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

$3479.22

Notional: $1109967.32

Total Return

0.31%

Weighted by notional

Win Rate

57.1%

8 W / 6 L

CouldWin Rate

85.7%

12 could / 14 total

Avg P&L

$248.52

Avg Return: 0.31%

Best Win

$3396.90

Largest Loss

$-1465.00

Trade Details 14 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
2350511	CHR	Buy	$0.18	$0.18	447516	1.58% ($1253.04)	True	$0.17	08/10/25 13:33	08/10/25 13:35	2m
2350570	CHR	Buy	$0.20	$0.21	390448	4.28% ($3396.90)	True	$0.18	01/10/25 13:52	01/10/25 13:54	2m
2350568	DPRO	Buy	$8.47	$8.31	9367	-1.85% ($-1465.00)	True	$7.55	30/09/25 13:40	30/09/25 13:42	2m
2350565	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
2350503	CRWV	Buy	$134.24	$133.22	590	-0.76% ($-603.57)	False	$134.62	30/09/25 13:30	30/09/25 13:31	1m
2350708	AES	Buy	$12.82	$12.89	6186	0.52% ($409.51)	True	$12.89	12/09/25 14:51	12/09/25 15:39	48m
2350647	HPP	Buy	$2.64	$2.63	30094	-0.19% ($-150.47)	True	$2.63	12/06/25 16:30	12/06/25 16:54	24m
2350719	AES	Buy	$9.85	$9.88	8050	0.3% ($241.50)	True	$9.89	23/05/25 17:27	23/05/25 17:55	28m
2350645	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
2350603	EWG	Buy	$36.75	$36.74	2157	-0.03% ($-21.35)	False	$36.74	31/03/25 15:06	31/03/25 15:11	5m
2350694	HBI	Buy	$6.01	$6.04	13205	0.58% ($462.18)	True	$5.94	21/03/25 19:58	21/03/25 20:00	2m
2350564	BA	Buy	$171.85	$173.60	461	1.02% ($806.75)	True	$174.21	21/03/25 13:30	21/03/25 14:02	32m
2350606	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
2350571	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: Ret4-RSI30

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:
RETURN(CLOSE(sym,1m), 4) < -0.01 OR RSI(CLOSE(sym,1m), 14) < 30
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:
RETURN(CLOSE(sym,1m), 4) < -0.01 OR RSI(CLOSE(sym,1m), 14) < 30
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