Backtest Results

Job Notes

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Symbols 8

QBTS, STSS, CYN, QUBT, AGMH, JOBY, WULF, QS

Performance Summary

Total Trades

22

Total P&L

$9731.06

Notional: $439893.98

Total Return

2.21%

Weighted by notional

Win Rate

40.9%

9 W / 13 L

CouldWin Rate

95.5%

21 could / 22 total

Avg P&L

$442.32

Avg Return: 2.21%

Best Win

$12617.28

Largest Loss

$-1911.30

Trade Details 22 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
6053238	AGMH	Buy	$10.59	$10.47	1888	-1.1% ($-220.71)	True	$8.81	19/09/25 14:38	19/09/25 14:39	1m
6053237	AGMH	Buy	$10.64	$10.73	1879	0.85% ($169.11)	True	$8.93	19/09/25 14:36	19/09/25 14:37	1m
6053236	AGMH	Buy	$10.61	$10.76	1885	1.41% ($282.75)	True	$8.68	19/09/25 14:34	19/09/25 14:35	1m
6053234	AGMH	Buy	$10.76	$10.70	1858	-0.56% ($-111.48)	True	$8.44	19/09/25 14:27	19/09/25 14:33	6m
6053232	AGMH	Buy	$7.22	$6.53	2770	-9.56% ($-1911.30)	True	$5.76	19/09/25 13:41	19/09/25 13:44	3m
6053240	STSS	Buy	$15.91	$16.28	1257	2.3% ($459.43)	True	$14.25	27/08/25 14:49	27/08/25 15:01	12m
6053250	WULF	Buy	$7.81	$7.72	2560	-1.15% ($-230.40)	True	$7.75	14/08/25 14:35	14/08/25 14:52	17m
6053243	CYN	Buy	$22.49	$21.36	889	-5.03% ($-1004.93)	True	$17.49	27/06/25 13:42	27/06/25 13:48	6m
6053248	CYN	Buy	$19.78	$32.26	1011	63.09% ($12617.28)	True	$31.76	26/06/25 14:36	26/06/25 15:37	1h
6053273	QS	Buy	$6.89	$6.81	2902	-1.16% ($-232.74)	True	$6.70	26/06/25 14:45	26/06/25 14:52	7m
6053247	CYN	Buy	$17.58	$16.97	1137	-3.47% ($-693.68)	True	$13.60	26/06/25 14:10	26/06/25 14:11	1m
6053246	CYN	Buy	$17.27	$17.60	1158	1.91% ($382.14)	True	$13.91	26/06/25 14:07	26/06/25 14:08	1m
6053245	CYN	Buy	$16.80	$17.41	1190	3.63% ($725.19)	True	$14.45	26/06/25 13:58	26/06/25 14:06	8m
6053277	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
6053244	STSS	Buy	$6.13	$6.09	3262	-0.65% ($-130.81)	True	$5.40	04/06/25 14:11	04/06/25 14:19	8m
6053285	JOBY	Buy	$8.59	$8.63	2328	0.47% ($93.35)	True	$8.65	28/05/25 14:38	28/05/25 14:49	11m
6053284	JOBY	Buy	$8.63	$8.53	2318	-1.16% ($-231.80)	True	$8.41	28/05/25 14:22	28/05/25 14:29	7m
6053276	QUBT	Buy	$12.28	$12.50	1629	1.83% ($366.04)	True	$12.20	16/05/25 14:57	16/05/25 15:12	15m
6053275	QUBT	Buy	$11.98	$11.91	1670	-0.54% ($-108.55)	True	$11.51	16/05/25 14:39	16/05/25 14:40	1m
6053274	QUBT	Buy	$12.05	$12.01	1659	-0.32% ($-64.54)	True	$11.77	16/05/25 14:26	16/05/25 14:38	12m
6053294	QBTS	Buy	$9.00	$9.32	2222	3.61% ($721.71)	True	$9.07	08/05/25 14:43	08/05/25 15:09	26m
6053293	QBTS	Buy	$9.06	$8.96	2208	-1.05% ($-209.76)	True	$8.66	08/05/25 14:37	08/05/25 14:42	5m

Strategy DSL [6d065] [6d065] [6d065] [v260108-2009] CreativeExit_crossover-ind-mix_195453 | * | EXIT Opt: zscore<0 | EXIT Opt: momentum_quality_decay | EXIT Opt: structure_decay_exit

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:
(BARS_SINCE_HIGH(HIGH(sym,1m),20) > 10) AND (PROFIT_DD_RATIO(CLOSE(sym,1m),20) < 0.5)
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:
(BARS_SINCE_HIGH(HIGH(sym,1m),20) > 10) AND (PROFIT_DD_RATIO(CLOSE(sym,1m),20) < 0.5)
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