Backtest Results

Job Notes

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Symbols 3

NNDM, CRON, JOBY

Performance Summary

Total Trades

6

Total P&L

$3648.41

Notional: $475768.33

Total Return

0.77%

Weighted by notional

Win Rate

83.3%

5 W / 1 L

CouldWin Rate

83.3%

5 could / 6 total

Avg P&L

$608.07

Avg Return: 0.77%

Best Win

$1132.40

Largest Loss

$-368.59

Trade Details 6 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
3933236	JOBY	Buy	$17.64	$17.56	4495	-0.46% ($-368.59)	False	$17.28	08/10/25 16:42	08/10/25 16:48	6m
3933031	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
3932972	JOBY	Buy	$16.04	$16.27	4943	1.4% ($1112.18)	True	$16.16	22/07/25 13:30	22/07/25 13:39	9m
3932999	NNDM	Buy	$1.53	$1.54	52000	1.02% ($806.00)	True	$1.53	17/07/25 13:53	17/07/25 14:08	15m
3932970	JOBY	Buy	$14.54	$14.62	5453	0.55% ($436.24)	True	$14.68	16/07/25 13:30	16/07/25 13:32	2m
3933384	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

Strategy DSL [aa1c5] CreativeExit_Adaptive_Chandelier_Vol_070221 | EXIT Opt: EMA13_Cross_MomQual8

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:
CROSSUNDER(CLOSE(sym,1m), EMA(CLOSE(sym,1m), 13)) AND (MOMENTUM_QUALITY(CLOSE(sym,1m), 8) < 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:
CROSSUNDER(CLOSE(sym,1m), EMA(CLOSE(sym,1m), 13)) AND (MOMENTUM_QUALITY(CLOSE(sym,1m), 8) < 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