Backtest Results

Job Notes

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Symbols 10

CHAI, CGC, GME, CSX, JAAA, BTCM, BB, AEO, AVDX, AMST

Performance Summary

Total Trades

21

Total P&L

$690.50

Notional: $1665072.13

Total Return

0.04%

Weighted by notional

Win Rate

57.1%

12 W / 9 L

CouldWin Rate

76.2%

16 could / 21 total

Avg P&L

$32.88

Avg Return: 0.04%

Best Win

$2139.98

Largest Loss

$-2822.25

Trade Details 21 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
2346548	CGC	Buy	$1.48	$1.48	53407	-0.02% ($-16.02)	False	$1.48	07/10/25 16:54	07/10/25 17:13	19m
2346432	AEO	Buy	$17.62	$17.62	4500	-0.03% ($-22.50)	True	$17.10	04/09/25 13:30	04/09/25 13:33	3m
2346467	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
2346444	CSX	Buy	$35.97	$35.96	2204	-0.04% ($-33.06)	False	$35.89	12/08/25 15:50	12/08/25 15:59	9m
2346443	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
2346476	BTCM	Buy	$7.54	$7.27	10519	-3.56% ($-2822.25)	True	$6.64	10/07/25 13:35	10/07/25 13:37	2m
2346481	AVDX	Buy	$9.76	$9.77	8124	0.1% ($79.62)	True	$9.76	13/06/25 13:54	13/06/25 14:11	17m
2346617	GME	Buy	$21.76	$21.89	3645	0.6% ($473.85)	True	$21.73	12/06/25 19:56	12/06/25 19:58	2m
2346616	GME	Buy	$21.84	$21.82	3630	-0.11% ($-90.75)	False	$21.60	12/06/25 19:52	12/06/25 19:53	1m
2346554	GME	Buy	$22.96	$22.92	3454	-0.15% ($-120.89)	False	$22.75	12/06/25 14:29	12/06/25 14:30	1m
2346569	CSX	Buy	$31.12	$31.13	2548	0.03% ($25.48)	True	$31.11	02/06/25 18:40	02/06/25 18:47	7m
2346485	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
2346484	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
2346482	CHAI	Buy	$1.79	$1.76	44188	-1.92% ($-1524.49)	True	$1.51	09/05/25 13:57	09/05/25 13:58	1m
2346479	AVDX	Buy	$9.70	$9.71	8175	0.05% ($40.88)	True	$9.68	07/05/25 13:39	07/05/25 13:40	1m
2346472	JAAA	Buy	$49.97	$49.97	1586	0% ($0.79)	True	$49.95	04/04/25 15:40	04/04/25 16:01	21m
2346579	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
2346623	BB	Buy	$4.36	$4.37	18208	0.35% ($274.94)	True	$4.34	21/03/25 18:50	21/03/25 18:51	1m
2346473	JAAA	Buy	$50.42	$50.43	1572	0.03% ($23.89)	True	$50.42	20/03/25 14:37	20/03/25 14:59	22m
2346478	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
2346606	BB	Buy	$4.15	$4.15	19108	-0.01% ($-7.64)	False	$4.11	07/01/25 16:16	07/01/25 16:17	1m

Strategy DSL [aa1c5] eee Nexus Revert Pulse **FULL** | EXIT Opt: Donchian-Mid-15

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)) < MID(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)) < MID(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