SLORZ Backtest Report

UDOW | 261 bars | Generated 2026-03-18 12:48
Total P&L
$466.46
Total Return
7.5%
Win Rate
100.0%
Total Trades
25
Profit Factor
466.46
Sharpe Ratio
3.33
Max Drawdown
0.0%
Final Equity
$6,716.46
Avg Win
$18.66
Avg Loss
$0.00
Largest Win
$53.63
Largest Loss
$4.20
Avg Hold (bars)
0.0
Commission + Slippage
$15.70
Circuit Breaker
OK
Kill Switch
OK

Equity Curve

Trade Log (last 25)

#SideEntryExitSharesP&LExit TypeLevel
1BUY$89.49$90.3812$10.73grid_targetL1
2BUY$88.59$89.4918$16.09grid_targetL2
3BUY$87.71$88.6027$24.13grid_targetL3
4BUY$86.83$87.7240$35.75grid_targetL4
5BUY$85.96$86.8560$53.63grid_targetL5
6BUY$71.19$71.9012$8.51grid_targetL1
7BUY$70.48$71.1918$12.76grid_targetL2
8BUY$69.77$70.4827$19.14grid_targetL3
9BUY$69.08$69.7940$28.36grid_targetL4
10BUY$68.39$69.1060$42.54grid_targetL5
11BUY$56.87$57.4312$6.77grid_targetL1
12BUY$56.30$56.8618$10.16grid_targetL2
13BUY$55.73$56.3027$15.24grid_targetL3
14BUY$55.18$55.7440$22.57grid_targetL4
15BUY$54.63$55.1960$33.86grid_targetL5
16BUY$45.96$46.4112$5.45grid_targetL1
17BUY$45.50$45.9518$8.17grid_targetL2
18BUY$45.04$45.5027$12.26grid_targetL3
19BUY$44.59$45.0540$18.16grid_targetL4
20BUY$44.15$44.6060$27.25grid_targetL5
21BUY$35.64$35.9912$4.20grid_targetL1
22BUY$35.28$35.6318$6.30grid_targetL2
23BUY$34.93$35.2827$9.45grid_targetL3
24BUY$34.58$34.9340$14.00grid_targetL4
25BUY$34.24$34.5960$20.99grid_targetL5

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_level12
slippage0.01
spacing_dollar2.0
spacing_modefixed_pct
spacing_mult1.0
spacing_pct0.01
trailing_atr_mult0.5
trailing_stopFalse