Backtest Results
Test ID: EXO-EXO-EXO-
Job Notes
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Symbols
3
QS, SOUN, RGTI
Performance Summary
Total Trades
105
Total P&L
$-59.73
Notional: $8325693.88Total Return
0%
Weighted by notionalWin Rate
51.4%
54 W / 51 LCouldWin Rate
85.7%
90 could / 105 totalAvg P&L
$-0.57
Avg Return: 0%Best Win
$8781.36
Largest Loss
$-3439.52
Trade Details
105 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 3498042 | RGTI | Buy | $47.11 | $46.87 | 1683 | -0.51% ($-403.92) | True | $45.87 | 10/10/25 13:32 | 10/10/25 13:33 | 1m |
| 3498152 | RGTI | Buy | $46.12 | $45.89 | 1719 | -0.49% ($-385.06) | True | $45.47 | 09/10/25 13:54 | 09/10/25 14:02 | 8m |
| 3498128 | RGTI | Buy | $44.04 | $44.60 | 1800 | 1.27% ($1004.58) | True | $42.73 | 08/10/25 13:52 | 08/10/25 13:54 | 2m |
| 3498053 | RGTI | Buy | $46.87 | $45.25 | 1691 | -3.47% ($-2747.88) | False | $45.05 | 08/10/25 13:35 | 08/10/25 13:43 | 8m |
| 3498218 | RGTI | Buy | $45.30 | $44.91 | 1750 | -0.86% ($-682.50) | False | $44.80 | 07/10/25 14:24 | 07/10/25 14:36 | 12m |
| 3498081 | RGTI | Buy | $43.15 | $42.69 | 1837 | -1.07% ($-845.02) | True | $41.18 | 07/10/25 13:36 | 07/10/25 13:37 | 1m |
| 3498114 | RGTI | Buy | $36.44 | $36.57 | 2176 | 0.37% ($293.76) | True | $35.49 | 03/10/25 13:44 | 03/10/25 13:45 | 1m |
| 3498189 | RGTI | Buy | $33.29 | $34.65 | 2382 | 4.09% ($3239.52) | True | $34.71 | 02/10/25 14:11 | 02/10/25 14:33 | 22m |
| 3498049 | RGTI | Buy | $30.47 | $29.67 | 2602 | -2.63% ($-2081.60) | True | $29.06 | 25/09/25 13:34 | 25/09/25 13:37 | 3m |
| 3498031 | RGTI | Buy | $32.37 | $31.92 | 2449 | -1.41% ($-1114.30) | True | $31.23 | 24/09/25 13:30 | 24/09/25 13:31 | 1m |
| 3498040 | SOUN | Buy | $18.89 | $18.92 | 4199 | 0.19% ($152.84) | True | $18.64 | 23/09/25 14:57 | 23/09/25 14:58 | 1m |
| 3498033 | 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 |
| 3498032 | RGTI | Buy | $22.60 | $22.46 | 3508 | -0.62% ($-490.77) | True | $22.19 | 18/09/25 13:30 | 18/09/25 13:31 | 1m |
| 3498167 | RGTI | Buy | $19.11 | $19.78 | 4149 | 3.5% ($2779.00) | True | $19.60 | 12/09/25 13:56 | 12/09/25 14:37 | 41m |
| 3498048 | QS | Buy | $10.10 | $9.90 | 7855 | -1.98% ($-1571.00) | False | $9.38 | 08/09/25 13:34 | 08/09/25 13:35 | 1m |
| 3498037 | QS | Buy | $10.17 | $10.25 | 7797 | 0.79% ($624.54) | True | $9.81 | 08/09/25 13:32 | 08/09/25 13:33 | 1m |
| 3498034 | SOUN | Buy | $12.47 | $12.24 | 6361 | -1.77% ($-1401.96) | True | $12.09 | 02/09/25 13:30 | 02/09/25 13:31 | 1m |
| 3498069 | RGTI | Buy | $16.34 | $15.96 | 4853 | -2.33% ($-1844.14) | True | $15.33 | 13/08/25 13:33 | 13/08/25 13:34 | 1m |
| 3498035 | SOUN | Buy | $15.86 | $16.11 | 5000 | 1.58% ($1250.00) | True | $15.86 | 12/08/25 13:31 | 12/08/25 13:46 | 15m |
| 3498041 | SOUN | Buy | $14.88 | $15.16 | 5329 | 1.89% ($1496.92) | True | $14.68 | 11/08/25 13:45 | 11/08/25 13:51 | 6m |
| 3498073 | SOUN | Buy | $13.76 | $13.79 | 5761 | 0.2% ($157.85) | True | $13.53 | 08/08/25 15:12 | 08/08/25 15:13 | 1m |
