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

25

Total P&L

$218.76

Notional: $499892.85

Total Return

0.04%

Weighted by notional

Win Rate

48%

12 W / 13 L

CouldWin Rate

92%

23 could / 25 total

Avg P&L

$8.75

Avg Return: 0.04%

Best Win

$2605.44

Largest Loss

$-1911.30

Trade Details 25 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
6310636	AGMH	Buy	$10.59	$11.97	1888	13.03% ($2605.44)	True	$10.49	19/09/25 14:38	19/09/25 14:47	9m
6310634	AGMH	Buy	$10.40	$10.64	1923	2.31% ($461.52)	True	$8.71	19/09/25 14:32	19/09/25 14:36	4m
6310633	AGMH	Buy	$10.82	$10.36	1848	-4.25% ($-850.08)	True	$8.44	19/09/25 14:29	19/09/25 14:31	2m
6310632	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
6310630	AGMH	Buy	$7.22	$6.53	2770	-9.56% ($-1911.30)	True	$5.76	19/09/25 13:41	19/09/25 13:44	3m
6310621	STSS	Buy	$15.74	$14.60	1270	-7.24% ($-1447.55)	True	$14.27	27/08/25 14:59	27/08/25 15:04	5m
6310620	STSS	Buy	$16.09	$16.08	1243	-0.06% ($-12.55)	True	$13.54	27/08/25 14:57	27/08/25 14:58	1m
6310619	STSS	Buy	$16.06	$16.23	1245	1.06% ($211.65)	True	$13.44	27/08/25 14:55	27/08/25 14:56	1m
6310617	STSS	Buy	$15.92	$16.50	1256	3.65% ($730.49)	True	$13.71	27/08/25 14:51	27/08/25 14:53	2m
6310616	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
6310602	WULF	Buy	$7.87	$7.92	2539	0.57% ($112.99)	True	$7.84	14/08/25 14:53	14/08/25 15:20	27m
6310601	WULF	Buy	$7.77	$7.84	2574	0.9% ($180.18)	True	$7.75	14/08/25 14:40	14/08/25 14:49	9m
6310600	WULF	Buy	$7.83	$7.83	2555	-0.01% ($-1.53)	True	$7.60	14/08/25 14:37	14/08/25 14:38	1m
6310599	WULF	Buy	$7.81	$7.84	2560	0.34% ($67.58)	True	$7.59	14/08/25 14:35	14/08/25 14:36	1m
6310655	QS	Buy	$6.89	$6.81	2904	-1.09% ($-218.09)	True	$6.70	26/06/25 14:48	26/06/25 14:52	4m
6310654	QS	Buy	$6.89	$6.83	2902	-0.94% ($-188.92)	True	$6.63	26/06/25 14:45	26/06/25 14:47	2m
6310657	QS	Buy	$6.16	$6.12	3246	-0.65% ($-129.19)	False	$5.85	25/06/25 13:58	25/06/25 13:59	1m
6310656	QS	Buy	$6.20	$6.16	3228	-0.65% ($-129.12)	False	$5.89	25/06/25 13:56	25/06/25 13:57	1m
6310653	QS	Buy	$6.20	$6.20	3225	0.06% ($11.29)	True	$5.92	25/06/25 13:53	25/06/25 13:55	2m
6310628	STSS	Buy	$6.09	$5.75	3284	-5.58% ($-1116.23)	True	$5.73	04/06/25 14:19	04/06/25 14:41	22m
6310627	STSS	Buy	$6.24	$6.20	3206	-0.6% ($-120.55)	True	$5.36	04/06/25 14:13	04/06/25 14:14	1m
6310625	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
6310585	QBTS	Buy	$9.00	$9.34	2222	3.72% ($744.37)	True	$9.07	08/05/25 14:43	08/05/25 14:59	16m
6310584	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
6310583	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_tiered_atr_trail_174142

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:
(RETURN(CLOSE(sym,1m),20) > 0.04 AND LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m),3) - 0.5 * ATR(sym,1m,7))) OR (RETURN(CLOSE(sym,1m),20) <= 0.04 AND LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m),10) - 2.5 * 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:
(RETURN(CLOSE(sym,1m),20) > 0.04 AND LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m),3) - 0.5 * ATR(sym,1m,7))) OR (RETURN(CLOSE(sym,1m),20) <= 0.04 AND LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m),10) - 2.5 * 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