Backtest Results
Test ID: EXO-EXO-EXO-
Job Notes
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Symbols
3
QS, SOUN, BB
Performance Summary
Total Trades
26
Total P&L
$-2333.30
Notional: $2061666.33Total Return
-0.11%
Weighted by notionalWin Rate
42.3%
11 W / 15 LCouldWin Rate
69.2%
18 could / 26 totalAvg P&L
$-89.74
Avg Return: -0.11%Best Win
$4456.47
Largest Loss
$-3197.50
Trade Details
26 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 3356535 | SOUN | Buy | $18.89 | $18.61 | 4199 | -1.46% ($-1154.73) | False | $18.64 | 23/09/25 14:57 | 23/09/25 15:06 | 9m |
| 3356512 | SOUN | Buy | $15.64 | $15.63 | 5071 | -0.03% ($-26.88) | True | $15.76 | 19/09/25 13:30 | 19/09/25 13:31 | 1m |
| 3356556 | QS | Buy | $10.17 | $9.76 | 7797 | -4.03% ($-3194.43) | True | $9.81 | 08/09/25 13:32 | 08/09/25 13:36 | 4m |
| 3356510 | SOUN | Buy | $12.47 | $12.78 | 6361 | 2.49% ($1971.91) | True | $12.71 | 02/09/25 13:30 | 02/09/25 14:08 | 38m |
| 3356509 | SOUN | Buy | $15.86 | $15.95 | 5000 | 0.57% ($450.00) | True | $16.00 | 12/08/25 13:31 | 12/08/25 14:23 | 52m |
| 3356507 | SOUN | Buy | $14.88 | $14.94 | 5329 | 0.4% ($319.74) | True | $14.35 | 11/08/25 13:45 | 11/08/25 13:47 | 2m |
| 3356539 | SOUN | Buy | $13.76 | $13.61 | 5761 | -1.11% ($-879.70) | False | $13.61 | 08/08/25 15:12 | 08/08/25 15:25 | 13m |
| 3356506 | SOUN | Buy | $13.59 | $13.15 | 5837 | -3.2% ($-2539.10) | True | $13.17 | 08/08/25 13:51 | 08/08/25 14:00 | 9m |
| 3356553 | QS | Buy | $8.88 | $8.74 | 8934 | -1.53% ($-1214.13) | False | $8.74 | 05/08/25 13:31 | 05/08/25 14:04 | 33m |
| 3356595 | QS | Buy | $12.37 | $11.88 | 6410 | -3.96% ($-3140.90) | True | $11.89 | 22/07/25 13:45 | 22/07/25 13:54 | 9m |
| 3356532 | SOUN | Buy | $12.13 | $12.13 | 6539 | 0.01% ($7.85) | True | $12.09 | 21/07/25 16:20 | 21/07/25 16:38 | 18m |
| 3356617 | QS | Buy | $12.00 | $12.24 | 6611 | 2.05% ($1625.64) | True | $12.16 | 21/07/25 14:14 | 21/07/25 14:29 | 15m |
| 3356588 | QS | Buy | $12.75 | $12.93 | 6219 | 1.41% ($1119.42) | True | $12.94 | 17/07/25 13:40 | 17/07/25 14:25 | 45m |
| 3356547 | QS | Buy | $10.28 | $10.81 | 7714 | 5.16% ($4089.19) | True | $10.84 | 15/07/25 13:30 | 15/07/25 14:18 | 48m |
| 3356552 | SOUN | Buy | $12.70 | $12.72 | 6244 | 0.16% ($124.88) | True | $12.60 | 08/07/25 19:59 | 08/07/25 20:00 | 1m |
| 3356644 | QS | Buy | $6.70 | $6.87 | 11835 | 2.54% ($2011.95) | True | $6.81 | 26/06/25 14:31 | 26/06/25 14:46 | 15m |
| 3356605 | QS | Buy | $6.20 | $5.95 | 12790 | -4.03% ($-3197.50) | False | $5.99 | 25/06/25 13:53 | 25/06/25 14:00 | 7m |
| 3356829 | BB | Buy | $4.36 | $4.35 | 18208 | -0.23% ($-182.08) | False | $4.35 | 21/03/25 18:50 | 21/03/25 19:02 | 12m |
