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

20

Total P&L

$1438.27

Notional: $399888.93

Total Return

0.36%

Weighted by notional

Win Rate

30%

6 W / 14 L

CouldWin Rate

80%

16 could / 20 total

Avg P&L

$71.91

Avg Return: 0.36%

Best Win

$2573.03

Largest Loss

$-935.25

Trade Details 20 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
5620093	LAC	Buy	$6.00	$5.88	3333	-2% ($-400.96)	True	$5.78	24/09/25 14:53	24/09/25 15:12	19m
5620074	LAC	Buy	$6.01	$6.05	3326	0.55% ($109.43)	True	$5.86	24/09/25 14:42	24/09/25 14:52	10m
5620070	LAC	Buy	$5.79	$5.78	3451	-0.25% ($-50.73)	True	$5.56	24/09/25 14:08	24/09/25 14:19	11m
5620067	LAC	Buy	$5.46	$5.76	3663	5.46% ($1091.57)	True	$5.63	24/09/25 13:47	24/09/25 14:07	20m
5620058	LAC	Buy	$5.46	$5.45	3662	-0.28% ($-55.66)	True	$5.10	24/09/25 13:40	24/09/25 13:46	6m
5620096	QS	Buy	$6.89	$6.84	2904	-0.65% ($-130.68)	True	$6.70	26/06/25 14:48	26/06/25 14:51	3m
5620091	QS	Buy	$6.89	$6.83	2902	-0.94% ($-188.92)	True	$6.63	26/06/25 14:45	26/06/25 14:47	2m
5620097	QS	Buy	$6.20	$5.91	3225	-4.68% ($-935.25)	False	$5.94	25/06/25 13:53	25/06/25 14:00	7m
5620105	JOBY	Buy	$8.59	$8.58	2328	-0.12% ($-24.68)	True	$8.46	28/05/25 14:38	28/05/25 14:43	5m
5620104	JOBY	Buy	$8.63	$8.57	2318	-0.64% ($-127.49)	True	$8.40	28/05/25 14:22	28/05/25 14:24	2m
5620127	SPCE	Buy	$4.58	$4.60	4369	0.38% ($76.02)	True	$4.43	16/05/25 14:38	16/05/25 14:47	9m
5620125	SPCE	Buy	$4.66	$4.56	4292	-2.25% ($-449.37)	True	$4.24	16/05/25 14:35	16/05/25 14:36	1m
5620111	SPCE	Buy	$4.08	$4.61	4901	12.87% ($2573.03)	True	$4.53	16/05/25 13:58	16/05/25 14:34	36m
5620108	SPCE	Buy	$4.09	$4.08	4891	-0.26% ($-51.36)	True	$3.90	16/05/25 13:54	16/05/25 13:57	3m
5620124	QBTS	Buy	$8.97	$9.11	2229	1.51% ($301.58)	True	$9.07	08/05/25 14:41	08/05/25 15:00	19m
5620122	QBTS	Buy	$9.06	$8.98	2208	-0.83% ($-165.60)	True	$8.66	08/05/25 14:37	08/05/25 14:38	1m
5620139	GME	Buy	$29.39	$29.33	680	-0.19% ($-37.47)	False	$28.87	26/03/25 14:59	26/03/25 15:04	5m
5620138	GME	Buy	$29.36	$29.24	681	-0.41% ($-81.92)	False	$28.63	26/03/25 14:56	26/03/25 14:58	2m
5620136	GME	Buy	$29.17	$29.06	685	-0.38% ($-75.35)	False	$28.62	26/03/25 14:39	26/03/25 14:41	2m
5620133	GME	Buy	$29.01	$29.10	689	0.31% ($62.08)	True	$28.53	26/03/25 14:31	26/03/25 14:33	2m

Strategy DSL CreativeExit_crossover-logic-invert_225353

Job Like

CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",
fast_ema=11,          // Fast EMA period for short-term trend
slow_ema=30,          // Slow EMA period for longer-term trend
vol_period=21,        // Period for volume pace calculation
atr_period=15,        // Period for ATR calculation
atr_mult=3,         // Multiplier for ATR-based trailing stop
risk_frac=0.02,       // Risk fraction for position sizing
min_price=4,        // Minimum price filter
adr_threshold=0.02,   // Minimum ADR threshold (1%)
avg_vol_threshold=1000000,  // Minimum average volume
sector_ema_fast=10,   // Fast EMA for sector ETF trend
sector_ema_slow=26    // Slow EMA for sector ETF trend

