Backtest Results
Test ID: EXO-220e2567
Job Notes
No notes yet. Click "Edit Notes" to add.
Symbols
8
AGMH, QBTS, JOBY, CYN, STSS, QUBT, WULF, QS
Performance Summary
Total Trades
20
Total P&L
$20848.27
Notional: $399847.90Total Return
5.21%
Weighted by notionalWin Rate
45%
9 W / 11 LCouldWin Rate
95%
19 could / 20 totalAvg P&L
$1042.41
Avg Return: 5.22%Best Win
$12169.88
Largest Loss
$-1182.73
Trade Details
20 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 6049039 | AGMH | Buy | $10.76 | $15.35 | 1858 | 42.66% ($8528.22) | True | $15.07 | 19/09/25 14:27 | 19/09/25 15:17 | 50m |
| 6049032 | AGMH | Buy | $7.22 | $7.03 | 2770 | -2.63% ($-526.30) | True | $5.76 | 19/09/25 13:41 | 19/09/25 13:42 | 1m |
| 6049054 | STSS | Buy | $16.08 | $15.27 | 1243 | -5.04% ($-1006.83) | True | $14.81 | 27/08/25 14:58 | 27/08/25 15:24 | 26m |
| 6049049 | STSS | Buy | $15.91 | $16.09 | 1257 | 1.13% ($226.39) | True | $14.11 | 27/08/25 14:49 | 27/08/25 14:57 | 8m |
| 6049063 | WULF | Buy | $7.88 | $7.92 | 2537 | 0.48% ($95.90) | True | $7.84 | 14/08/25 14:47 | 14/08/25 15:20 | 33m |
| 6049062 | WULF | Buy | $7.81 | $7.77 | 2560 | -0.51% ($-102.66) | True | $7.64 | 14/08/25 14:35 | 14/08/25 14:40 | 5m |
| 6049071 | CYN | Buy | $22.49 | $21.16 | 889 | -5.92% ($-1182.73) | True | $17.28 | 27/06/25 13:42 | 27/06/25 13:43 | 1m |
| 6049086 | CYN | Buy | $20.90 | $33.63 | 956 | 60.91% ($12169.88) | True | $31.76 | 26/06/25 14:45 | 26/06/25 15:36 | 51m |
| 6049112 | QS | Buy | $6.89 | $6.84 | 2904 | -0.65% ($-130.68) | True | $6.70 | 26/06/25 14:48 | 26/06/25 14:51 | 3m |
| 6049111 | QS | Buy | $6.89 | $6.83 | 2902 | -0.94% ($-188.92) | True | $6.63 | 26/06/25 14:45 | 26/06/25 14:47 | 2m |
| 6049082 | CYN | Buy | $20.41 | $20.90 | 979 | 2.39% ($476.87) | True | $17.95 | 26/06/25 14:41 | 26/06/25 14:44 | 3m |
| 6049076 | CYN | Buy | $17.41 | $19.78 | 1148 | 13.62% ($2721.45) | True | $20.26 | 26/06/25 14:06 | 26/06/25 14:36 | 30m |
| 6049069 | CYN | Buy | $16.80 | $17.81 | 1190 | 6.01% ($1201.90) | True | $14.45 | 26/06/25 13:58 | 26/06/25 14:05 | 7m |
| 6049109 | QS | Buy | $6.20 | $5.91 | 3225 | -4.68% ($-935.25) | False | $5.94 | 25/06/25 13:53 | 25/06/25 14:00 | 7m |
| 6049073 | STSS | Buy | $6.13 | $6.16 | 3262 | 0.49% ($97.86) | True | $5.59 | 04/06/25 14:11 | 04/06/25 14:29 | 18m |
| 6049127 | JOBY | Buy | $8.59 | $8.58 | 2328 | -0.12% ($-24.68) | True | $8.46 | 28/05/25 14:38 | 28/05/25 14:43 | 5m |
| 6049126 | JOBY | Buy | $8.63 | $8.57 | 2318 | -0.64% ($-127.49) | True | $8.40 | 28/05/25 14:22 | 28/05/25 14:24 | 2m |
| 6049122 | QUBT | Buy | $12.05 | $11.70 | 1659 | -2.9% ($-580.65) | True | $11.77 | 16/05/25 14:26 | 16/05/25 14:42 | 16m |
| 6049138 | QBTS | Buy | $8.97 | $9.11 | 2229 | 1.51% ($301.58) | True | $9.07 | 08/05/25 14:41 | 08/05/25 15:00 | 19m |
| 6049136 | QBTS | Buy | $9.06 | $8.98 | 2208 | -0.83% ($-165.60) | True | $8.66 | 08/05/25 14:37 | 08/05/25 14:38 | 1m |
Strategy DSL
[6d065] [v260108-2009] CreativeExit_crossover-ind-mix_195453 | * | EXIT Opt: donch-mid-20
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
fast_ema=11, // Fast EMA period for short-term trend
slow_ema=30, // Slow EMA period for longer-term trend
vol_period=21, // Period for volume pace calculation
atr_period=15, // Period for ATR calculation
atr_mult=3, // Multiplier for ATR-based trailing stop
risk_frac=0.02, // Risk fraction for position sizing
min_price=4, // Minimum price filter
adr_threshold=0.02, // Minimum ADR threshold (1%)
avg_vol_threshold=1000000, // Minimum average volume
sector_ema_fast=10, // Fast EMA for sector ETF trend
sector_ema_slow=26 // Slow EMA for sector ETF trend
STRATEGY "Unstable Basket - Stellar Revert Drift-00e7d1 + Mut-6cb7bd + Mut":
TRIGGER:
// Price and volume filters for large-cap, liquid stocks
LAST(CLOSE(sym, 1m)) > min_price
AND ATR(sym, 1d, 9) / LAST(CLOSE(sym, 1d)) > adr_threshold
AND SMA(VOL(sym, 1d), vol_period) > avg_vol_threshold
// Time window: first 174 minutes of session (assuming 10:23-11:00 NY time, adjust to UTC)
AND TIME_UTC_IN("13:37", "15:00")
// Volume pace exhaustion signal on 1m
AND VOL_PACE(sym, 1d, vol_period) > 3
// Short-term reversal signal: price below fast EMA but above slow EMA (mean reversion zone)
AND LAST(CLOSE(sym, 1m)) < EMA(CLOSE(sym, 1m), fast_ema)
AND LAST(CLOSE(sym, 1m)) > EMA(CLOSE(sym, 1m), slow_ema)
// Higher timeframe confirmation (5m trend alignment)
AND EMA(CLOSE(sym, 5m), fast_ema) > EMA(CLOSE(sym, 5m), slow_ema)
ENTRY: MARKET // Market entry for immediacy on short-term reversal signal
EXIT:
CROSSUNDER(CLOSE(sym,1m), MID(DONCHIAN(HIGH(sym,1m), LOW(sym,1m), 20)))
RISK: TRAIL_ATR(atr_period, atr_mult) // Trailing stop based on ATR for dynamic risk control
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk exposure