SLORZ Backtest Report

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

Total P&L

$5.15

Total Return

0.1%

Win Rate

80.0%

Total Trades

Profit Factor

1.04

Sharpe Ratio

-1.07

Max Drawdown

2.2%

Final Equity

$6,255.15

Avg Win

$36.15

Avg Loss

$-139.44

Largest Win

$59.80

Largest Loss

$-139.44

Avg Hold (bars)

0.0

Commission + Slippage

$4.25

Circuit Breaker

Kill Switch

TRIGGERED

Equity Curve

Trade Log (last 5)

#	Side	Entry	Exit	Shares	P&L	Exit Type	Level
1	BUY	$59.28	$60.17	20	$17.85	grid_target	L1
2	BUY	$58.39	$59.28	30	$26.78	grid_target	L2
3	BUY	$57.51	$58.41	45	$40.16	grid_target	L3
4	BUY	$56.65	$57.54	67	$59.80	grid_target	L4
5	BUY	$55.80	$54.42	101	$-139.44	kill_switch	L5

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_level20

slippage0.01

spacing_dollar2.0

spacing_modefixed_pct

spacing_mult1.0

spacing_pct0.015

trailing_atr_mult0.5

trailing_stopFalse