Backtest Results

Test ID: 8f4ec463c669
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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

63

Total P&L

$31216.98

Notional: $1971361.12
Total Return

1.58%

Weighted by notional
Win Rate

44.4%

28 W / 35 L
CouldWin Rate

76.2%

48 could / 63 total
Avg P&L

$495.51

Avg Return: 1.58%
Best Win

$50955.15

Largest Loss

$-5456.10

Trade Details 63 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5912805 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
5912828 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
5912815 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
5912869 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
5912882 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
5912868 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
5912839 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
5912517 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
5912864 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
5912524 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
5912849 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
5912541 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
5912845 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
5912836 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
5912833 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
5912832 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
5912831 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
5912559 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
5912846 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
5912557 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
5912848 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
5912852 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
5912855 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
5912577 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
5912837 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
5912835 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
5912842 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
5912841 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
5912838 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
5912856 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
5912844 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
5912843 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
5912891 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
5912592 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
5912834 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
5912881 MDIA Buy $1.25 $1.21 25040 -3.19% ($-999.10) True $1.22 07/07/25 13:55 07/07/25 13:57 2m
5912880 MDIA Buy $1.28 $1.21 24472 -5.39% ($-1688.57) True $1.23 07/07/25 13:32 07/07/25 13:33 1m
5912879 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
5912753 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
5912877 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
5912875 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
5912615 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
5912883 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
5912710 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
5912853 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
5912866 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
5912648 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
5912885 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
5912894 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
5912893 GRNQ Buy $1.30 $1.17 24076 -10% ($-3129.88) True $1.18 19/05/25 13:33 19/05/25 13:33 0m
5912874 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
5912850 KAVL Buy $0.60 $0.58 52236 -3.2% ($-1002.93) True $0.58 07/05/25 14:27 07/05/25 14:53 26m
5912684 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
5912859 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
5912857 ORBS Buy $1.50 $1.35 20866 -10% ($-3129.90) True $1.40 30/04/25 13:30 30/04/25 13:37 7m
5912720 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
5912884 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
5912860 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
5912769 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
5912757 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
5912750 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
5912747 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
5912770 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 [v260104-1037] |100
Job Like 
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: 
  ZSCORE(CLOSE(sym,1d), 20) < -2.0 AND ATR_RATIO(sym,1d, 7, 21) > 1.5 AND MOMENTUM_QUALITY(CLOSE(sym,1d), 10) < 20
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk