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

$7633.53

Notional: $1189057.26

Total Return

0.64%

Weighted by notional

Win Rate

60%

9 W / 6 L

CouldWin Rate

80%

12 could / 15 total

Avg P&L

$508.90

Avg Return: 0.64%

Best Win

$8872.63

Largest Loss

$-5722.64

Trade Details 15 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
2325730	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
2325813	ASHR	Buy	$31.66	$31.65	2505	-0.02% ($-12.27)	False	$31.65	08/09/25 17:43	08/09/25 17:47	4m
2325789	AZN	Buy	$73.72	$73.84	1075	0.16% ($129.00)	True	$73.71	01/08/25 15:48	01/08/25 16:01	13m
2325784	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
2325770	IOVA	Buy	$3.57	$3.55	22244	-0.42% ($-333.66)	True	$3.56	24/07/25 15:19	24/07/25 15:26	7m
2325412	CVX	Buy	$148.35	$148.77	534	0.29% ($225.83)	True	$148.54	20/06/25 13:30	20/06/25 14:05	35m
2325734	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
2325388	LVWR	Buy	$4.50	$4.80	17639	6.77% ($5367.55)	True	$4.40	30/05/25 13:57	30/05/25 14:26	29m
2325486	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
2325732	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
2325851	IOVA	Buy	$1.74	$1.78	45574	2.01% ($1595.09)	True	$1.73	09/05/25 19:25	09/05/25 19:32	7m
2325759	ASHR	Buy	$23.90	$24.08	3318	0.77% ($613.83)	True	$23.99	07/04/25 13:50	07/04/25 14:04	14m
2325360	HYPR	Buy	$1.21	$1.16	65272	-4.51% ($-3576.91)	True	$1.16	17/03/25 13:30	17/03/25 14:02	32m
2325424	BABA	Buy	$141.14	$141.85	561	0.51% ($401.12)	True	$141.82	20/02/25 14:40	20/02/25 14:56	16m
2325725	CVX	Buy	$159.82	$160.11	496	0.18% ($143.84)	True	$159.72	17/01/25 14:56	17/01/25 15:02	6m

Strategy DSL [aa1c5] eee Nexus Revert Pulse **FULL** | EXIT Opt: zscore-extreme

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:
ZSCORE(CLOSE(sym,1m),10)>2 OR ZSCORE(CLOSE(sym,1m),10)<-2
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:
ZSCORE(CLOSE(sym,1m),10)>2 OR ZSCORE(CLOSE(sym,1m),10)<-2
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