Backtest Results

Job Notes

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Symbols 3

AMD, GME, IONQ

Performance Summary

Total Trades

17

Total P&L

$-5903.34

Notional: $1347231.74

Total Return

-0.44%

Weighted by notional

Win Rate

17.6%

3 W / 14 L

CouldWin Rate

47.1%

8 could / 17 total

Avg P&L

$-347.26

Avg Return: -0.44%

Best Win

$480.24

Largest Loss

$-1806.97

Trade Details 17 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
3948484	AMD	Buy	$216.82	$215.42	365	-0.65% ($-511.00)	False	$213.19	07/10/25 13:36	07/10/25 13:47	11m
3948485	AMD	Buy	$210.83	$210.12	376	-0.34% ($-266.96)	False	$209.23	06/10/25 14:55	06/10/25 15:01	6m
3948491	IONQ	Buy	$70.59	$70.38	1123	-0.3% ($-241.00)	False	$70.05	25/09/25 13:30	25/09/25 13:34	4m
3948486	AMD	Buy	$157.54	$156.73	503	-0.51% ($-407.43)	True	$156.85	02/09/25 13:30	02/09/25 13:31	1m
3948523	AMD	Buy	$143.41	$143.43	552	0.01% ($11.04)	True	$142.92	25/06/25 19:59	25/06/25 20:00	1m
3949106	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
3949098	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
3948586	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
3948532	AMD	Buy	$118.81	$119.53	667	0.61% ($480.24)	True	$118.17	14/05/25 13:30	14/05/25 13:31	1m
3948534	AMD	Buy	$109.61	$109.25	723	-0.33% ($-260.28)	False	$108.38	12/05/25 13:30	12/05/25 13:31	1m
3948535	AMD	Buy	$100.26	$100.13	790	-0.13% ($-102.70)	True	$100.65	07/05/25 13:30	07/05/25 13:31	1m
3948541	AMD	Buy	$91.80	$91.41	863	-0.43% ($-337.52)	False	$91.58	23/04/25 13:30	23/04/25 13:36	6m
3948542	AMD	Buy	$86.40	$86.25	917	-0.17% ($-137.55)	False	$86.07	22/04/25 15:15	22/04/25 15:23	8m
3948503	IONQ	Buy	$23.86	$23.49	3323	-1.55% ($-1229.51)	True	$23.15	01/04/25 13:31	01/04/25 13:33	2m
3948499	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
3948561	AMD	Buy	$116.24	$116.10	682	-0.12% ($-92.21)	False	$115.75	13/01/25 17:38	13/01/25 17:42	4m
3948505	IONQ	Buy	$30.99	$30.28	2558	-2.28% ($-1806.97)	True	$29.27	10/01/25 14:30	10/01/25 14:31	1m

Strategy DSL [aa1c5] CreativeExit_AdaptiveChandelier_094849 | EXIT Opt: Chandelier20_ATR3.0

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:
LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m), 20) - 3.0 * ATR(sym,1m,14))
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:
LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m), 20) - 3.0 * ATR(sym,1m,14))
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