Backtest Results
Test ID: EXO-EXO-EXO-
Job Notes
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Symbols
3
QS, BB, RIOT
Performance Summary
Total Trades
12
Total P&L
$-2097.77
Notional: $951556.42Total Return
-0.22%
Weighted by notionalWin Rate
41.7%
5 W / 7 LCouldWin Rate
66.7%
8 could / 12 totalAvg P&L
$-174.81
Avg Return: -0.22%Best Win
$4357.64
Largest Loss
$-3197.50
Trade Details
12 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 3425492 | QS | Buy | $10.17 | $10.10 | 7797 | -0.74% ($-583.22) | True | $9.81 | 08/09/25 13:32 | 08/09/25 13:34 | 2m |
| 3425468 | QS | Buy | $8.88 | $8.59 | 8934 | -3.26% ($-2587.29) | False | $8.27 | 05/08/25 13:31 | 05/08/25 13:32 | 1m |
| 3425053 | QS | Buy | $12.37 | $11.97 | 6410 | -3.27% ($-2596.69) | True | $11.89 | 22/07/25 13:45 | 22/07/25 13:53 | 8m |
| 3425100 | QS | Buy | $12.00 | $12.09 | 6611 | 0.75% ($594.99) | True | $11.80 | 21/07/25 14:14 | 21/07/25 14:15 | 1m |
| 3425045 | QS | Buy | $12.75 | $13.00 | 6219 | 1.92% ($1523.66) | True | $12.94 | 17/07/25 13:40 | 17/07/25 14:22 | 42m |
| 3425023 | QS | Buy | $10.28 | $10.84 | 7714 | 5.5% ($4357.64) | True | $10.84 | 15/07/25 13:30 | 15/07/25 14:18 | 48m |
| 3425135 | QS | Buy | $6.70 | $6.79 | 11835 | 1.34% ($1065.15) | True | $6.81 | 26/06/25 14:31 | 26/06/25 14:47 | 16m |
| 3425063 | 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 |
| 3425166 | RIOT | Buy | $7.38 | $7.37 | 10752 | -0.01% ($-6.45) | False | $7.31 | 29/04/25 14:59 | 29/04/25 15:00 | 1m |
| 3425396 | BB | Buy | $4.36 | $4.37 | 18208 | 0.23% ($182.08) | True | $4.35 | 21/03/25 18:50 | 21/03/25 18:54 | 4m |
| 3425047 | RIOT | Buy | $13.03 | $13.00 | 6086 | -0.23% ($-181.36) | True | $12.64 | 22/01/25 14:43 | 22/01/25 14:45 | 2m |
| 3425187 | BB | Buy | $4.15 | $4.12 | 19108 | -0.84% ($-668.78) | False | $4.11 | 07/01/25 16:16 | 07/01/25 16:23 | 7m |
Strategy DSL
[aa1c5] CreativeExit_VolExhaustRSI_123338 | EXIT Opt: ChandMomQuality9
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:
LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m),18) - 2.8 * ATR(sym,1m,14)) AND MOMENTUM_QUALITY(CLOSE(sym,1m),9) < 12
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