Backtest Results

Job Notes

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Symbols 46

AMC, GME, PLTR, COIN, HOOD, RIOT, RGTI, IONQ, ACHR, SOFI, MARA, LAC, CRON, OKLO, ASTS, QBTS, SMCI, HIMS, OKTA, SPCE, PLUG, QS, NIO, LCID, JOBY, RKLB, MVIS, GSAT, NNDM, BB, AMCX, SOUN, BODI, LPSN, PCH, GDEV, OI, SDRL, HP, KLIC, TX, MSGE, AHT, NVDA, AMD, COKE

Performance Summary

Total Trades

15

Total P&L

$-5373.51

Notional: $1189443.60

Total Return

-0.45%

Weighted by notional

Win Rate

46.7%

7 W / 8 L

CouldWin Rate

0%

0 could / 15 total

Avg P&L

$-358.23

Avg Return: -0.45%

Best Win

$6344.85

Largest Loss

$-5331.68

Trade Details 15 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
3727809	LAC	Buy	$9.33	$9.51	8498	1.93% ($1531.34)	False	$9.43	14/10/25 15:27	14/10/25 15:37	10m
3727774	LAC	Buy	$9.17	$9.08	8647	-0.98% ($-778.23)	False	$8.84	06/10/25 13:31	06/10/25 13:32	1m
3727786	LAC	Buy	$9.22	$8.87	8599	-3.86% ($-3061.24)	False	$8.88	03/10/25 14:51	03/10/25 15:00	9m
3727776	LAC	Buy	$8.76	$8.66	9047	-1.17% ($-926.41)	False	$8.66	03/10/25 14:14	03/10/25 14:34	20m
3727769	LAC	Buy	$7.67	$8.29	10337	8% ($6344.85)	False	$8.09	03/10/25 13:40	03/10/25 14:05	25m
3727784	LAC	Buy	$6.82	$6.89	11627	1.07% ($845.28)	False	$6.85	01/10/25 14:17	01/10/25 14:34	17m
3727787	CRON	Buy	$3.00	$3.04	26458	1.43% ($1132.40)	False	$3.02	29/09/25 14:21	29/09/25 14:42	21m
3727795	LAC	Buy	$7.43	$7.19	10670	-3.25% ($-2577.87)	False	$7.20	25/09/25 15:22	25/09/25 15:27	5m
3727781	LAC	Buy	$6.95	$6.88	11406	-1.11% ($-878.26)	False	$6.68	25/09/25 14:26	25/09/25 14:29	3m
3727768	LAC	Buy	$6.99	$6.52	11344	-6.72% ($-5331.68)	False	$6.58	25/09/25 13:38	25/09/25 13:43	5m
3727845	LAC	Buy	$6.14	$5.93	12915	-3.4% ($-2696.65)	False	$5.94	24/09/25 15:52	24/09/25 15:56	4m
3727789	LAC	Buy	$6.01	$6.05	13190	0.55% ($433.95)	False	$5.90	24/09/25 14:42	24/09/25 14:52	10m
3727775	LAC	Buy	$5.68	$5.77	13949	1.41% ($1117.31)	False	$5.71	24/09/25 13:38	24/09/25 14:11	33m
3727773	MVIS	Buy	$1.49	$1.46	53400	-1.65% ($-1308.30)	False	$1.25	28/07/25 13:30	28/07/25 13:34	4m
3727770	NNDM	Buy	$1.53	$1.54	52000	0.98% ($780.00)	False	$1.53	17/07/25 13:53	17/07/25 14:06	13m

Strategy DSL CreativeExit_Adaptive Chandelier with EMA Cross and Momentum_213544

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),20)-3.0*ATR(sym,1m,14))) OR (ADX(sym,1m,14)<=25 AND CROSSUNDER(CLOSE(sym,1m),EMA(CLOSE(sym,1m),12)) AND MOMENTUM_QUALITY(CLOSE(sym,1m),8)<15)
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),20)-3.0*ATR(sym,1m,14))) OR (ADX(sym,1m,14)<=25 AND CROSSUNDER(CLOSE(sym,1m),EMA(CLOSE(sym,1m),12)) AND MOMENTUM_QUALITY(CLOSE(sym,1m),8)<15)
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