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

12

Total P&L

$8486.85

Notional: $239922.85

Total Return

3.54%

Weighted by notional

Win Rate

41.7%

5 W / 7 L

CouldWin Rate

91.7%

11 could / 12 total

Avg P&L

$707.24

Avg Return: 3.54%

Best Win

$10563.31

Largest Loss

$-3102.97

Trade Details 12 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
6136084	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
6136108	STSS	Buy	$15.91	$15.69	1257	-1.38% ($-276.54)	True	$15.73	27/08/25 14:49	27/08/25 15:40	51m
6135666	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
6136684	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
6136691	CYN	Buy	$20.41	$31.20	979	52.87% ($10563.31)	True	$31.76	26/06/25 14:41	26/06/25 15:42	1h
6136381	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
6136683	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
6136380	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
6136373	STSS	Buy	$6.13	$5.61	3262	-8.48% ($-1696.24)	True	$5.73	04/06/25 14:11	04/06/25 14:41	30m
6136738	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
6136638	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
6135482	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_structure_break_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:
CROSSUNDER(CLOSE(sym,1m),LOWEST(LOW(sym,1m),5)) AND BARS_SINCE_LOW(LOW(sym,1m),20)>10
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),LOWEST(LOW(sym,1m),5)) AND BARS_SINCE_LOW(LOW(sym,1m),20)>10
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