Backtest Results

Job Notes

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

Symbols 3

LCID, PLTR, AMD

Performance Summary

Total Trades

24

Total P&L

$-2813.91

Notional: $478508.97

Total Return

-0.59%

Weighted by notional

Win Rate

25%

6 W / 18 L

CouldWin Rate

41.7%

10 could / 24 total

Avg P&L

$-117.25

Avg Return: -0.59%

Best Win

$1561.09

Largest Loss

$-539.10

Trade Details 24 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
4216781	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
4216779	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
4216776	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
4216774	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
4216845	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
4216842	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
4216841	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
4216848	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
4216844	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
4216861	LCID	Buy	$2.89	$3.11	6932	7.81% ($1561.09)	True	$2.79	17/07/25 14:32	17/07/25 20:00	5.5h
4216860	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
4216859	LCID	Buy	$2.90	$2.86	6896	-1.38% ($-275.84)	True	$2.80	17/07/25 14:26	17/07/25 14:29	3m
4216856	LCID	Buy	$2.96	$2.89	6745	-2.52% ($-503.85)	True	$2.71	17/07/25 13:41	17/07/25 14:25	44m
4216854	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
4216853	LCID	Buy	$2.93	$2.87	6826	-2.03% ($-405.46)	True	$2.69	17/07/25 13:33	17/07/25 13:38	5m
4216851	LCID	Buy	$2.94	$2.89	6814	-1.53% ($-306.63)	True	$2.73	17/07/25 13:30	17/07/25 13:32	2m
4216910	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
4216909	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
4216905	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
4216903	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
4216900	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
4216971	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
4217133	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
4217130	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] [bd718] [v251224-1440] Unstable Basket - Helix Edge Phase-f035af-3f041c | 100 STOCKS | EXIT Opt: rsi<40 | EXIT Opt: vol-adaptive

Job Like

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) - ATR(sym,1d, 14) * (1.5 + ATR(sym,1d, 5) / ATR(sym,1d, 20)))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)