Backtest Results

Job Notes

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Symbols 100

NVDA, HCTI, TSLL, OPEN, SOXL, SOXS, INTC, TSLA, LCID, GNLN, SQQQ, PLUG, F, BBAI, TSLZ, PLTR, NCNA, DNN, TQQQ, RGTI, SPY, QBTS, SOFI, SPXS, AAL, IXHL, NIO, AAPL, MSTU, NU, SNAP, SMCI, WBD, AMD, TLRY, BURU, PFE, SOUN, MARA, QQQ, IBIT, WULF, AMZN, BBD, BTG, XLF, HOOD, FXI, BAC, HYG, BMNR, NVDQ, GRAB, BITF, TLT, WOLF, BTE, GIBO, RIG, APLD, T, RIVN, GOOGL, VALE, PSLV, ACHR, STSS, RIOT, ABEV, IWM, BHAT, HIMS, SUNE, MSTZ, CAN, AGMH, ADAP, QS, ITUB, ADTX, XTIA, LQD, PLRZ, AMCR, AMDL, TZA, BTOG, RXRX, TSLQ, CIFR, QUBT, ETHA, IQ, CLSK, HBAN, EEM, AVGO, CYN, BTBT, JOBY

Performance Summary

Total Trades

18

Total P&L

$13359.13

Notional: $359897.85

Total Return

3.71%

Weighted by notional

Win Rate

33.3%

6 W / 12 L

CouldWin Rate

94.4%

17 could / 18 total

Avg P&L

$742.17

Avg Return: 3.71%

Best Win

$11601.05

Largest Loss

$-1360.53

Trade Details 18 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
6135590	AGMH	Buy	$10.61	$10.59	1885	-0.19% ($-37.70)	True	$8.93	19/09/25 14:34	19/09/25 14:38	4m
6135587	AGMH	Buy	$7.22	$7.57	2770	4.85% ($969.50)	True	$7.65	19/09/25 13:41	19/09/25 14:06	25m
6135546	STSS	Buy	$16.08	$15.74	1243	-2.11% ($-422.62)	True	$13.21	27/08/25 14:58	27/08/25 14:59	1m
6135545	STSS	Buy	$15.91	$16.09	1257	1.13% ($226.39)	True	$14.11	27/08/25 14:49	27/08/25 14:57	8m
6135355	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
6135689	CYN	Buy	$22.49	$20.96	889	-6.8% ($-1360.53)	True	$19.13	27/06/25 13:42	27/06/25 13:57	15m
6135691	CYN	Buy	$20.41	$32.26	979	58.06% ($11601.05)	True	$31.76	26/06/25 14:41	26/06/25 15:37	56m
6135663	QS	Buy	$6.89	$6.80	2902	-1.38% ($-275.98)	True	$6.70	26/06/25 14:45	26/06/25 14:53	8m
6135688	CYN	Buy	$16.80	$19.78	1190	17.74% ($3546.20)	True	$20.26	26/06/25 13:58	26/06/25 14:36	38m
6135662	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
6135580	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
6135710	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
6135708	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
6135685	QUBT	Buy	$12.28	$12.26	1629	-0.12% ($-24.44)	True	$12.29	16/05/25 14:57	16/05/25 15:22	25m
6135683	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
6135682	QUBT	Buy	$12.08	$12.01	1656	-0.53% ($-105.82)	True	$11.61	16/05/25 14:37	16/05/25 14:38	1m
6135677	QUBT	Buy	$12.05	$12.03	1659	-0.21% ($-41.48)	True	$11.77	16/05/25 14:26	16/05/25 14:36	10m
6135283	QBTS	Buy	$9.06	$9.43	2208	4.14% ($828.00)	True	$9.45	08/05/25 14:37	08/05/25 15:37	1h

Strategy DSL CreativeExit_breakdown_low_vol_exit_100104

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),15) > 10 AND VOL_PERCENTILE(sym,1m,10,20) < 30 AND BARS_SINCE_LOW(LOW(sym,1m),5) < 2
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),15) > 10 AND VOL_PERCENTILE(sym,1m,10,20) < 30 AND BARS_SINCE_LOW(LOW(sym,1m),5) < 2
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