Backtest Results
Test ID: EXO-e4d7ec04
Job Notes
No notes yet. Click "Edit Notes" to add.
Symbols
10
CHAI, CGC, GME, CSX, JAAA, BTCM, BB, AEO, AVDX, AMST
Performance Summary
Total Trades
23
Total P&L
$4227.75
Notional: $1823652.78Total Return
0.23%
Weighted by notionalWin Rate
60.9%
14 W / 9 LCouldWin Rate
87%
20 could / 23 totalAvg P&L
$183.82
Avg Return: 0.23%Best Win
$2139.98
Largest Loss
$-1977.24
Trade Details
23 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2336590 | CGC | Buy | $1.48 | $1.49 | 53407 | 0.01% ($10.68) | True | $1.46 | 07/10/25 16:54 | 07/10/25 16:57 | 3m |
| 2336597 | AEO | Buy | $17.62 | $17.58 | 4501 | -0.19% ($-153.93) | True | $16.77 | 04/09/25 13:33 | 04/09/25 13:34 | 1m |
| 2336591 | AEO | Buy | $17.62 | $17.78 | 4500 | 0.91% ($720.00) | True | $17.10 | 04/09/25 13:30 | 04/09/25 13:31 | 1m |
| 2336589 | CGC | Buy | $1.52 | $1.52 | 52167 | 0.01% ($5.22) | True | $1.49 | 02/09/25 13:30 | 02/09/25 13:32 | 2m |
| 2336562 | CSX | Buy | $35.97 | $35.97 | 2204 | -0.01% ($-11.02) | False | $35.88 | 12/08/25 15:50 | 12/08/25 15:52 | 2m |
| 2336588 | CGC | Buy | $1.49 | $1.49 | 53221 | -0.34% ($-266.11) | True | $1.45 | 11/08/25 13:45 | 11/08/25 13:47 | 2m |
| 2336566 | CSX | Buy | $35.54 | $35.70 | 2231 | 0.45% ($356.96) | True | $35.36 | 31/07/25 19:59 | 31/07/25 20:00 | 1m |
| 2336561 | BTCM | Buy | $7.27 | $7.18 | 10907 | -1.24% ($-982.72) | True | $6.03 | 10/07/25 13:37 | 10/07/25 13:38 | 1m |
| 2336560 | BTCM | Buy | $7.54 | $7.67 | 10519 | 1.68% ($1332.76) | True | $6.64 | 10/07/25 13:35 | 10/07/25 13:36 | 1m |
| 2336578 | AVDX | Buy | $9.76 | $9.77 | 8124 | 0.05% ($39.00) | True | $9.75 | 13/06/25 13:54 | 13/06/25 14:02 | 8m |
| 2336601 | GME | Buy | $21.84 | $22.16 | 3630 | 1.47% ($1161.60) | True | $21.89 | 12/06/25 19:52 | 12/06/25 20:00 | 8m |
| 2336584 | GME | Buy | $22.96 | $22.90 | 3454 | -0.24% ($-189.97) | False | $22.95 | 12/06/25 14:29 | 12/06/25 14:31 | 2m |
| 2336572 | CSX | Buy | $31.12 | $31.13 | 2548 | 0.05% ($36.95) | True | $31.11 | 02/06/25 18:40 | 02/06/25 18:46 | 6m |
| 2336600 | CHAI | Buy | $6.10 | $6.24 | 13000 | 2.3% ($1820.00) | True | $5.62 | 20/05/25 14:07 | 20/05/25 14:08 | 1m |
| 2336558 | AMST | Buy | $3.81 | $3.72 | 20813 | -2.49% ($-1977.24) | True | $3.52 | 16/05/25 13:30 | 16/05/25 13:31 | 1m |
| 2336598 | CHAI | Buy | $1.70 | $1.69 | 46781 | -0.3% ($-238.58) | True | $1.45 | 09/05/25 14:01 | 09/05/25 14:02 | 1m |
| 2336593 | CHAI | Buy | $1.79 | $1.79 | 44188 | -0.23% ($-181.17) | True | $1.60 | 09/05/25 13:57 | 09/05/25 14:00 | 3m |
| 2336568 | AVDX | Buy | $9.70 | $9.71 | 8175 | 0.1% ($81.75) | True | $9.69 | 07/05/25 13:39 | 07/05/25 13:47 | 8m |
| 2336587 | JAAA | Buy | $49.97 | $49.97 | 1586 | -0.01% ($-7.14) | False | $49.94 | 04/04/25 15:40 | 04/04/25 15:45 | 5m |
| 2336599 | GME | Buy | $28.15 | $28.26 | 2817 | 0.41% ($325.08) | True | $28.01 | 26/03/25 13:30 | 26/03/25 13:33 | 3m |
| 2336577 | BB | Buy | $4.36 | $4.37 | 18208 | 0.23% ($182.08) | True | $4.35 | 21/03/25 18:50 | 21/03/25 18:54 | 4m |
| 2336586 | JAAA | Buy | $50.42 | $50.43 | 1572 | 0.03% ($23.58) | True | $50.41 | 20/03/25 14:37 | 20/03/25 14:46 | 9m |
| 2336559 | AMST | Buy | $3.09 | $3.17 | 25690 | 2.7% ($2139.98) | True | $2.29 | 27/02/25 14:40 | 27/02/25 14:41 | 1m |
Strategy DSL
[aa1c5] eee Nexus Revert Pulse **FULL** | EXIT Opt: 20bar_loss_or_ema8_break_or_3h_gainlock
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:
RETURN(CLOSE(sym,1m), 20) < -0.015 OR CROSSUNDER(CLOSE(sym,1m), EMA(CLOSE(sym,1m), 8)) OR RETURN(CLOSE(sym,1m), 180) > 0.03
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