STRATEGY "Unstable Basket - Stellar Revert Drift-00e7d1 + Mut-6cb7bd + Mut":
TRIGGER:
// Price and volume filters for large-cap, liquid stocks
LAST(CLOSE(sym, 1m)) > min_price
AND ATR(sym, 1d, 9) / LAST(CLOSE(sym, 1d)) > adr_threshold
AND SMA(VOL(sym, 1d), vol_period) > avg_vol_threshold
// Time window: first 174 minutes of session (assuming 10:23-11:00 NY time, adjust to UTC)
AND TIME_UTC_IN("13:37", "15:00")
// Volume pace exhaustion signal on 1m
AND VOL_PACE(sym, 1d, vol_period) > 3
// Short-term reversal signal: price below fast EMA but above slow EMA (mean reversion zone)
AND LAST(CLOSE(sym, 1m)) < EMA(CLOSE(sym, 1m), fast_ema)
AND LAST(CLOSE(sym, 1m)) > EMA(CLOSE(sym, 1m), slow_ema)
// Higher timeframe confirmation (5m trend alignment)
AND EMA(CLOSE(sym, 5m), fast_ema) > EMA(CLOSE(sym, 5m), slow_ema)
ENTRY: MARKET  // Market entry for immediacy on short-term reversal signal
EXIT:
CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 2))) OR (TIME_UTC_IN(19,21) AND LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m), 18) - 2.8 * ATR(sym,1m, 18)))
RISK: TRAIL_ATR(atr_period, atr_mult)  // Trailing stop based on ATR for dynamic risk control
SIZING: FIXED_FRACTION(risk_frac)  // Fixed fraction sizing for consistent risk exposure

CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",
fast_ema=11,          // Fast EMA period for short-term trend
slow_ema=30,          // Slow EMA period for longer-term trend
vol_period=21,        // Period for volume pace calculation
atr_period=15,        // Period for ATR calculation
atr_mult=3,         // Multiplier for ATR-based trailing stop
risk_frac=0.02,       // Risk fraction for position sizing
min_price=4,        // Minimum price filter
adr_threshold=0.02,   // Minimum ADR threshold (1%)
avg_vol_threshold=1000000,  // Minimum average volume
sector_ema_fast=10,   // Fast EMA for sector ETF trend
sector_ema_slow=26    // Slow EMA for sector ETF trend

STRATEGY "Unstable Basket - Stellar Revert Drift-00e7d1 + Mut-6cb7bd + Mut":
TRIGGER:
// Price and volume filters for large-cap, liquid stocks
LAST(CLOSE(sym, 1m)) > min_price
AND ATR(sym, 1d, 9) / LAST(CLOSE(sym, 1d)) > adr_threshold
AND SMA(VOL(sym, 1d), vol_period) > avg_vol_threshold
// Time window: first 174 minutes of session (assuming 10:23-11:00 NY time, adjust to UTC)
AND TIME_UTC_IN("13:37", "15:00")
// Volume pace exhaustion signal on 1m
AND VOL_PACE(sym, 1d, vol_period) > 3
// Short-term reversal signal: price below fast EMA but above slow EMA (mean reversion zone)
AND LAST(CLOSE(sym, 1m)) < EMA(CLOSE(sym, 1m), fast_ema)
AND LAST(CLOSE(sym, 1m)) > EMA(CLOSE(sym, 1m), slow_ema)
// Higher timeframe confirmation (5m trend alignment)
AND EMA(CLOSE(sym, 5m), fast_ema) > EMA(CLOSE(sym, 5m), slow_ema)
ENTRY: MARKET  // Market entry for immediacy on short-term reversal signal
EXIT:
CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 2))) OR (TIME_UTC_IN(19,21) AND LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m), 18) - 2.8 * ATR(sym,1m, 18)))
RISK: TRAIL_ATR(atr_period, atr_mult)  // Trailing stop based on ATR for dynamic risk control
SIZING: FIXED_FRACTION(risk_frac)  // Fixed fraction sizing for consistent risk exposure