Backtest Results
Test ID: 4ce199313ce6
Parent Job:
[bfda4] CreativeExit_chandelier_momentum_decay_050236 | EXIT Opt: trend_decay_bars_since_high_adaptive
Job Notes
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Symbols
100
NOAH, AMDD, MLCI, PXI, BLUW, DNN, BKCG, PTF, IEMG, SLNG, NAOV, NWE, TUR, ESEA, NRXPW, PSA.PRQ, APLD, FIVN, SAIH, ORRF, MRTN, TBFC, MCR, SGML, COTY, LAW, SCHB, GDXY, LBRDA, FIGB, XMHQ, FMAO, STRW, FAPR, SBCF, MMT, OLP, RGEN, CRWU, KAVL, EHC, RAAQ, RICK, DB, JPM.PRM, BSJT, VSHY, ORBS, ANL, BSVN, EMR, CHW, GDMA, ROBO, RNST, SPBC, TPGXL, BNDX, XC, WBTN, SCOR, SABS, MOV, FAX, CGRO, XNCR, LUD, AVS, NRK, MAGN, GIB, COWS, TSMG, VIST, DEHP, DXC, UEC, HYAC, XLY, BITF, ORMP, ZJUL, LOCO, AVBP, MDIA, QQQD, JHCB, NTDOY, EMMF, IRVH, ESLT, IDR, PLTZ, BUCK, FISI, GRNQ, HGV, FTEC, HTRB, FHTX
Performance Summary
Total Trades
93
Total P&L
$37351.73
Notional: $2910340.47Total Return
1.28%
Weighted by notionalWin Rate
47.3%
44 W / 49 LCouldWin Rate
79.6%
74 could / 93 totalAvg P&L
$401.63
Avg Return: 1.28%Best Win
$50955.15
Largest Loss
$-5456.10
Trade Details
93 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 6049435 | RAAQ | Buy | $10.20 | $10.43 | 3068 | 2.21% ($690.30) | True | $0.00 | 14/10/25 14:25 | 14/10/25 19:59 | 5.6h |
| 6049444 | RAAQ | Buy | $10.30 | $10.15 | 3038 | -1.46% ($-455.70) | False | $0.00 | 09/10/25 14:00 | 09/10/25 15:54 | 1.9h |
| 6049437 | RAAQ | Buy | $10.15 | $10.17 | 3083 | 0.2% ($61.66) | True | $0.00 | 08/10/25 13:30 | 08/10/25 18:35 | 5.1h |
| 6049597 | ZJUL | Buy | $28.76 | $28.82 | 1088 | 0.21% ($65.28) | True | $28.73 | 02/10/25 14:55 | 02/10/25 19:59 | 5.1h |
| 6049622 | GRNQ | Buy | $1.60 | $1.53 | 19562 | -4.38% ($-1369.34) | False | $1.53 | 02/10/25 13:59 | 02/10/25 15:44 | 1.8h |
| 6049593 | ZJUL | Buy | $28.81 | $28.78 | 1086 | -0.12% ($-38.01) | False | $28.78 | 02/10/25 14:24 | 02/10/25 14:25 | 1m |
| 6049495 | SCOR | Buy | $8.63 | $8.72 | 3628 | 1.1% ($344.66) | True | $7.62 | 29/09/25 13:30 | 29/09/25 20:00 | 6.5h |
| 6049255 | BKCG | Buy | $35.54 | $35.49 | 880 | -0.14% ($-44.00) | False | $0.00 | 29/09/25 13:59 | 29/09/25 17:48 | 3.8h |
| 6049579 | HYAC | Buy | $11.22 | $11.39 | 2789 | 1.52% ($474.13) | True | $0.00 | 23/09/25 13:30 | 23/09/25 14:30 | 1h |
| 6049254 | TBFC | Buy | $28.21 | $28.11 | 1109 | -0.35% ($-111.01) | False | $0.00 | 17/09/25 13:30 | 17/09/25 16:57 | 3.5h |
| 6049494 | WBTN | Buy | $18.98 | $20.80 | 1649 | 9.59% ($3002.00) | True | $18.31 | 16/09/25 13:47 | 16/09/25 20:00 | 6.2h |
| 6049270 | NAOV | Buy | $9.41 | $10.70 | 3326 | 13.71% ($4290.54) | True | $8.72 | 15/09/25 13:30 | 15/09/25 20:00 | 6.5h |
| 6049508 | CGRO | Buy | $30.30 | $30.29 | 1033 | -0.02% ($-6.71) | False | $0.00 | 12/09/25 14:45 | 12/09/25 15:25 | 40m |
