Backtest Results

Job Notes

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Symbols 3

NNDM, CRON, GME

Performance Summary

Total Trades

6

Total P&L

$2499.69

Notional: $475757.27

Total Return

0.53%

Weighted by notional

Win Rate

66.7%

4 W / 2 L

CouldWin Rate

66.7%

4 could / 6 total

Avg P&L

$416.62

Avg Return: 0.53%

Best Win

$1132.40

Largest Loss

$-120.89

Trade Details 6 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
3445098	CRON	Buy	$3.00	$3.04	26458	1.43% ($1132.40)	True	$3.02	29/09/25 14:21	29/09/25 14:42	21m
3445047	NNDM	Buy	$1.53	$1.54	52000	0.98% ($780.00)	True	$1.53	17/07/25 13:53	17/07/25 14:06	13m
3445327	GME	Buy	$21.76	$21.89	3645	0.6% ($473.85)	True	$21.73	12/06/25 19:56	12/06/25 19:58	2m
3445326	GME	Buy	$21.84	$21.82	3630	-0.11% ($-90.75)	False	$21.60	12/06/25 19:52	12/06/25 19:53	1m
3445111	GME	Buy	$22.96	$22.92	3454	-0.15% ($-120.89)	False	$22.75	12/06/25 14:29	12/06/25 14:30	1m
3445010	GME	Buy	$28.15	$28.26	2817	0.41% ($325.08)	True	$28.01	26/03/25 13:30	26/03/25 13:33	3m

Strategy DSL [aa1c5] CreativeExit_VolSpikeMomFade_160341 | EXIT Opt: AdaptiveChandelierADX

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:
(ADX(sym,1m,14) > 25) AND (LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m),22) - 3.0 * ATR(sym,1m,14))) OR (ADX(sym,1m,14) < 20) AND (LAST(CLOSE(sym,1m)) < EMA(CLOSE(sym,1m),10))
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:
(ADX(sym,1m,14) > 25) AND (LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m),22) - 3.0 * ATR(sym,1m,14))) OR (ADX(sym,1m,14) < 20) AND (LAST(CLOSE(sym,1m)) < EMA(CLOSE(sym,1m),10))
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