Backtest Results

Job Notes

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Symbols 8

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

Performance Summary

Total Trades

13

Total P&L

$18908.95

Notional: $259914.93

Total Return

7.28%

Weighted by notional

Win Rate

46.2%

6 W / 7 L

CouldWin Rate

92.3%

12 could / 13 total

Avg P&L

$1454.53

Avg Return: 7.28%

Best Win

$13931.07

Largest Loss

$-3102.97

Trade Details 13 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
6135559	AGMH	Buy	$10.76	$14.84	1858	37.92% ($7580.64)	True	$15.07	19/09/25 14:27	19/09/25 15:18	51m
6135558	AGMH	Buy	$7.22	$7.38	2770	2.22% ($443.20)	True	$6.58	19/09/25 13:41	19/09/25 14:00	19m
6135563	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
6135571	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
6135572	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
6135575	CYN	Buy	$20.41	$34.64	979	69.72% ($13931.07)	True	$31.14	26/06/25 14:41	26/06/25 15:22	41m
6135583	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
6135574	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
6135584	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
6135569	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
6135588	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
6135589	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
6135594	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 [6d065] [6d065] CreativeExit_momentum_decay_exit_071505 | EXIT Opt: MomentumDecayRegime | EXIT Opt: vol_regime_mom_decay

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:
(ATR_RATIO(sym,1m,5,21)>1.8) AND (MOMENTUM_QUALITY(CLOSE(sym,1m),5)<MOMENTUM_QUALITY(CLOSE(sym,1m),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:
(ATR_RATIO(sym,1m,5,21)>1.8) AND (MOMENTUM_QUALITY(CLOSE(sym,1m),5)<MOMENTUM_QUALITY(CLOSE(sym,1m),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