Backtest Results

Job Notes

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Symbols 3

CRON, NNDM, JOBY

Performance Summary

Total Trades

6

Total P&L

$2741.27

Notional: $475768.33

Total Return

0.58%

Weighted by notional

Win Rate

83.3%

5 W / 1 L

CouldWin Rate

83.3%

5 could / 6 total

Avg P&L

$456.88

Avg Return: 0.58%

Best Win

$1820.00

Largest Loss

$-565.47

Trade Details 6 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
4005275	JOBY	Buy	$17.64	$17.52	4495	-0.71% ($-565.47)	False	$17.22	08/10/25 16:42	08/10/25 16:43	1m
4005140	CRON	Buy	$3.00	$3.00	26458	0.05% ($42.33)	True	$2.96	29/09/25 14:21	29/09/25 14:22	1m
4005103	JOBY	Buy	$16.04	$16.14	4943	0.6% ($477.99)	True	$16.16	22/07/25 13:30	22/07/25 13:41	11m
4005122	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
4005102	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
4005470	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_crossover-logic-invert_184252 | EXIT Opt: Adaptive Chandelier Trend

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),14) - 2.5 * 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:
(ADX(sym,1m,14)>25) AND (LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m),14) - 2.5 * 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