Backtest Results

Job Notes

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Symbols 10

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

Performance Summary

Total Trades

14

Total P&L

$1998.70

Notional: $1109790.91

Total Return

0.18%

Weighted by notional

Win Rate

64.3%

9 W / 5 L

CouldWin Rate

92.9%

13 could / 14 total

Avg P&L

$142.76

Avg Return: 0.18%

Best Win

$7226.63

Largest Loss

$-5722.64

Trade Details 14 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
2359407	BABA	Buy	$143.99	$143.90	550	-0.07% ($-52.25)	False	$143.83	10/09/25 19:17	10/09/25 19:20	3m
2359733	AZN	Buy	$73.72	$73.77	1075	0.06% ($48.38)	True	$73.57	01/08/25 15:48	01/08/25 15:52	4m
2359718	AZN	Buy	$73.61	$73.63	1077	0.03% ($21.54)	True	$73.55	01/08/25 15:11	01/08/25 15:22	11m
2359491	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
2359622	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
2359419	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
2359780	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
2359735	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
2359394	LVWR	Buy	$4.50	$4.46	17639	-0.78% ($-619.13)	True	$4.29	30/05/25 13:57	30/05/25 14:04	7m
2359903	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
2359703	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
2359661	CISO	Buy	$0.59	$0.58	133299	-2.32% ($-1839.53)	True	$0.51	27/03/25 13:31	27/03/25 13:32	1m
2359420	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
2359608	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

Strategy DSL [aa1c5] eee Nexus Revert Pulse **FULL** | EXIT Opt: BBMidRet2

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)) < MID(BBANDS(CLOSE(sym,1m), 14, 2.0))) AND (RETURN(CLOSE(sym,1m), 2) < 0)
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)) < MID(BBANDS(CLOSE(sym,1m), 14, 2.0))) AND (RETURN(CLOSE(sym,1m), 2) < 0)
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