Backtest Results

Job Notes

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Symbols 4

BMNR, PLTR, TSLA, AMIX

Performance Summary

Total Trades

8

Total P&L

$290.09

Notional: $159789.16

Total Return

0.18%

Weighted by notional

Win Rate

50%

4 W / 4 L

CouldWin Rate

87.5%

7 could / 8 total

Avg P&L

$36.26

Avg Return: 0.18%

Best Win

$819.71

Largest Loss

$-742.82

Trade Details 8 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
1289833	PLTR	Buy	$74.01	$74.07	270	0.09% ($17.55)	True	$72.07	27/01/25 14:41	27/01/25 16:28	1.8h
1289831	PLTR	Buy	$74.28	$74.04	269	-0.33% ($-65.64)	True	$72.64	27/01/25 14:35	27/01/25 14:40	5m
1289829	PLTR	Buy	$73.19	$73.96	273	1.05% ($210.21)	True	$72.39	27/01/25 14:30	27/01/25 14:34	4m
1289803	TSLA	Buy	$407.52	$424.24	49	4.11% ($819.71)	True	$402.82	21/01/25 15:11	21/01/25 21:00	5.8h
1289841	PLTR	Buy	$71.02	$73.15	281	3% ($597.97)	True	$70.36	21/01/25 15:12	21/01/25 21:00	5.8h
1289834	PLTR	Buy	$72.04	$71.22	277	-1.14% ($-227.44)	False	$71.29	21/01/25 14:54	21/01/25 15:11	17m
1289837	PLTR	Buy	$77.69	$76.45	257	-1.6% ($-319.45)	True	$76.51	06/01/25 14:36	06/01/25 16:48	2.2h
1289824	AMIX	Buy	$3.50	$3.37	5714	-3.71% ($-742.82)	True	$0.00	02/01/25 14:39	02/01/25 21:00	6.4h

Strategy DSL xxxx delta

Job Like

CONTEXT: #LQDT,BRR,BGY,BALI,RYI,GPI,TAIL,USDX
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",                # Symbol placeholder for runtime injection
fast_period=5,                # Fast period for short-term price action
slow_period=20,               # Slow period for longer-term price action
atr_period=14,                # ATR period for volatility measurement
atr_mult=2.5,                 # ATR multiplier for stop loss
risk_frac=0.02,               # Risk fraction per trade
session_start="09:30",       # Session start time (UTC)
session_end="16:00"          # Session end time (UTC)

STRATEGY "Delta Edge Signal-f035af-6c2b73":
TRIGGER:
TIME_UTC_IN(session_start, session_end)
AND CROSSUNDER(LOW(sym, 1d), MID(BBANDS(CLOSE(sym, 1d), slow_period, 2.0)))
AND LAST(VOL(sym, 1d)) > LAST(VOL(sym, 1d), 1) * 1.2
ENTRY: MARKET
EXIT:
CROSSUNDER(CLOSE(sym,1d), MID(DONCHIAN(HIGH(sym,1d), LOW(sym,1d), 30)))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)

CONTEXT: #LQDT,BRR,BGY,BALI,RYI,GPI,TAIL,USDX
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",                # Symbol placeholder for runtime injection
fast_period=5,                # Fast period for short-term price action
slow_period=20,               # Slow period for longer-term price action
atr_period=14,                # ATR period for volatility measurement
atr_mult=2.5,                 # ATR multiplier for stop loss
risk_frac=0.02,               # Risk fraction per trade
session_start="09:30",       # Session start time (UTC)
session_end="16:00"          # Session end time (UTC)

STRATEGY "Delta Edge Signal-f035af-6c2b73":
TRIGGER:
TIME_UTC_IN(session_start, session_end)
AND CROSSUNDER(LOW(sym, 1d), MID(BBANDS(CLOSE(sym, 1d), slow_period, 2.0)))
AND LAST(VOL(sym, 1d)) > LAST(VOL(sym, 1d), 1) * 1.2
ENTRY: MARKET
EXIT:
CROSSUNDER(CLOSE(sym,1d), MID(DONCHIAN(HIGH(sym,1d), LOW(sym,1d), 30)))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)