| 3356567 | SOUN | Buy | $11.24 | $11.24 | 7058 | 0% ($-2.12) | False | $11.24 | 19/02/25 18:56 | 19/02/25 19:11 | 15m |
| 3356558 | SOUN | Buy | $10.52 | $11.11 | 7538 | 5.62% ($4456.47) | True | $11.12 | 18/02/25 14:30 | 18/02/25 15:07 | 37m |
| 3356597 | SOUN | Buy | $11.70 | $11.45 | 6780 | -2.09% ($-1661.10) | False | $11.47 | 14/02/25 15:08 | 14/02/25 15:19 | 11m |
| 3356560 | SOUN | Buy | $10.97 | $10.88 | 7228 | -0.87% ($-686.66) | True | $10.51 | 14/02/25 14:46 | 14/02/25 14:55 | 9m |
| 3356572 | SOUN | Buy | $16.70 | $16.89 | 4748 | 1.14% ($902.12) | True | $16.62 | 24/01/25 14:51 | 24/01/25 15:06 | 15m |
| 3356577 | SOUN | Buy | $15.50 | $15.41 | 5116 | -0.58% ($-459.93) | True | $15.43 | 21/01/25 16:01 | 21/01/25 16:54 | 53m |
| 3356570 | SOUN | Buy | $15.76 | $15.70 | 5031 | -0.39% ($-308.90) | True | $15.74 | 08/01/25 14:52 | 08/01/25 15:09 | 17m |
| 3356705 | BB | Buy | $4.15 | $4.11 | 19108 | -0.96% ($-764.32) | False | $4.11 | 07/01/25 16:16 | 07/01/25 16:23 | 7m |
Strategy DSL
[aa1c5] CreativeExit_ZScore_Chandelier_181745 | EXIT Opt: RegimeATR MomQual8
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}", // Symbol placeholder for runtime injection
fast_ema=5, // Fast EMA period for breakout confirmation
slow_ema=6, // Slow EMA period for trend filter
vol_min=1_000_000, // Minimum volume filter to avoid low-float stocks
atr_period=14, // ATR period for volatility and risk calculation
atr_mult=2.5, // ATR multiplier for trailing stop
bb_period=14, // Bollinger Bands period for volatility contraction
bb_dev=3, // Bollinger Bands standard deviation multiplier
risk_frac=0.0793 // Risk fraction for position sizing
STRATEGY "Nexus Revert Pulse-381595 + Mut-46cb0d + Mut-996010 + Mut":
TRIGGER:
// Time gate to skip first 5 minutes of trading day (assuming 9:30 AM ET start, convert to UTC)
TIME_UTC_IN("21:40", "20:00")
AND
// Volume filter to avoid low-float microcaps
LAST(VOL(sym, 1m)) >= vol_min
AND
// Volatility contraction: price within tight Bollinger Bands
LAST(CLOSE(sym, 1m)) > LOWER(BBANDS(CLOSE(sym, 1m), bb_period, bb_dev))
AND
LAST(CLOSE(sym, 1m)) < UPPER(BBANDS(CLOSE(sym, 1m), bb_period, bb_dev))
AND
// Breakout signal: price crosses above fast EMA
CROSSUNDER(CLOSE(sym, 1m), EMA(CLOSE(sym, 1m), fast_ema))
AND
// Higher timeframe trend filter (5m) for confirmation
EMA(CLOSE(sym, 5m), fast_ema) > EMA(CLOSE(sym, 5m), slow_ema)
ENTRY: MARKET // Market order for immediate execution on breakout
EXIT:
(REGIME(sym,1m,14,20)==1) AND (LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m),15) - 2.2 * ATR(sym,1m,14))) AND (MOMENTUM_QUALITY(CLOSE(sym,1m),8) < 15)
RISK: TRAIL_ATR(atr_period, atr_mult) // Trailing ATR stop for dynamic risk management
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing based on risk tolerance