SLORZ Backtest Report

SPXL | 261 bars | Generated 2026-03-18 12:48

Total P&L

$-16.33

Total Return

-0.3%

Win Rate

88.9%

Total Trades

9

Profit Factor

0.94

Sharpe Ratio

-0.13

Max Drawdown

4.1%

Final Equity

$6,233.67

Avg Win

$31.37

Avg Loss

$-267.31

Largest Win

$67.30

Largest Loss

$-267.31

Avg Hold (bars)

0.0

Commission + Slippage

$2.32

Circuit Breaker

OK

Kill Switch

TRIGGERED

Equity Curve

Trade Log (last 9)

#	Side	Entry	Exit	Shares	P&L	Exit Type	Level
1	BUY	$185.53	$187.77	6	$13.46	grid_target	L1
2	BUY	$183.30	$185.54	9	$20.19	grid_target	L2
3	BUY	$181.10	$183.34	13	$29.16	grid_target	L3
4	BUY	$178.93	$181.17	20	$44.86	grid_target	L4
5	BUY	$176.78	$179.02	30	$67.30	grid_target	L5
6	BUY	$224.35	$227.06	6	$16.29	grid_target	L1
7	BUY	$221.65	$224.37	9	$24.43	grid_target	L2
8	BUY	$218.99	$221.71	13	$35.29	grid_target	L3
9	BUY	$216.37	$203.00	20	$-267.31	kill_switch	L4

Configuration

asymmetricFalse

atr_period14

buy_levels5

cb_fills3

cb_window_bars12

circuit_breakerFalse

commission0.0

geometricTrue

grid_levels5

initial_capital6250.0

max_drawdown0.1

partial_exitFalse

partial_pct0.7

pyramidTrue

pyramid_factor1.5

recenter_atr_mult3.0

recenter_enabledTrue

rsi_filterFalse

rsi_max_buy65

rsi_period14

sell_levels3

shares_per_level6

slippage0.01

spacing_dollar2.0

spacing_modefixed_pct

spacing_mult1.0

spacing_pct0.012

trailing_atr_mult0.5

trailing_stopFalse