Backtest Results
Test ID: EXO-e4d7ec04
Job Notes
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Symbols
10
DPRO, AES, CHR, MASS, CRWV, ABCL, HPP, BA, HBI, EWG
Performance Summary
Total Trades
13
Total P&L
$7840.62
Notional: $1030543.64Total Return
0.76%
Weighted by notionalWin Rate
53.8%
7 W / 6 LCouldWin Rate
92.3%
12 could / 13 totalAvg P&L
$603.12
Avg Return: 0.76%Best Win
$7301.38
Largest Loss
$-950.65
Trade Details
13 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2352429 | CHR | Buy | $0.18 | $0.18 | 447516 | 1.58% ($1253.04) | True | $0.17 | 08/10/25 13:33 | 08/10/25 13:34 | 1m |
| 2352434 | CHR | Buy | $0.20 | $0.22 | 390448 | 9.21% ($7301.38) | True | $0.19 | 01/10/25 13:52 | 01/10/25 13:58 | 6m |
| 2352444 | 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 |
| 2352432 | CRWV | Buy | $138.66 | $139.49 | 571 | 0.6% ($473.87) | True | $135.03 | 30/09/25 13:38 | 30/09/25 13:39 | 1m |
| 2352443 | 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 |
| 2352416 | 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 |
| 2352641 | AES | Buy | $12.82 | $12.87 | 6186 | 0.4% ($316.72) | True | $12.82 | 12/09/25 14:51 | 12/09/25 14:56 | 5m |
| 2352680 | 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 |
| 2352630 | 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 |
| 2352665 | ABCL | Buy | $1.98 | $1.98 | 40151 | 0.25% ($200.76) | True | $1.96 | 13/05/25 16:32 | 13/05/25 16:34 | 2m |
| 2352655 | 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 |
| 2352735 | 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 |
| 2352430 | 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 |
Strategy DSL
[aa1c5] eee Nexus Revert Pulse **FULL** | EXIT Opt: ATR-Spike
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:
ATR(sym,1m, 14) > 2.0 * ATR(sym,1m, 14, 10)
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