| 6049472 | GDMA | Buy | $37.21 | $37.27 | 841 | 0.16% ($50.46) | True | $0.00 | 10/09/25 13:30 | 10/09/25 19:59 | 6.5h |
| 6049487 | ORBS | Buy | $17.34 | $45.57 | 1805 | 162.8% ($50955.15) | True | $14.72 | 08/09/25 13:36 | 08/09/25 20:00 | 6.4h |
| 6049476 | ORBS | Buy | $22.36 | $18.46 | 1399 | -17.44% ($-5456.10) | True | $20.32 | 08/09/25 13:30 | 08/09/25 13:30 | 0m |
| 6049463 | ANL | Buy | $1.72 | $1.75 | 18197 | 1.74% ($545.91) | True | $1.61 | 05/09/25 14:21 | 05/09/25 19:59 | 5.6h |
| 6049289 | NOAH | Buy | $12.52 | $12.10 | 2500 | -3.35% ($-1050.00) | False | $12.43 | 02/09/25 14:50 | 02/09/25 14:50 | 0m |
| 6049527 | CGRO | Buy | $28.56 | $28.57 | 1096 | 0.05% ($16.44) | True | $0.00 | 27/08/25 13:47 | 27/08/25 18:35 | 4.8h |
| 6049287 | BKCG | Buy | $34.68 | $34.72 | 902 | 0.12% ($38.34) | True | $0.00 | 26/08/25 14:51 | 26/08/25 19:37 | 4.8h |
| 6049522 | CGRO | Buy | $29.71 | $29.50 | 1053 | -0.7% ($-219.97) | False | $0.00 | 25/08/25 13:59 | 25/08/25 19:39 | 5.7h |
| 6049515 | CGRO | Buy | $28.33 | $28.35 | 1104 | 0.07% ($22.08) | True | $0.00 | 13/08/25 14:37 | 13/08/25 20:00 | 5.4h |
| 6049519 | WBTN | Buy | $13.50 | $12.68 | 2318 | -6.06% ($-1896.82) | True | $12.98 | 13/08/25 13:30 | 13/08/25 13:30 | 0m |
| 6049485 | KAVL | Buy | $0.62 | $0.69 | 50786 | 11.16% ($3494.08) | True | $0.52 | 07/08/25 14:50 | 07/08/25 15:35 | 45m |
| 6049294 | PTF | Buy | $68.26 | $67.82 | 458 | -0.64% ($-199.23) | False | $67.87 | 07/08/25 14:30 | 07/08/25 15:33 | 1.1h |
| 6049483 | KAVL | Buy | $0.61 | $0.59 | 51378 | -2.79% ($-873.43) | True | $0.51 | 07/08/25 14:48 | 07/08/25 14:49 | 1m |
| 6049480 | KAVL | Buy | $0.59 | $0.59 | 53032 | -0.69% ($-217.43) | True | $0.49 | 07/08/25 14:46 | 07/08/25 14:47 | 1m |
| 6049473 | KAVL | Buy | $0.60 | $0.56 | 52428 | -5.86% ($-1834.98) | True | $0.57 | 07/08/25 14:33 | 07/08/25 14:33 | 0m |
| 6049471 | KAVL | Buy | $0.59 | $0.56 | 53321 | -3.88% ($-1215.72) | True | $0.56 | 07/08/25 14:19 | 07/08/25 14:21 | 2m |
| 6049512 | ORBS | Buy | $1.78 | $2.45 | 17590 | 37.69% ($11795.85) | True | $1.70 | 25/07/25 13:48 | 25/07/25 20:00 | 6.2h |
| 6049509 | ORBS | Buy | $1.86 | $1.76 | 16873 | -5.09% ($-1592.81) | True | $1.76 | 25/07/25 13:37 | 25/07/25 13:47 | 10m |
| 6049507 | ORBS | Buy | $1.94 | $1.86 | 16175 | -3.88% ($-1213.13) | True | $1.88 | 25/07/25 13:30 | 25/07/25 13:30 | 0m |
| 6049538 | SABS | Buy | $3.52 | $3.36 | 8892 | -4.54% ($-1420.94) | True | $3.38 | 21/07/25 13:30 | 21/07/25 15:52 | 2.4h |
| 6049502 | SPBC | Buy | $42.07 | $41.91 | 743 | -0.38% ($-118.88) | False | $41.94 | 16/07/25 14:38 | 16/07/25 15:36 | 58m |
| 6049514 | ORBS | Buy | $1.34 | $1.45 | 23358 | 8.21% ($2569.38) | True | $0.00 | 14/07/25 13:32 | 14/07/25 20:00 | 6.5h |
| 6049651 | GRNQ | Buy | $2.21 | $2.42 | 14162 | 9.5% ($2972.60) | True | $2.16 | 11/07/25 14:56 | 11/07/25 20:00 | 5.1h |
