Backtest Results

Job Notes

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Symbols 8

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

Performance Summary

Total Trades

19

Total P&L

$13770.67

Notional: $379876.62

Total Return

3.63%

Weighted by notional

Win Rate

52.6%

10 W / 9 L

CouldWin Rate

94.7%

18 could / 19 total

Avg P&L

$724.77

Avg Return: 3.63%

Best Win

$9553.98

Largest Loss

$-3102.97

Trade Details 19 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
6053302	AGMH	Buy	$10.82	$15.99	1848	47.78% ($9553.98)	True	$15.07	19/09/25 14:29	19/09/25 15:06	37m
6053301	AGMH	Buy	$10.76	$11.08	1858	2.97% ($594.56)	True	$8.19	19/09/25 14:27	19/09/25 14:28	1m
6053298	AGMH	Buy	$7.22	$7.03	2770	-2.63% ($-526.30)	True	$5.76	19/09/25 13:41	19/09/25 13:42	1m
6053315	STSS	Buy	$16.23	$15.69	1232	-3.33% ($-665.28)	True	$15.73	27/08/25 14:56	27/08/25 15:40	44m
6053314	STSS	Buy	$15.92	$16.06	1256	0.89% ($177.72)	True	$14.11	27/08/25 14:51	27/08/25 14:55	4m
6053313	STSS	Buy	$15.91	$16.14	1257	1.45% ($289.11)	True	$13.27	27/08/25 14:49	27/08/25 14:50	1m
6053334	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
6053333	CYN	Buy	$22.49	$19.00	889	-15.52% ($-3102.97)	True	$19.13	27/06/25 13:42	27/06/25 14:07	25m
6053338	CYN	Buy	$20.41	$28.23	979	38.31% ($7655.68)	True	$25.55	26/06/25 14:41	26/06/25 15:06	25m
6053352	QS	Buy	$6.89	$6.68	2902	-3.05% ($-609.71)	True	$6.70	26/06/25 14:45	26/06/25 15:01	16m
6053337	CYN	Buy	$17.60	$19.78	1136	12.39% ($2476.48)	True	$20.26	26/06/25 14:08	26/06/25 14:36	28m
6053336	CYN	Buy	$17.41	$17.27	1148	-0.8% ($-160.03)	True	$13.13	26/06/25 14:06	26/06/25 14:07	1m
6053335	CYN	Buy	$16.80	$17.81	1190	6.01% ($1201.90)	True	$14.45	26/06/25 13:58	26/06/25 14:05	7m
6053353	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
6053328	STSS	Buy	$6.24	$5.61	3206	-10.06% ($-2012.09)	True	$5.73	04/06/25 14:13	04/06/25 14:41	28m
6053327	STSS	Buy	$6.13	$6.29	3262	2.61% ($521.92)	True	$5.40	04/06/25 14:11	04/06/25 14:12	1m
6053374	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
6053382	QUBT	Buy	$12.05	$11.70	1659	-2.9% ($-580.65)	True	$11.77	16/05/25 14:26	16/05/25 14:42	16m
6053386	QBTS	Buy	$9.06	$9.11	2208	0.55% ($110.40)	True	$9.07	08/05/25 14:37	08/05/25 15:00	23m

Strategy DSL [6d065] [6d065] [6d065] [v260108-2009] CreativeExit_crossover-ind-mix_195453 | * | EXIT Opt: zscore<0 | EXIT Opt: momentum_quality_decay | EXIT Opt: vol_exhaust_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:
(MOMENTUM_QUALITY(CLOSE(sym,1m),7) < 20) AND (VOL_PERCENTILE(sym,1m,14,50) > 80) AND (RETURN(CLOSE(sym,1m),3) < 0)
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:
(MOMENTUM_QUALITY(CLOSE(sym,1m),7) < 20) AND (VOL_PERCENTILE(sym,1m,14,50) > 80) AND (RETURN(CLOSE(sym,1m),3) < 0)
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