Backtest Results

Job Notes

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Symbols 10

CVX, LVWR, ASHR, CISO, BMGL, BABA, IAUX, HYPR, AZN, IOVA

Performance Summary

Total Trades

16

Total P&L

$5558.26

Notional: $1268360.82

Total Return

0.44%

Weighted by notional

Win Rate

68.8%

11 W / 5 L

CouldWin Rate

87.5%

14 could / 16 total

Avg P&L

$347.39

Avg Return: 0.44%

Best Win

$5228.29

Largest Loss

$-1599.59

Trade Details 16 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
2352821	BABA	Buy	$143.99	$143.91	550	-0.06% ($-44.00)	False	$143.83	10/09/25 19:17	10/09/25 19:25	8m
2352619	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
2352751	AZN	Buy	$73.72	$73.78	1075	0.07% ($59.13)	True	$73.56	01/08/25 15:48	01/08/25 15:50	2m
2352733	AZN	Buy	$73.61	$73.63	1077	0.02% ($16.16)	True	$73.45	01/08/25 15:11	01/08/25 15:12	1m
2352559	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
2352712	CVX	Buy	$148.35	$148.52	534	0.12% ($92.38)	True	$147.61	20/06/25 13:30	20/06/25 13:35	5m
2352560	HYPR	Buy	$0.94	$0.94	83986	-0.93% ($-739.08)	True	$0.79	02/06/25 15:19	02/06/25 15:23	4m
2352521	LVWR	Buy	$4.50	$4.55	17639	1.21% ($959.56)	True	$4.29	30/05/25 13:57	30/05/25 14:05	8m
2352684	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
2352682	IOVA	Buy	$1.74	$1.75	45574	0.4% ($314.46)	True	$1.71	09/05/25 19:25	09/05/25 19:30	5m
2352636	CISO	Buy	$0.94	$0.95	84048	0.49% ($386.62)	True	$0.86	06/05/25 18:10	06/05/25 18:11	1m
2352513	ASHR	Buy	$23.90	$23.95	3318	0.21% ($165.90)	True	$23.85	07/04/25 13:50	07/04/25 13:53	3m
2352480	CISO	Buy	$0.59	$0.58	133299	-2.02% ($-1599.59)	True	$0.59	27/03/25 13:31	27/03/25 13:38	7m
2352488	HYPR	Buy	$1.21	$1.30	65272	6.59% ($5228.29)	True	$1.11	17/03/25 13:30	17/03/25 13:31	1m
2352724	BABA	Buy	$141.14	$142.90	561	1.25% ($990.17)	True	$140.47	20/02/25 14:40	20/02/25 14:47	7m
2352832	CVX	Buy	$159.82	$159.94	496	0.08% ($59.52)	True	$159.53	17/01/25 14:56	17/01/25 14:58	2m

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

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:
(RSI(CLOSE(sym,1m), 14) < RSI(CLOSE(sym,1m), 14, 1)) AND (LAST(CLOSE(sym,1m)) > LAST(CLOSE(sym,1m), 1))
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:
(RSI(CLOSE(sym,1m), 14) < RSI(CLOSE(sym,1m), 14, 1)) AND (LAST(CLOSE(sym,1m)) > LAST(CLOSE(sym,1m), 1))
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