| 3498045 | SOUN | Buy | $13.59 | $13.36 | 5837 | -1.69% ($-1342.51) | True | $13.17 | 08/08/25 13:51 | 08/08/25 13:58 | 7m |
| 3498530 | RGTI | Buy | $16.04 | $16.04 | 4945 | 0.03% ($23.24) | True | $15.95 | 06/08/25 18:17 | 06/08/25 18:18 | 1m |
| 3498064 | 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 |
| 3498531 | RGTI | Buy | $15.67 | $15.68 | 5062 | 0.11% ($85.04) | True | $15.55 | 04/08/25 18:23 | 04/08/25 18:24 | 1m |
| 3498127 | QS | Buy | $12.37 | $12.21 | 6410 | -1.29% ($-1026.24) | True | $11.75 | 22/07/25 13:45 | 22/07/25 13:49 | 4m |
| 3498055 | SOUN | Buy | $12.13 | $12.07 | 6539 | -0.47% ($-370.76) | False | $11.96 | 21/07/25 16:20 | 21/07/25 16:21 | 1m |
| 3498200 | 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 |
| 3498191 | QS | Buy | $13.14 | $13.15 | 6035 | 0.09% ($69.40) | True | $12.91 | 17/07/25 14:16 | 17/07/25 14:18 | 2m |
| 3498110 | QS | Buy | $12.75 | $12.79 | 6219 | 0.31% ($248.76) | True | $12.67 | 17/07/25 13:40 | 17/07/25 13:48 | 8m |
| 3498655 | RGTI | Buy | $16.55 | $16.57 | 4791 | 0.12% ($95.82) | True | $16.34 | 16/07/25 19:59 | 16/07/25 20:00 | 1m |
| 3498295 | RGTI | Buy | $15.20 | $15.13 | 5218 | -0.44% ($-345.43) | True | $14.96 | 16/07/25 15:16 | 16/07/25 15:19 | 3m |
| 3498086 | RGTI | Buy | $14.50 | $14.39 | 5470 | -0.72% ($-574.35) | True | $14.21 | 16/07/25 13:39 | 16/07/25 13:50 | 11m |
| 3498052 | QS | Buy | $10.28 | $10.30 | 7714 | 0.19% ($149.65) | True | $10.10 | 15/07/25 13:30 | 15/07/25 13:31 | 1m |
| 3498076 | 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 |
| 3498442 | RGTI | Buy | $13.36 | $13.30 | 5935 | -0.45% ($-356.10) | False | $13.16 | 03/07/25 17:00 | 03/07/25 17:01 | 1m |
| 3498226 | QS | Buy | $6.70 | $6.83 | 11835 | 1.87% ($1479.38) | True | $6.81 | 26/06/25 14:31 | 26/06/25 14:47 | 16m |
| 3498180 | QS | Buy | $5.95 | $6.01 | 13327 | 1.01% ($800.95) | True | $5.77 | 25/06/25 14:00 | 25/06/25 14:01 | 1m |
| 3498164 | QS | Buy | $6.20 | $6.20 | 12790 | 0.06% ($44.77) | True | $5.99 | 25/06/25 13:53 | 25/06/25 13:55 | 2m |
| 3498038 | RGTI | Buy | $10.68 | $10.58 | 7425 | -0.98% ($-779.63) | False | $10.45 | 23/06/25 13:30 | 23/06/25 13:31 | 1m |
| 3498112 | RGTI | Buy | $11.81 | $11.73 | 6714 | -0.68% ($-537.12) | False | $11.67 | 13/06/25 13:40 | 13/06/25 13:56 | 16m |
| 3498043 | RGTI | Buy | $12.66 | $12.63 | 6263 | -0.23% ($-185.38) | True | $12.70 | 12/06/25 13:31 | 12/06/25 13:32 | 1m |
| 3498204 | RGTI | Buy | $13.19 | $13.35 | 6012 | 1.19% ($940.88) | True | $13.16 | 11/06/25 14:20 | 11/06/25 14:34 | 14m |
| 3498062 | RGTI | Buy | $12.21 | $12.22 | 6497 | 0.12% ($97.46) | True | $11.89 | 11/06/25 13:32 | 11/06/25 13:33 | 1m |
| 3498115 | RGTI | Buy | $11.92 | $11.80 | 6652 | -1.01% ($-798.24) | False | $11.32 | 10/06/25 13:42 | 10/06/25 13:43 | 1m |
| 3498036 | RGTI | Buy | $12.84 | $13.24 | 6176 | 3.12% ($2471.02) | True | $13.00 | 23/05/25 13:30 | 23/05/25 13:31 | 1m |
| 3498251 | RGTI | Buy | $12.35 | $12.38 | 6420 | 0.2% ($156.01) | True | $12.11 | 22/05/25 14:38 | 22/05/25 14:39 | 1m |
| 3498319 | RGTI | Buy | $11.72 | $11.64 | 6768 | -0.69% ($-544.15) | True | $11.55 | 14/05/25 15:26 | 14/05/25 15:36 | 10m |
