Backtest Results

Job Notes

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Symbols 10

DPRO, AES, CHR, MASS, CRWV, ABCL, HPP, BA, HBI, EWG

Performance Summary

Total Trades

14

Total P&L

$5692.02

Notional: $1109967.32

Total Return

0.51%

Weighted by notional

Win Rate

57.1%

8 W / 6 L

CouldWin Rate

92.9%

13 could / 14 total

Avg P&L

$406.57

Avg Return: 0.51%

Best Win

$4763.47

Largest Loss

$-1003.78

Trade Details 14 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
2337457	CHR	Buy	$0.18	$0.18	447516	1.69% ($1342.55)	True	$0.17	08/10/25 13:33	08/10/25 13:37	4m
2337473	CHR	Buy	$0.20	$0.22	390448	6.01% ($4763.47)	True	$0.19	01/10/25 13:52	01/10/25 13:55	3m
2337464	DPRO	Buy	$8.47	$8.41	9367	-0.65% ($-515.19)	True	$7.55	30/09/25 13:40	30/09/25 13:41	1m
2337460	DPRO	Buy	$8.35	$8.25	9497	-1.2% ($-950.65)	True	$7.63	30/09/25 13:33	30/09/25 13:34	1m
2337452	CRWV	Buy	$134.24	$133.22	590	-0.76% ($-603.57)	True	$134.62	30/09/25 13:30	30/09/25 13:31	1m
2337498	AES	Buy	$12.82	$12.87	6186	0.36% ($285.79)	True	$12.84	12/09/25 14:51	12/09/25 15:05	14m
2337678	HPP	Buy	$2.64	$2.66	30094	0.76% ($601.88)	True	$2.63	12/06/25 16:30	12/06/25 16:41	11m
2337536	AES	Buy	$9.85	$9.90	8050	0.51% ($404.92)	True	$9.88	23/05/25 17:27	23/05/25 17:40	13m
2337525	ABCL	Buy	$1.98	$1.95	40151	-1.27% ($-1003.78)	True	$1.93	13/05/25 16:32	13/05/25 16:33	1m
2337501	EWG	Buy	$36.75	$36.74	2157	-0.04% ($-32.14)	False	$36.68	31/03/25 15:06	31/03/25 15:07	1m
2337700	HBI	Buy	$6.01	$6.05	13205	0.75% ($594.23)	True	$5.94	21/03/25 19:58	21/03/25 19:59	1m
2337630	BA	Buy	$171.85	$171.20	461	-0.38% ($-299.65)	True	$0.00	21/03/25 13:30	21/03/25 13:31	1m
2337655	MASS	Buy	$3.54	$3.56	22401	0.42% ($336.02)	True	$3.23	04/03/25 16:00	04/03/25 16:01	1m
2337641	MASS	Buy	$3.17	$3.20	25021	0.97% ($768.14)	True	$2.86	04/03/25 14:48	04/03/25 14:49	1m

Strategy DSL [aa1c5] eee Nexus Revert Pulse **FULL** | EXIT Opt: ema10_or_5bar_drop_1_5pct

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), 10) OR RETURN(CLOSE(sym,1m), 5) < -0.015
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), 10) OR RETURN(CLOSE(sym,1m), 5) < -0.015
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