Backtest Results

Job Notes

No notes yet. Click "Edit Notes" to add.

Symbols 2

QS, SOUN

Performance Summary

Total Trades

26

Total P&L

$-76.50

Notional: $2061667.84

Total Return

0%

Weighted by notional

Win Rate

50%

13 W / 13 L

CouldWin Rate

84.6%

22 could / 26 total

Avg P&L

$-2.94

Avg Return: 0%

Best Win

$4456.47

Largest Loss

$-2587.29

Trade Details 26 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
4097010	SOUN	Buy	$18.89	$18.92	4199	0.19% ($152.84)	True	$18.64	23/09/25 14:57	23/09/25 14:58	1m
4096974	SOUN	Buy	$15.64	$15.63	5071	-0.03% ($-26.88)	True	$15.76	19/09/25 13:30	19/09/25 13:31	1m
4096995	QS	Buy	$10.17	$9.90	7797	-2.7% ($-2142.62)	True	$9.81	08/09/25 13:32	08/09/25 13:35	3m
4096973	SOUN	Buy	$12.47	$12.24	6361	-1.77% ($-1401.96)	True	$12.09	02/09/25 13:30	02/09/25 13:31	1m
4096976	SOUN	Buy	$15.86	$16.11	5000	1.58% ($1250.00)	True	$15.86	12/08/25 13:31	12/08/25 13:46	15m
4096996	SOUN	Buy	$14.88	$15.10	5329	1.44% ($1145.74)	True	$14.68	11/08/25 13:45	11/08/25 13:52	7m
4097012	SOUN	Buy	$13.76	$13.79	5761	0.2% ($157.85)	True	$13.53	08/08/25 15:12	08/08/25 15:13	1m
4097004	SOUN	Buy	$13.59	$13.36	5837	-1.69% ($-1342.51)	True	$13.17	08/08/25 13:51	08/08/25 13:58	7m
4096975	QS	Buy	$8.88	$8.59	8934	-3.26% ($-2587.29)	False	$8.27	05/08/25 13:31	05/08/25 13:32	1m
4096997	QS	Buy	$12.37	$12.21	6410	-1.29% ($-1026.24)	True	$11.75	22/07/25 13:45	22/07/25 13:49	4m
4097014	SOUN	Buy	$12.13	$12.07	6539	-0.47% ($-370.76)	False	$11.96	21/07/25 16:20	21/07/25 16:21	1m
4097006	QS	Buy	$12.00	$12.09	6611	0.75% ($594.99)	True	$11.80	21/07/25 14:14	21/07/25 14:15	1m
4097007	QS	Buy	$13.14	$13.12	6035	-0.15% ($-120.70)	True	$12.91	17/07/25 14:16	17/07/25 14:20	4m
4096977	QS	Buy	$12.75	$12.83	6219	0.65% ($516.18)	True	$12.67	17/07/25 13:40	17/07/25 13:50	10m
4096993	QS	Buy	$10.28	$10.30	7714	0.19% ($149.65)	True	$10.10	15/07/25 13:30	15/07/25 13:31	1m
4097043	SOUN	Buy	$12.70	$12.72	6244	0.16% ($124.88)	True	$12.60	08/07/25 19:59	08/07/25 20:00	1m
4097008	QS	Buy	$6.70	$6.83	11835	1.87% ($1479.38)	True	$6.81	26/06/25 14:31	26/06/25 14:47	16m
4097001	QS	Buy	$5.95	$6.01	13327	1.01% ($800.95)	True	$5.77	25/06/25 14:00	25/06/25 14:01	1m
4097000	QS	Buy	$6.20	$6.20	12790	-0.08% ($-63.95)	False	$5.99	25/06/25 13:53	25/06/25 13:56	3m
4097016	SOUN	Buy	$11.24	$11.25	7058	0.09% ($68.46)	True	$11.19	19/02/25 18:56	19/02/25 18:57	1m
4096994	SOUN	Buy	$10.52	$11.11	7538	5.62% ($4456.47)	True	$11.12	18/02/25 14:30	18/02/25 15:07	37m
4097005	SOUN	Buy	$11.70	$11.59	6780	-0.9% ($-711.22)	False	$11.47	14/02/25 15:08	14/02/25 15:16	8m
4096998	SOUN	Buy	$10.97	$10.92	7228	-0.45% ($-360.68)	True	$10.42	14/02/25 14:46	14/02/25 14:47	1m
4097002	SOUN	Buy	$16.70	$16.60	4748	-0.6% ($-474.80)	True	$16.11	24/01/25 14:51	24/01/25 14:52	1m
4097011	SOUN	Buy	$15.50	$15.51	5116	0.06% ($51.16)	True	$15.12	21/01/25 16:01	21/01/25 16:02	1m
4097003	SOUN	Buy	$15.76	$15.68	5031	-0.5% ($-395.44)	True	$15.13	08/01/25 14:52	08/01/25 14:53	1m

Strategy DSL [aa1c5] [aa1c5] [aa1c5] [aa1c5] [aa1c5] [aa1c5] [aa1c5] [aa1c5] [aa1c5] [aa1c5] [aa1c5] CreativeExit_Chandelier10_2.0_070221 | EXIT Opt: Chandelier18_2.8ATR_MomQual25 | EXIT Opt: VolSpikeRSIFade | EXIT Opt: RangeBBRSI | EXIT Opt: ema-rsi-confirm | EXIT Opt

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) < 22 AND LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m),14) - 1.7 * ATR(sym,1m,14))) OR (ADX(sym,1m,14) >= 22 AND LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m),28) - 3.2 * 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) < 22 AND LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m),14) - 1.7 * ATR(sym,1m,14))) OR (ADX(sym,1m,14) >= 22 AND LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m),28) - 3.2 * 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