| 6049315 | BKCG | Buy | $34.37 | $34.38 | 910 | 0.03% ($10.01) | True | $34.30 | 08/07/25 14:59 | 08/07/25 19:59 | 5h |
| 6049694 | MDIA | Buy | $1.41 | $1.39 | 22206 | -1.39% ($-435.24) | False | $1.38 | 07/07/25 15:00 | 07/07/25 15:01 | 1m |
| 6049693 | MDIA | Buy | $1.41 | $1.40 | 22209 | -0.35% ($-108.82) | False | $1.38 | 07/07/25 14:58 | 07/07/25 14:59 | 1m |
| 6049692 | MDIA | Buy | $1.42 | $1.40 | 22102 | -1.49% ($-466.35) | False | $1.39 | 07/07/25 14:56 | 07/07/25 14:57 | 1m |
| 6049691 | MDIA | Buy | $1.40 | $1.42 | 22355 | 1.06% ($333.09) | True | $1.38 | 07/07/25 14:54 | 07/07/25 14:55 | 1m |
| 6049690 | MDIA | Buy | $1.39 | $1.39 | 22524 | 0.03% ($9.01) | True | $1.36 | 07/07/25 14:52 | 07/07/25 14:53 | 1m |
| 6049689 | MDIA | Buy | $1.37 | $1.39 | 22846 | 1.39% ($434.07) | True | $1.34 | 07/07/25 14:50 | 07/07/25 14:51 | 1m |
| 6049687 | MDIA | Buy | $1.37 | $1.37 | 22846 | -0.26% ($-79.96) | True | $1.34 | 07/07/25 14:46 | 07/07/25 14:47 | 1m |
| 6049685 | MDIA | Buy | $1.37 | $1.36 | 22930 | -0.37% ($-114.65) | True | $1.34 | 07/07/25 14:42 | 07/07/25 14:43 | 1m |
| 6049684 | MDIA | Buy | $1.36 | $1.36 | 23014 | 0.15% ($46.03) | True | $1.33 | 07/07/25 14:40 | 07/07/25 14:41 | 1m |
| 6049683 | MDIA | Buy | $1.32 | $1.35 | 23710 | 2.26% ($708.93) | True | $1.29 | 07/07/25 14:38 | 07/07/25 14:39 | 1m |
| 6049682 | MDIA | Buy | $1.36 | $1.34 | 23014 | -1.45% ($-453.38) | True | $1.33 | 07/07/25 14:36 | 07/07/25 14:37 | 1m |
| 6049681 | MDIA | Buy | $1.36 | $1.36 | 23001 | -0.04% ($-11.50) | True | $1.32 | 07/07/25 14:34 | 07/07/25 14:35 | 1m |
| 6049680 | MDIA | Buy | $1.38 | $1.37 | 22763 | -0.31% ($-97.88) | True | $1.34 | 07/07/25 14:32 | 07/07/25 14:33 | 1m |
| 6049675 | MDIA | Buy | $1.37 | $1.38 | 22831 | 0.62% ($194.06) | True | $1.33 | 07/07/25 14:30 | 07/07/25 14:31 | 1m |
| 6049673 | MDIA | Buy | $1.34 | $1.34 | 23358 | -0.37% ($-116.79) | True | $1.30 | 07/07/25 14:28 | 07/07/25 14:29 | 1m |
| 6049669 | MDIA | Buy | $1.36 | $1.37 | 22999 | 0.66% ($206.99) | True | $1.32 | 07/07/25 14:24 | 07/07/25 14:25 | 1m |
| 6049665 | MDIA | Buy | $1.31 | $1.35 | 23880 | 3% ($938.48) | True | $1.28 | 07/07/25 14:20 | 07/07/25 14:21 | 1m |
| 6049664 | MDIA | Buy | $1.32 | $1.31 | 23726 | -0.7% ($-218.28) | True | $1.29 | 07/07/25 14:18 | 07/07/25 14:19 | 1m |
| 6049663 | MDIA | Buy | $1.29 | $1.30 | 24357 | 1.17% ($365.36) | True | $1.26 | 07/07/25 14:16 | 07/07/25 14:17 | 1m |
| 6049661 | MDIA | Buy | $1.29 | $1.29 | 24357 | 0.39% ($121.79) | True | $1.25 | 07/07/25 14:14 | 07/07/25 14:15 | 1m |
| 6049660 | MDIA | Buy | $1.28 | $1.28 | 24449 | -0.41% ($-127.13) | True | $1.24 | 07/07/25 14:12 | 07/07/25 14:13 | 1m |
| 6049659 | MDIA | Buy | $1.29 | $1.27 | 24357 | -1.17% ($-365.36) | True | $1.24 | 07/07/25 14:10 | 07/07/25 14:11 | 1m |
