Backtest Results

Job Notes

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

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

14

Total P&L

$1288.19

Notional: $279932.03

Total Return

0.46%

Weighted by notional

Win Rate

42.9%

6 W / 8 L

CouldWin Rate

78.6%

11 could / 14 total

Avg P&L

$92.01

Avg Return: 0.46%

Best Win

$2280.18

Largest Loss

$-935.25

Trade Details 14 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
5657506	LAC	Buy	$5.76	$5.88	3472	2% ($399.28)	True	$5.91	24/09/25 14:16	24/09/25 14:58	42m
5657505	LAC	Buy	$5.79	$5.77	3451	-0.51% ($-102.49)	True	$5.48	24/09/25 14:08	24/09/25 14:11	3m
5657504	LAC	Buy	$5.51	$5.76	3629	4.5% ($899.99)	True	$5.63	24/09/25 13:42	24/09/25 14:07	25m
5657503	LAC	Buy	$5.46	$5.40	3662	-1.1% ($-220.45)	True	$4.91	24/09/25 13:40	24/09/25 13:41	1m
5657538	QS	Buy	$6.89	$6.68	2904	-2.98% ($-595.32)	True	$6.70	26/06/25 14:48	26/06/25 15:01	13m
5657537	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
5657553	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
5657544	JOBY	Buy	$8.63	$8.63	2318	0.06% ($11.59)	True	$8.65	28/05/25 14:22	28/05/25 14:49	27m
5657512	SPCE	Buy	$4.58	$4.58	4369	0.05% ($10.05)	True	$4.53	16/05/25 14:38	16/05/25 15:08	30m
5657511	SPCE	Buy	$4.09	$4.56	4891	11.4% ($2280.18)	True	$4.53	16/05/25 13:54	16/05/25 14:36	42m
5657532	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
5657531	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
5657586	GME	Buy	$29.36	$29.07	681	-0.99% ($-198.58)	False	$28.87	26/03/25 14:56	26/03/25 15:05	9m
5657585	GME	Buy	$29.01	$28.71	689	-1.04% ($-207.87)	False	$28.82	26/03/25 14:31	26/03/25 14:45	14m

Strategy DSL CreativeExit_crossover-logic-invert_074200

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:
LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m),23) - 2.6 * ATR(sym,1m,14)) AND CROSSUNDER(CLOSE(sym,1m), MID(DONCHIAN(HIGH(sym,1m), LOW(sym,1m), 20)))
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:
LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m),23) - 2.6 * ATR(sym,1m,14)) AND CROSSUNDER(CLOSE(sym,1m), MID(DONCHIAN(HIGH(sym,1m), LOW(sym,1m), 20)))
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