Backtest Results

Job Notes

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Symbols 10

DPRO, AES, CHR, MASS, CRWV, ABCL, HPP, BA, HBI, EWG

Performance Summary

Total Trades

12

Total P&L

$1470.19

Notional: $951375.67

Total Return

0.15%

Weighted by notional

Win Rate

58.3%

7 W / 5 L

CouldWin Rate

91.7%

11 could / 12 total

Avg P&L

$122.52

Avg Return: 0.15%

Best Win

$2464.11

Largest Loss

$-3513.89

Trade Details 12 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
2357117	CHR	Buy	$0.18	$0.18	447516	2.03% ($1611.06)	True	$0.18	08/10/25 13:33	08/10/25 13:53	20m
2357342	DPRO	Buy	$8.35	$7.98	9497	-4.43% ($-3513.89)	True	$8.02	30/09/25 13:33	30/09/25 13:56	23m
2357320	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
2357506	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
2357647	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
2358387	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
2358305	ABCL	Buy	$1.98	$1.95	40151	-1.27% ($-1003.78)	True	$1.96	13/05/25 16:32	13/05/25 16:34	2m
2357519	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
2358391	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
2357346	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
2357507	MASS	Buy	$3.54	$3.65	22401	3.11% ($2464.11)	True	$3.66	04/03/25 16:00	04/03/25 16:50	50m
2357374	MASS	Buy	$3.17	$3.20	25021	0.97% ($768.14)	True	$3.25	04/03/25 14:48	04/03/25 15:02	14m

Strategy DSL [aa1c5] eee Nexus Revert Pulse **FULL** | EXIT Opt: DonchianLowerBreak

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)) < LOWER(DONCHIAN(HIGH(sym,1m), LOW(sym,1m),20))
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)) < LOWER(DONCHIAN(HIGH(sym,1m), LOW(sym,1m),20))
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