| 6049469 | VSHY | Buy | $21.82 | $21.83 | 1434 | 0.06% ($19.07) | True | $0.00 | 07/07/25 14:09 | 07/07/25 14:10 | 1m |
| 6049654 | MDIA | Buy | $1.28 | $1.29 | 24451 | 0.38% ($119.81) | True | $1.24 | 07/07/25 14:08 | 07/07/25 14:09 | 1m |
| 6049652 | MDIA | Buy | $1.28 | $1.29 | 24453 | 0.39% ($122.27) | True | $1.23 | 07/07/25 14:06 | 07/07/25 14:07 | 1m |
| 6049643 | MDIA | Buy | $1.28 | $1.29 | 24549 | 1.16% ($363.33) | True | $1.23 | 07/07/25 14:02 | 07/07/25 14:03 | 1m |
| 6049641 | MDIA | Buy | $1.27 | $1.28 | 24630 | 0.72% ($226.60) | True | $1.23 | 07/07/25 14:00 | 07/07/25 14:01 | 1m |
| 6049640 | MDIA | Buy | $1.24 | $1.27 | 25227 | 2.36% ($739.15) | True | $1.20 | 07/07/25 13:58 | 07/07/25 13:59 | 1m |
| 6049635 | MDIA | Buy | $1.25 | $1.24 | 25056 | -0.68% ($-212.98) | True | $1.20 | 07/07/25 13:34 | 07/07/25 13:35 | 1m |
| 6049630 | MDIA | Buy | $1.28 | $1.24 | 24472 | -3.44% ($-1076.77) | True | $1.23 | 07/07/25 13:32 | 07/07/25 13:33 | 1m |
| 6049625 | MDIA | Buy | $1.27 | $1.24 | 24630 | -2.42% ($-758.60) | True | $1.24 | 07/07/25 13:30 | 07/07/25 13:31 | 1m |
| 6049424 | FAPR | Buy | $42.20 | $42.22 | 741 | 0.05% ($14.89) | True | $42.11 | 02/07/25 14:29 | 02/07/25 19:45 | 5.3h |
| 6049629 | ZJUL | Buy | $28.18 | $28.23 | 1110 | 0.18% ($55.50) | True | $28.11 | 01/07/25 14:22 | 01/07/25 19:59 | 5.6h |
| 6049626 | ZJUL | Buy | $28.23 | $28.18 | 1108 | -0.18% ($-55.40) | False | $28.20 | 01/07/25 13:48 | 01/07/25 13:48 | 0m |
| 6049337 | BKCG | Buy | $33.96 | $33.66 | 921 | -0.88% ($-276.30) | False | $0.00 | 11/06/25 14:57 | 11/06/25 19:30 | 4.6h |
| 6049639 | ZJUL | Buy | $27.73 | $27.78 | 1128 | 0.18% ($56.40) | True | $0.00 | 04/06/25 14:17 | 04/06/25 19:56 | 5.7h |
| 6049368 | APLD | Buy | $9.90 | $10.06 | 3161 | 1.62% ($506.08) | True | $9.65 | 02/06/25 15:00 | 02/06/25 20:00 | 5h |
| 6049525 | SPBC | Buy | $39.42 | $39.45 | 794 | 0.08% ($23.82) | True | $39.13 | 30/05/25 14:12 | 30/05/25 19:08 | 4.9h |
| 6049574 | LUD | Buy | $4.10 | $4.08 | 7634 | -0.49% ($-152.68) | False | $0.00 | 27/05/25 14:54 | 27/05/25 19:35 | 4.7h |
| 6049347 | SAIH | Buy | $6.87 | $6.26 | 4555 | -8.89% ($-2783.11) | True | $6.35 | 23/05/25 14:11 | 23/05/25 15:31 | 1.3h |
| 6049644 | UEC | Buy | $6.41 | $6.30 | 4886 | -1.72% ($-537.46) | False | $6.31 | 23/05/25 14:48 | 23/05/25 15:09 | 21m |
| 6049670 | GRNQ | Buy | $1.16 | $1.28 | 26982 | 10.34% ($3237.84) | True | $1.11 | 19/05/25 13:55 | 19/05/25 20:00 | 6.1h |
| 6049668 | GRNQ | Buy | $1.30 | $1.17 | 24076 | -10% ($-3129.88) | True | $1.18 | 19/05/25 13:33 | 19/05/25 13:33 | 0m |
| 6049617 | COWS | Buy | $26.59 | $26.73 | 1177 | 0.53% ($164.78) | True | $0.00 | 07/05/25 14:22 | 07/05/25 16:36 | 2.2h |
