Backtest Results

Job Notes

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Symbols 10

CVX, LVWR, ASHR, CISO, BMGL, BABA, IAUX, HYPR, AZN, IOVA

Performance Summary

Total Trades

17

Total P&L

$3838.81

Notional: $1347659.93

Total Return

0.28%

Weighted by notional

Win Rate

52.9%

9 W / 8 L

CouldWin Rate

82.4%

14 could / 17 total

Avg P&L

$225.81

Avg Return: 0.28%

Best Win

$10876.45

Largest Loss

$-5722.64

Trade Details 17 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
2342283	BABA	Buy	$143.99	$143.90	550	-0.07% ($-52.25)	False	$143.83	10/09/25 19:17	10/09/25 19:20	3m
2342255	AZN	Buy	$73.72	$73.87	1075	0.2% ($155.88)	True	$73.87	01/08/25 15:48	01/08/25 16:05	17m
2342253	AZN	Buy	$73.61	$73.58	1077	-0.04% ($-32.31)	False	$73.57	01/08/25 15:11	01/08/25 15:31	20m
2342182	IOVA	Buy	$3.57	$3.57	22244	0.27% ($215.77)	True	$3.53	24/07/25 15:19	24/07/25 15:20	1m
2342197	CVX	Buy	$148.35	$148.84	534	0.33% ($263.32)	True	$148.79	20/06/25 13:30	20/06/25 14:32	1h
2342181	HYPR	Buy	$0.94	$0.90	83986	-5.15% ($-4081.72)	True	$0.72	02/06/25 15:19	02/06/25 15:20	1m
2342210	BMGL	Buy	$5.54	$6.30	14313	13.72% ($10876.45)	True	$5.61	30/05/25 19:39	30/05/25 20:00	21m
2342151	LVWR	Buy	$4.50	$4.65	17639	3.32% ($2633.50)	True	$4.66	30/05/25 13:57	30/05/25 14:36	39m
2342165	BMGL	Buy	$1.94	$1.80	40876	-7.22% ($-5722.64)	True	$1.69	30/05/25 14:21	30/05/25 14:26	5m
2342209	IAUX	Buy	$0.54	$0.54	146851	0.02% ($14.69)	True	$0.54	09/05/25 19:30	09/05/25 20:00	30m
2342208	IOVA	Buy	$1.74	$1.79	45574	2.87% ($2278.70)	True	$1.80	09/05/25 19:25	09/05/25 19:51	26m
2342200	CISO	Buy	$0.94	$0.93	84048	-1.02% ($-806.86)	True	$0.86	06/05/25 18:10	06/05/25 18:15	5m
2342231	ASHR	Buy	$23.90	$23.99	3318	0.4% ($315.21)	True	$23.99	07/04/25 13:50	07/04/25 14:07	17m
2342143	CISO	Buy	$0.59	$0.58	133299	-2.02% ($-1599.59)	True	$0.59	27/03/25 13:31	27/03/25 13:38	7m
2342142	HYPR	Buy	$1.21	$1.20	65272	-1.23% ($-972.55)	True	$1.11	17/03/25 13:30	17/03/25 13:36	6m
2342270	BABA	Buy	$141.14	$141.80	561	0.47% ($373.07)	True	$141.82	20/02/25 14:40	20/02/25 14:56	16m
2342216	CVX	Buy	$159.82	$159.78	496	-0.03% ($-19.84)	False	$159.79	17/01/25 14:56	17/01/25 15:08	12m

Strategy DSL CreativeExit_Chandelier_Exit_172733

Job Like

CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",  // Symbol placeholder for runtime injection
fast_ema=5,      // Fast EMA period for breakout confirmation
slow_ema=6,     // Slow EMA period for trend filter
vol_min=1_000_000, // Minimum volume filter to avoid low-float stocks
atr_period=14,   // ATR period for volatility and risk calculation
atr_mult=2.5,    // ATR multiplier for trailing stop
bb_period=14,    // Bollinger Bands period for volatility contraction
bb_dev=3,      // Bollinger Bands standard deviation multiplier
risk_frac=0.0793   // Risk fraction for position sizing

STRATEGY "Nexus Revert Pulse-381595 + Mut-46cb0d + Mut-996010 + Mut":
TRIGGER:
// Time gate to skip first 5 minutes of trading day (assuming 9:30 AM ET start, convert to UTC)
TIME_UTC_IN("21:40", "20:00") 
AND
// Volume filter to avoid low-float microcaps
LAST(VOL(sym, 1m)) >= vol_min
AND
// Volatility contraction: price within tight Bollinger Bands
LAST(CLOSE(sym, 1m)) > LOWER(BBANDS(CLOSE(sym, 1m), bb_period, bb_dev))
AND
LAST(CLOSE(sym, 1m)) < UPPER(BBANDS(CLOSE(sym, 1m), bb_period, bb_dev))
AND
// Breakout signal: price crosses above fast EMA
CROSSUNDER(CLOSE(sym, 1m), EMA(CLOSE(sym, 1m), fast_ema))
AND
// Higher timeframe trend filter (5m) for confirmation
EMA(CLOSE(sym, 5m), fast_ema) > EMA(CLOSE(sym, 5m), slow_ema)
ENTRY: MARKET  // Market order for immediate execution on breakout
EXIT:
LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m), 22) - 3.0 * ATR(sym,1m, 22))
RISK: TRAIL_ATR(atr_period, atr_mult)  // Trailing ATR stop for dynamic risk management
SIZING: FIXED_FRACTION(risk_frac)  // Fixed fraction sizing based on risk tolerance

CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",  // Symbol placeholder for runtime injection
fast_ema=5,      // Fast EMA period for breakout confirmation
slow_ema=6,     // Slow EMA period for trend filter
vol_min=1_000_000, // Minimum volume filter to avoid low-float stocks
atr_period=14,   // ATR period for volatility and risk calculation
atr_mult=2.5,    // ATR multiplier for trailing stop
bb_period=14,    // Bollinger Bands period for volatility contraction
bb_dev=3,      // Bollinger Bands standard deviation multiplier
risk_frac=0.0793   // Risk fraction for position sizing

STRATEGY "Nexus Revert Pulse-381595 + Mut-46cb0d + Mut-996010 + Mut":
TRIGGER:
// Time gate to skip first 5 minutes of trading day (assuming 9:30 AM ET start, convert to UTC)
TIME_UTC_IN("21:40", "20:00") 
AND
// Volume filter to avoid low-float microcaps
LAST(VOL(sym, 1m)) >= vol_min
AND
// Volatility contraction: price within tight Bollinger Bands
LAST(CLOSE(sym, 1m)) > LOWER(BBANDS(CLOSE(sym, 1m), bb_period, bb_dev))
AND
LAST(CLOSE(sym, 1m)) < UPPER(BBANDS(CLOSE(sym, 1m), bb_period, bb_dev))
AND
// Breakout signal: price crosses above fast EMA
CROSSUNDER(CLOSE(sym, 1m), EMA(CLOSE(sym, 1m), fast_ema))
AND
// Higher timeframe trend filter (5m) for confirmation
EMA(CLOSE(sym, 5m), fast_ema) > EMA(CLOSE(sym, 5m), slow_ema)
ENTRY: MARKET  // Market order for immediate execution on breakout
EXIT:
LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m), 22) - 3.0 * ATR(sym,1m, 22))
RISK: TRAIL_ATR(atr_period, atr_mult)  // Trailing ATR stop for dynamic risk management
SIZING: FIXED_FRACTION(risk_frac)  // Fixed fraction sizing based on risk tolerance