Backtest Results
Test ID: af0302b029f2
Job Notes
No notes yet. Click "Edit Notes" to add.
Symbols
43
AMC, GME, PLTR, COIN, HOOD, RIOT, RGTI, IONQ, ACHR, SOFI, MARA, LAC, CRON, OKLO, ASTS, QBTS, SMCI, HIMS, OKTA, SPCE, PLUG, QS, NIO, LCID, JOBY, RKLB, MVIS, GSAT, NNDM, BB, AMCX, SOUN, BODI, LPSN, PCH, GDEV, OI, SDRL, HP, KLIC, MTX, MSGE, AHT
Performance Summary
Total Trades
13
Total P&L
$-6556.25
Notional: $246556.22Total Return
-2.66%
Weighted by notionalWin Rate
7.7%
1 W / 12 LCouldWin Rate
53.8%
7 could / 13 totalAvg P&L
$-504.33
Avg Return: -2.66%Best Win
$783.97
Largest Loss
$-2246.52
Trade Details
13 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 3127525 | COIN | Buy | $317.91 | $312.52 | 59 | -1.7% ($-318.38) | False | $314.51 | 01/08/25 14:41 | 01/08/25 18:03 | 3.4h |
| 3096709 | HIMS | Buy | $43.42 | $42.45 | 437 | -2.25% ($-426.12) | True | $42.48 | 23/06/25 14:28 | 23/06/25 16:35 | 2.1h |
| 3096487 | HIMS | Buy | $44.56 | $43.56 | 426 | -2.25% ($-426.64) | True | $43.74 | 23/06/25 14:25 | 23/06/25 14:27 | 2m |
| 3093602 | HIMS | Buy | $46.33 | $44.53 | 410 | -3.9% ($-740.05) | True | $44.65 | 23/06/25 13:47 | 23/06/25 14:24 | 37m |
| 3237983 | OKTA | Buy | $107.02 | $106.57 | 177 | -0.42% ($-79.65) | False | $106.67 | 28/05/25 15:58 | 28/05/25 19:36 | 3.6h |
| 3235461 | OKTA | Buy | $107.79 | $107.26 | 176 | -0.5% ($-94.16) | False | $107.28 | 28/05/25 15:11 | 28/05/25 15:57 | 46m |
| 3223838 | OKTA | Buy | $94.04 | $92.99 | 202 | -1.12% ($-213.11) | False | $93.01 | 04/04/25 15:13 | 04/04/25 16:01 | 48m |
| 3306493 | LCID | Buy | $2.28 | $2.27 | 8333 | -0.44% ($-83.33) | False | $2.24 | 26/02/25 15:53 | 26/02/25 21:00 | 5.1h |
| 3306272 | LCID | Buy | $2.33 | $2.29 | 8172 | -1.72% ($-326.88) | False | $2.29 | 26/02/25 15:49 | 26/02/25 15:52 | 3m |
| 3308247 | IONQ | Buy | $31.10 | $32.39 | 610 | 4.13% ($783.97) | True | $29.74 | 10/01/25 14:59 | 10/01/25 21:00 | 6h |
| 3309482 | IONQ | Buy | $28.21 | $26.01 | 673 | -7.8% ($-1480.53) | True | $26.01 | 08/01/25 15:10 | 08/01/25 16:28 | 1.3h |
| 3309481 | QBTS | Buy | $4.95 | $4.71 | 3839 | -4.76% ($-904.85) | True | $4.74 | 08/01/25 15:57 | 08/01/25 16:05 | 8m |
| 3306893 | IONQ | Buy | $32.61 | $28.75 | 582 | -11.84% ($-2246.52) | True | $28.79 | 08/01/25 14:40 | 08/01/25 14:51 | 11m |
Strategy DSL
[v251207-1044] LowVolume Basket - AI Keltner Pullback Momentum-941328 + Mut
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}", // Symbol placeholder for runtime injection
fast_ema=16, // Fast EMA period for momentum detection
slow_ema=30, // Slow EMA period for trend direction
vol_period=20, // Period for volume pace comparison
vol_threshold=1, // Volume pace must exceed 1.5x average
bb_period=20, // Bollinger Bands period for volatility channel
bb_dev=2.0, // Bollinger Bands standard deviation multiplier
atr_period=21, // ATR period for risk calculation
atr_mult=2.5, // ATR multiplier for stop loss
risk_frac=0.019 // Risk fraction for position sizing
STRATEGY "AI Keltner Pullback Momentum-941328 + Mut":
TRIGGER:
EMA(CLOSE(sym, 1d), fast_ema) > EMA(CLOSE(sym, 1d), slow_ema)
AND LAST(CLOSE(sym, 1d)) < LOWER(BBANDS(CLOSE(sym, 1d), bb_period, bb_dev))
AND VOL_PACE(sym, 1d, vol_period) > vol_threshold
AND TIME_UTC_IN("09:39", "16:00")
ENTRY: MARKET // Market entry to capture momentum on pullback confirmation
EXIT:
EMA(CLOSE(sym, 1d), fast_ema) < EMA(CLOSE(sym, 1d), slow_ema)
OR LAST(CLOSE(sym, 1d)) > MID(BBANDS(CLOSE(sym, 1d), bb_period, bb_dev))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop loss
SIZING: FIXED_FRACTION(risk_frac) // Position sizing based on fixed risk fraction