| 6049524 | KAVL | Buy | $0.60 | $0.58 | 52236 | -3.2% ($-1002.93) | False | $0.58 | 07/05/25 14:27 | 07/05/25 14:53 | 26m |
| 6049353 | PTF | Buy | $59.87 | $60.26 | 522 | 0.65% ($203.58) | True | $59.43 | 02/05/25 13:44 | 02/05/25 19:59 | 6.3h |
| 6049554 | ORBS | Buy | $1.38 | $1.30 | 22681 | -5.8% ($-1814.48) | True | $1.27 | 30/04/25 13:38 | 30/04/25 20:00 | 6.4h |
| 6049548 | ORBS | Buy | $1.50 | $1.35 | 20866 | -10% ($-3129.90) | True | $1.40 | 30/04/25 13:30 | 30/04/25 13:37 | 7m |
| 6049384 | NAOV | Buy | $8.04 | $7.29 | 3893 | -9.33% ($-2919.75) | True | $7.46 | 08/04/25 13:30 | 08/04/25 19:14 | 5.7h |
| 6049632 | IRVH | Buy | $21.37 | $21.76 | 1464 | 1.83% ($573.89) | True | $0.00 | 04/04/25 14:14 | 04/04/25 19:22 | 5.1h |
| 6049563 | CGRO | Buy | $28.12 | $28.18 | 1113 | 0.21% ($66.67) | True | $0.00 | 18/03/25 14:32 | 18/03/25 19:52 | 5.3h |
| 6049407 | NAOV | Buy | $3.16 | $2.78 | 9907 | -11.98% ($-3748.81) | True | $2.79 | 17/03/25 13:39 | 17/03/25 14:36 | 57m |
| 6049406 | NAOV | Buy | $3.53 | $3.15 | 8867 | -10.9% ($-3412.91) | False | $3.22 | 17/03/25 13:35 | 17/03/25 13:38 | 3m |
| 6049400 | NAOV | Buy | $3.80 | $3.54 | 8237 | -6.84% ($-2139.97) | True | $3.61 | 17/03/25 13:32 | 17/03/25 13:34 | 2m |
| 6049398 | NAOV | Buy | $3.90 | $3.75 | 8026 | -3.84% ($-1201.49) | True | $3.76 | 17/03/25 13:30 | 17/03/25 13:30 | 0m |
| 6049418 | NAOV | Buy | $0.64 | $0.56 | 49059 | -11.55% ($-3615.65) | True | $0.58 | 14/02/25 14:45 | 14/02/25 14:45 | 0m |
Strategy DSL
[v260111-1246] [bfda4] CreativeExit_chandelier_momentum_decay_050236 | EXIT Opt: trend_decay_bars_since_high_adaptive
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
fast_ema=10, // Fast EMA period for momentum
slow_ema=26, // Slow EMA period for trend direction
vol_pace_threshold=3,// Volume pace must exceed 2.5x avg
atr_period=26, // ATR period for risk calculation
atr_mult=2.0, // ATR multiplier for stop loss
risk_frac=0.0313, // Risk fraction per trade
gap_threshold=1 // Gap threshold of 2% (2 as multiplier)
STRATEGY "AI Strategy - Overnight Gap Momentum-048718 + Mut":
TRIGGER:
// Check for overnight gap > 1%
LAST(OPEN(sym, 1d)) / LAST(CLOSE(sym, 1d), 4) > gap_threshold
AND
// Higher timeframe trend confirmation (1d EMA alignment)
EMA(CLOSE(sym, 1d), fast_ema) > EMA(CLOSE(sym, 1d), slow_ema)
AND
// Volume pace confirmation (must exceed threshold)
VOL_PACE(sym, 1d, 10) > vol_pace_threshold
AND
// Restrict to first 90 minutes of session (UTC time for US market open 9:30 AM ET)
TIME_UTC_IN("10:30", "15:00")
ENTRY: MARKET // Market entry to capture immediate momentum post-gap
EXIT:
(ADX(sym,1d,14) > 25) AND (BARS_SINCE_HIGH(HIGH(sym,1d), 20) > 7) AND (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 8) - 1.5 * ATR(sym,1d, 7)))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk