Backtest Results

Job Notes

No notes yet. Click "Edit Notes" to add.

Symbols 3

NNDM, CRON, JOBY

Performance Summary

Total Trades

6

Total P&L

$6942.13

Notional: $475768.33

Total Return

1.46%

Weighted by notional

Win Rate

83.3%

5 W / 1 L

CouldWin Rate

83.3%

5 could / 6 total

Avg P&L

$1157.02

Avg Return: 1.46%

Best Win

$2852.17

Largest Loss

$-565.47

Trade Details 6 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
3137594	JOBY	Buy	$17.64	$17.52	4495	-0.71% ($-565.47)	False	$17.22	08/10/25 16:42	08/10/25 16:43	1m
3137504	CRON	Buy	$3.00	$3.11	26458	3.6% ($2852.17)	True	$3.07	29/09/25 14:21	29/09/25 15:12	51m
3137481	JOBY	Buy	$16.04	$16.31	4943	1.68% ($1334.61)	True	$16.13	22/07/25 13:30	22/07/25 13:34	4m
3137488	NNDM	Buy	$1.53	$1.56	52000	2.3% ($1820.00)	True	$1.55	17/07/25 13:53	17/07/25 14:44	51m
3137513	JOBY	Buy	$14.54	$14.72	5453	1.22% ($970.63)	True	$14.43	16/07/25 13:30	16/07/25 13:31	1m
3137718	JOBY	Buy	$10.47	$10.54	7574	0.67% ($530.18)	True	$10.43	30/06/25 19:58	30/06/25 20:00	2m

Child Jobs (1)

Test ID	Name	Status	Trades	Win %	CouldWin %	Total Return %	Total P&L	Created	Notes
44dd91f1	[v251210-0912] [aa1c5] CreativeExit_RegimeChandelier_100950 \| EXIT Opt: ZScoreVolDrop BIG	Done	1165	39.4%	57.5%	-0.08%	$-69589.28	10/12/25 09:12	-

Strategy DSL [aa1c5] CreativeExit_RegimeChandelier_100950 | EXIT Opt: ZScoreVolDrop

Job Like

CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",  // Symbol placeholder for runtime injection
fast_ema=5,      // Fast EMA period for breakout confirmation
slow_ema=6,     // Slow EMA period for trend filter
vol_min=1_000_000, // Minimum volume filter to avoid low-float stocks
atr_period=14,   // ATR period for volatility and risk calculation
atr_mult=2.5,    // ATR multiplier for trailing stop
bb_period=14,    // Bollinger Bands period for volatility contraction
bb_dev=3,      // Bollinger Bands standard deviation multiplier
risk_frac=0.0793   // Risk fraction for position sizing

STRATEGY "Nexus Revert Pulse-381595 + Mut-46cb0d + Mut-996010 + Mut":
TRIGGER:
// Time gate to skip first 5 minutes of trading day (assuming 9:30 AM ET start, convert to UTC)
TIME_UTC_IN("21:40", "20:00") 
AND
// Volume filter to avoid low-float microcaps
LAST(VOL(sym, 1m)) >= vol_min
AND
// Volatility contraction: price within tight Bollinger Bands
LAST(CLOSE(sym, 1m)) > LOWER(BBANDS(CLOSE(sym, 1m), bb_period, bb_dev))
AND
LAST(CLOSE(sym, 1m)) < UPPER(BBANDS(CLOSE(sym, 1m), bb_period, bb_dev))
AND
// Breakout signal: price crosses above fast EMA
CROSSUNDER(CLOSE(sym, 1m), EMA(CLOSE(sym, 1m), fast_ema))
AND
// Higher timeframe trend filter (5m) for confirmation
EMA(CLOSE(sym, 5m), fast_ema) > EMA(CLOSE(sym, 5m), slow_ema)
ENTRY: MARKET  // Market order for immediate execution on breakout
EXIT:
ZSCORE(CLOSE(sym,1m), 20) < -2.0 OR (VOL_PERCENTILE(sym,1m,14,50) > 75 AND RETURN(CLOSE(sym,1m), 3) < 0)
RISK: TRAIL_ATR(atr_period, atr_mult)  // Trailing ATR stop for dynamic risk management
SIZING: FIXED_FRACTION(risk_frac)  // Fixed fraction sizing based on risk tolerance

CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",  // Symbol placeholder for runtime injection
fast_ema=5,      // Fast EMA period for breakout confirmation
slow_ema=6,     // Slow EMA period for trend filter
vol_min=1_000_000, // Minimum volume filter to avoid low-float stocks
atr_period=14,   // ATR period for volatility and risk calculation
atr_mult=2.5,    // ATR multiplier for trailing stop
bb_period=14,    // Bollinger Bands period for volatility contraction
bb_dev=3,      // Bollinger Bands standard deviation multiplier
risk_frac=0.0793   // Risk fraction for position sizing

STRATEGY "Nexus Revert Pulse-381595 + Mut-46cb0d + Mut-996010 + Mut":
TRIGGER:
// Time gate to skip first 5 minutes of trading day (assuming 9:30 AM ET start, convert to UTC)
TIME_UTC_IN("21:40", "20:00") 
AND
// Volume filter to avoid low-float microcaps
LAST(VOL(sym, 1m)) >= vol_min
AND
// Volatility contraction: price within tight Bollinger Bands
LAST(CLOSE(sym, 1m)) > LOWER(BBANDS(CLOSE(sym, 1m), bb_period, bb_dev))
AND
LAST(CLOSE(sym, 1m)) < UPPER(BBANDS(CLOSE(sym, 1m), bb_period, bb_dev))
AND
// Breakout signal: price crosses above fast EMA
CROSSUNDER(CLOSE(sym, 1m), EMA(CLOSE(sym, 1m), fast_ema))
AND
// Higher timeframe trend filter (5m) for confirmation
EMA(CLOSE(sym, 5m), fast_ema) > EMA(CLOSE(sym, 5m), slow_ema)
ENTRY: MARKET  // Market order for immediate execution on breakout
EXIT:
ZSCORE(CLOSE(sym,1m), 20) < -2.0 OR (VOL_PERCENTILE(sym,1m,14,50) > 75 AND RETURN(CLOSE(sym,1m), 3) < 0)
RISK: TRAIL_ATR(atr_period, atr_mult)  // Trailing ATR stop for dynamic risk management
SIZING: FIXED_FRACTION(risk_frac)  // Fixed fraction sizing based on risk tolerance