/25 14:55	08/05/25 15:09	14m
6049252	QBTS	Buy	$9.06	$9.24	2208	2.04% ($408.48)	True	$8.98	08/05/25 14:37	08/05/25 14:48	11m

Strategy DSL [6d065] [6d065] [v260108-2009] CreativeExit_crossover-ind-mix_195453 | * | EXIT Opt: zscore<0 | EXIT Opt: exhaustion_divergence

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:
(RSI(CLOSE(sym,1m),7)>70) AND (MOMENTUM_QUALITY(CLOSE(sym,1m),5)<MOMENTUM_QUALITY(CLOSE(sym,1m),10)) AND (RETURN(CLOSE(sym,1m),3)<0.005)
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:
(RSI(CLOSE(sym,1m),7)>70) AND (MOMENTUM_QUALITY(CLOSE(sym,1m),5)<MOMENTUM_QUALITY(CLOSE(sym,1m),10)) AND (RETURN(CLOSE(sym,1m),3)<0.005)
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