Strategy

My runs

Entries

Checked on each bar's close. Filled at the next bar's open.

Signal exits

Stops & targets

Stop loss

Profit target

Trailing stop

Bar ATR period

Daily ATR period (days)

Max bars in trade

Levels are set from the fill price. If one bar hits both the stop and the target, the stop is assumed. A bar that gaps through a level fills at the open. Daily ATR is the average daily range of the previous days, usually the right scale for day-trading stops. A bar ATR on 5-minute bars is only a sliver of that, often smaller than the costs.

Trading day

Flat at session close

No entries before

No entries after

Force exit at

Skip first N bars

Max trades / day

Daily loss limit %

Times are exchange-local. Stocks and futures: 09:30 to 16:00 New York time. Forex: London time, one session per London day. Crypto: UTC days. On daily bars, positions are held overnight.

Position size

Size each trade by

Value

Max leverage

Whole shares only

"% equity risked" sizes each trade so that hitting the stop loses exactly that share of equity. Every size is capped at equity × max leverage.

Costs

Slippage (bps / fill)

Commission / share $

Commission / order $

Commission % value

Slippage goes against you on every fill, including stops (1 bp = 0.01%). Per-share commission is capped at 1% of the order value.

A backtest is not a forecast. Fills are at the next bar's open plus your slippage. Stops and targets fill at their level unless the bar gaps through them. Partial fills, halts, short borrow and PDT rules aren't modelled. How far back the history goes depends on the market and bar size. The status bar under the controls shows what's available. For study, not investment advice.

Results

Loading the example run...

Candles for one session, with the strategy's indicators and every fill.

Days with trades Positions

Trade log

Breakdown