Backtest Results

Job Notes

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Symbols 10

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

Performance Summary

Total Trades

15

Total P&L

$16589.01

Notional: $1189059.91

Total Return

1.4%

Weighted by notional

Win Rate

86.7%

13 W / 2 L

CouldWin Rate

93.3%

14 could / 15 total

Avg P&L

$1105.93

Avg Return: 1.39%

Best Win

$8872.63

Largest Loss

$-4081.72

Trade Details 15 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
2351321	BABA	Buy	$143.99	$144.05	550	0.04% ($33.00)	True	$143.83	10/09/25 19:17	10/09/25 19:18	1m
2351333	AZN	Buy	$73.72	$73.75	1075	0.04% ($32.25)	True	$73.53	01/08/25 15:48	01/08/25 15:49	1m
2351331	AZN	Buy	$73.61	$73.63	1077	0.02% ($16.16)	True	$73.45	01/08/25 15:11	01/08/25 15:12	1m
2351320	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
2351314	CVX	Buy	$148.35	$148.78	534	0.29% ($231.22)	True	$0.00	20/06/25 13:30	20/06/25 13:31	1m
2351319	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
2351322	BMGL	Buy	$5.54	$6.16	14313	11.19% ($8872.63)	True	$5.32	30/05/25 19:39	30/05/25 19:40	1m
2351318	BMGL	Buy	$1.94	$2.01	40876	3.57% ($2832.71)	True	$1.69	30/05/25 14:21	30/05/25 14:22	1m
2351317	LVWR	Buy	$4.59	$4.86	17276	5.88% ($4664.52)	True	$4.29	30/05/25 13:59	30/05/25 14:00	1m
2351315	LVWR	Buy	$4.50	$4.65	17639	3.43% ($2721.70)	True	$4.14	30/05/25 13:57	30/05/25 13:58	1m
2351328	IAUX	Buy	$0.50	$0.50	158536	0.52% ($412.19)	True	$0.50	12/05/25 19:56	12/05/25 19:57	1m
2351323	IAUX	Buy	$0.54	$0.54	146851	0.02% ($14.69)	True	$0.54	09/05/25 19:30	09/05/25 19:31	1m
2351330	ASHR	Buy	$23.90	$23.89	3318	-0.02% ($-16.59)	False	$23.80	07/04/25 13:50	07/04/25 13:51	1m
2351329	BABA	Buy	$141.14	$142.23	561	0.78% ($615.70)	True	$139.36	20/02/25 14:40	20/02/25 14:41	1m
2351316	CVX	Buy	$159.82	$159.87	496	0.03% ($24.80)	True	$159.44	17/01/25 14:56	17/01/25 14:57	1m

Child Jobs (1)

Test ID	Name	Status	Trades	Win %	CouldWin %	Total Return %	Total P&L	Created	Notes
4318ed82	[v251204-2220] CreativeExit_crossover-comp-flip_052550	Done	48	47.9%	89.6%	-0.12%	$-4712.05	04/12/25 22:21	-

Strategy DSL CreativeExit_crossover-comp-flip_052550

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)) > (EMA(CLOSE(sym,1m), 50) - 2.0 * ATR(sym,1m, 14)) OR LAST(CLOSE(sym,1m)) > LOWER(DONCHIAN(HIGH(sym,1m), LOW(sym,1m), 15))
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)) > (EMA(CLOSE(sym,1m), 50) - 2.0 * ATR(sym,1m, 14)) OR LAST(CLOSE(sym,1m)) > LOWER(DONCHIAN(HIGH(sym,1m), LOW(sym,1m), 15))
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