Backtest Results

Job Notes

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Symbols 3

NNDM, CRON, GME

Performance Summary

Total Trades

5

Total P&L

$4115.52

Notional: $396460.29

Total Return

1.04%

Weighted by notional

Win Rate

60%

3 W / 2 L

CouldWin Rate

80%

4 could / 5 total

Avg P&L

$823.10

Avg Return: 1.04%

Best Win

$2587.59

Largest Loss

$-1263.71

Trade Details 5 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
3445914	CRON	Buy	$3.00	$3.10	26458	3.26% ($2587.59)	True	$3.12	29/09/25 14:21	29/09/25 15:24	1.1h
3445899	NNDM	Buy	$1.53	$1.56	52000	2.3% ($1820.00)	True	$1.56	17/07/25 13:53	17/07/25 14:57	1.1h
3446091	GME	Buy	$21.84	$22.16	3630	1.47% ($1161.60)	True	$21.89	12/06/25 19:52	12/06/25 20:00	8m
3445887	GME	Buy	$22.96	$22.90	3454	-0.24% ($-189.97)	False	$22.95	12/06/25 14:29	12/06/25 14:31	2m
3445803	GME	Buy	$28.15	$27.70	2817	-1.59% ($-1263.71)	True	$28.01	26/03/25 13:30	26/03/25 13:34	4m

Strategy DSL [aa1c5] CreativeExit_VolMomSupportBreak_172513 | EXIT Opt: RegChandMomQual_20_14_9

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:
(REGIME(sym,1m,14,20)==1) AND (LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m),20) - 2.8 * ATR(sym,1m,14))) AND (MOMENTUM_QUALITY(CLOSE(sym,1m),9) < 12)
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:
(REGIME(sym,1m,14,20)==1) AND (LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m),20) - 2.8 * ATR(sym,1m,14))) AND (MOMENTUM_QUALITY(CLOSE(sym,1m),9) < 12)
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