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

8

Total P&L

$750.80

Notional: $159961.64

Total Return

0.47%

Weighted by notional

Win Rate

25%

2 W / 6 L

CouldWin Rate

100%

8 could / 8 total

Avg P&L

$93.85

Avg Return: 0.47%

Best Win

$824.75

Largest Loss

$-165.60

Trade Details 8 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
6154145	WULF	Buy	$7.87	$7.87	2539	-0.12% ($-23.87)	True	$7.60	14/08/25 14:53	14/08/25 14:54	1m
6154143	WULF	Buy	$7.84	$7.82	2551	-0.32% ($-63.78)	True	$7.57	14/08/25 14:49	14/08/25 14:50	1m
6154142	WULF	Buy	$7.88	$7.87	2537	-0.2% ($-40.85)	True	$7.62	14/08/25 14:47	14/08/25 14:48	1m
6154141	WULF	Buy	$7.81	$7.77	2560	-0.51% ($-102.66)	True	$7.64	14/08/25 14:35	14/08/25 14:40	5m
6154060	QBTS	Buy	$9.18	$9.56	2179	4.12% ($824.75)	True	$9.45	08/05/25 14:56	08/05/25 15:30	34m
6154059	QBTS	Buy	$9.00	$9.16	2222	1.72% ($344.41)	True	$9.00	08/05/25 14:43	08/05/25 14:55	12m
6154058	QBTS	Buy	$8.97	$8.96	2229	-0.11% ($-21.62)	True	$8.66	08/05/25 14:41	08/05/25 14:42	1m
6154057	QBTS	Buy	$9.06	$8.98	2208	-0.83% ($-165.60)	True	$8.66	08/05/25 14:37	08/05/25 14:38	1m

Strategy DSL CreativeExit_volatility_regime_adaptive_055130

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:
(VOL_PERCENTILE(sym,1m,14,50) > 80 AND LAST(CLOSE(sym,1m)) < HIGHEST(HIGH(sym,1m),20) - 3.5 * ATR(sym,1m,14)) OR (VOL_PERCENTILE(sym,1m,14,50) <= 80 AND LAST(CLOSE(sym,1m)) < HIGHEST(HIGH(sym,1m),10) - 2.0 * ATR(sym,1m,14))
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:
(VOL_PERCENTILE(sym,1m,14,50) > 80 AND LAST(CLOSE(sym,1m)) < HIGHEST(HIGH(sym,1m),20) - 3.5 * ATR(sym,1m,14)) OR (VOL_PERCENTILE(sym,1m,14,50) <= 80 AND LAST(CLOSE(sym,1m)) < HIGHEST(HIGH(sym,1m),10) - 2.0 * ATR(sym,1m,14))
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