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

$1322.76

Notional: $1268389.21

Total Return

0.1%

Weighted by notional

Win Rate

75%

12 W / 4 L

CouldWin Rate

100%

16 could / 16 total

Avg P&L

$82.67

Avg Return: 0.1%

Best Win

$7226.63

Largest Loss

$-5722.64

Trade Details 16 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
2356444	BABA	Buy	$143.99	$144.03	550	0.03% ($22.00)	True	$143.83	10/09/25 19:17	10/09/25 19:19	2m
2356072	AZN	Buy	$73.72	$73.87	1075	0.2% ($161.25)	True	$73.87	01/08/25 15:48	01/08/25 16:05	17m
2356061	AZN	Buy	$73.61	$73.63	1077	0.03% ($21.54)	True	$73.57	01/08/25 15:11	01/08/25 15:30	19m
2356190	IOVA	Buy	$3.57	$3.57	22244	0.27% ($215.77)	True	$3.53	24/07/25 15:19	24/07/25 15:20	1m
2356156	CVX	Buy	$148.35	$148.44	534	0.06% ($49.66)	True	$147.84	20/06/25 13:30	20/06/25 13:39	9m
2356064	HYPR	Buy	$0.94	$0.90	83986	-5.15% ($-4081.72)	True	$0.72	02/06/25 15:19	02/06/25 15:20	1m
2356471	BMGL	Buy	$5.54	$6.05	14313	9.11% ($7226.63)	True	$5.61	30/05/25 19:39	30/05/25 19:51	12m
2356453	BMGL	Buy	$1.94	$1.80	40876	-7.22% ($-5722.64)	True	$1.69	30/05/25 14:21	30/05/25 14:26	5m
2356165	LVWR	Buy	$4.50	$4.51	17639	0.32% ($252.24)	True	$4.29	30/05/25 13:57	30/05/25 14:12	15m
2356449	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
2356452	IOVA	Buy	$1.74	$1.73	45574	-0.86% ($-683.61)	True	$1.71	09/05/25 19:25	09/05/25 19:27	2m
2356118	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
2356162	ASHR	Buy	$23.90	$23.99	3318	0.4% ($315.21)	True	$23.99	07/04/25 13:50	07/04/25 14:07	17m
2355898	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
2355896	HYPR	Buy	$1.21	$1.28	65272	4.95% ($3922.85)	True	$1.11	17/03/25 13:30	17/03/25 13:32	2m
2355904	BABA	Buy	$141.14	$142.60	561	1.04% ($821.87)	True	$141.82	20/02/25 14:40	20/02/25 14:55	15m

Child Jobs (2)

Test ID	Name	Status	Trades	Win %	CouldWin %	Total Return %	Total P&L	Created	Notes
6b65a8d1	[v251203-1148] [aa1c5] eee Nexus Revert Pulse reversal of momentum ladder	Done	31	32.3%	48.4%	-0.43%	$-2653.65	03/12/25 11:49	-
c563f2c6	[v251201-0629] [aa1c5] eee Nexus Revert Pulse FULL \| EXIT Opt: Time-Chandelier	Done	69	43.5%	92.8%	-0.76%	$-41648.81	01/12/25 06:30	-

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

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:
TIME_UTC_IN(20, 21) OR (LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m), 15) - 2.0 * ATR(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:
TIME_UTC_IN(20, 21) OR (LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m), 15) - 2.0 * ATR(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