SLORZ Backtest Report

SPY | 261 bars | Generated 2026-03-18 10:05

Total P&L

$1,812.21

Total Return

1.8%

Win Rate

100.0%

Total Trades

Profit Factor

1812.21

Sharpe Ratio

1.76

Max Drawdown

0.0%

Final Equity

$101,812.20

Avg Win

$453.05

Avg Loss

$0.00

Largest Win

$462.31

Largest Loss

$425.27

Avg Hold (bars)

0.0

Commission + Slippage

$4.00

Circuit Breaker

TRIGGERED

Kill Switch

Equity Curve

Trade Log (last 4)

#	Side	Entry	Exit	Shares	P&L	Exit Type	Level
1	BUY	$559.19	$567.70	50	$425.27	grid_target	L1
2	BUY	$607.83	$617.08	50	$462.31	grid_target	L1
3	BUY	$598.58	$607.82	50	$462.31	grid_target	L2
4	BUY	$589.32	$598.57	50	$462.31	grid_target	L3

Configuration

asymmetricFalse

atr_period14

buy_levels5

cb_fills3

cb_window_bars12

circuit_breakerTrue

commission0.0

geometricFalse

grid_levels5

initial_capital100000.0

max_drawdown0.1

partial_exitFalse

partial_pct0.7

pyramidFalse

pyramid_factor1.5

recenter_atr_mult3.0

recenter_enabledTrue

rsi_filterFalse

rsi_max_buy65

rsi_period14

sell_levels3

shares_per_level50

slippage0.01

spacing_dollar2.0

spacing_modefixed_pct

spacing_mult1.0

spacing_pct0.015

trailing_atr_mult0.5

trailing_stopFalse