| 3498119 | RGTI | Buy | $9.81 | $9.98 | 8087 | 1.78% ($1415.23) | True | $9.90 | 14/03/25 13:42 | 14/03/25 13:59 | 17m |
| 3498173 | RGTI | Buy | $8.53 | $8.16 | 9296 | -4.34% ($-3439.52) | True | $7.87 | 06/03/25 14:56 | 06/03/25 14:59 | 3m |
| 3498145 | SOUN | Buy | $11.24 | $11.26 | 7058 | 0.18% ($139.04) | True | $11.22 | 19/02/25 18:56 | 19/02/25 19:04 | 8m |
| 3498284 | RGTI | Buy | $11.26 | $10.98 | 7045 | -2.44% ($-1938.08) | False | $10.79 | 19/02/25 16:06 | 19/02/25 16:15 | 9m |
| 3498133 | SOUN | Buy | $10.52 | $11.22 | 7538 | 6.64% ($5263.03) | True | $11.12 | 18/02/25 14:30 | 18/02/25 14:55 | 25m |
| 3498158 | SOUN | Buy | $11.70 | $11.59 | 6780 | -0.9% ($-711.22) | False | $11.47 | 14/02/25 15:08 | 14/02/25 15:16 | 8m |
| 3498138 | SOUN | Buy | $10.97 | $10.92 | 7228 | -0.45% ($-360.68) | True | $10.42 | 14/02/25 14:46 | 14/02/25 14:47 | 1m |
| 3498051 | RGTI | Buy | $11.94 | $11.97 | 6639 | 0.22% ($177.26) | True | $11.86 | 13/02/25 14:30 | 13/02/25 14:32 | 2m |
| 3498166 | RGTI | Buy | $13.63 | $13.72 | 5818 | 0.66% ($523.62) | True | $13.38 | 06/02/25 14:54 | 06/02/25 14:55 | 1m |
| 3498087 | RGTI | Buy | $14.15 | $14.07 | 5604 | -0.56% ($-443.28) | False | $13.63 | 06/02/25 14:37 | 06/02/25 14:38 | 1m |
| 3498260 | RGTI | Buy | $13.97 | $14.06 | 5676 | 0.65% ($517.65) | True | $13.92 | 04/02/25 15:50 | 04/02/25 16:02 | 12m |
| 3498139 | RGTI | Buy | $14.54 | $14.51 | 5453 | -0.21% ($-163.59) | False | $14.03 | 04/02/25 14:50 | 04/02/25 14:51 | 1m |
| 3498083 | RGTI | Buy | $14.76 | $14.79 | 5372 | 0.2% ($161.16) | True | $14.58 | 04/02/25 14:35 | 04/02/25 14:45 | 10m |
| 3498187 | RGTI | Buy | $13.71 | $14.06 | 5784 | 2.55% ($2024.40) | True | $14.13 | 31/01/25 15:05 | 31/01/25 15:30 | 25m |
| 3498155 | RGTI | Buy | $13.17 | $13.06 | 6021 | -0.83% ($-661.71) | True | $12.70 | 31/01/25 14:50 | 31/01/25 14:51 | 1m |
| 3498154 | RGTI | Buy | $12.61 | $12.39 | 6288 | -1.75% ($-1388.39) | True | $12.21 | 27/01/25 14:51 | 27/01/25 14:53 | 2m |
| 3498215 | RGTI | Buy | $15.31 | $15.72 | 5179 | 2.68% ($2123.39) | True | $15.68 | 24/01/25 15:28 | 24/01/25 15:59 | 31m |
| 3498150 | RGTI | Buy | $14.11 | $14.19 | 5620 | 0.57% ($448.48) | True | $13.67 | 24/01/25 14:51 | 24/01/25 14:52 | 1m |
| 3498140 | SOUN | Buy | $16.70 | $16.60 | 4748 | -0.6% ($-474.80) | True | $16.11 | 24/01/25 14:51 | 24/01/25 14:52 | 1m |
| 3498107 | RGTI | Buy | $14.53 | $14.16 | 5457 | -2.55% ($-2025.09) | True | $13.77 | 24/01/25 14:40 | 24/01/25 14:42 | 2m |
| 3498108 | RGTI | Buy | $14.24 | $13.89 | 5568 | -2.46% ($-1951.58) | False | $13.69 | 23/01/25 14:38 | 23/01/25 14:45 | 7m |
| 3498179 | RGTI | Buy | $13.56 | $13.61 | 5848 | 0.33% ($263.16) | True | $13.08 | 22/01/25 15:01 | 22/01/25 15:02 | 1m |
| 3498079 | RGTI | Buy | $13.74 | $13.82 | 5773 | 0.58% ($461.84) | True | $13.20 | 22/01/25 14:35 | 22/01/25 14:36 | 1m |
| 3498294 | RGTI | Buy | $12.65 | $12.70 | 6271 | 0.44% ($346.79) | True | $12.41 | 21/01/25 16:10 | 21/01/25 16:11 | 1m |
| 3498151 | SOUN | Buy | $15.50 | $15.51 | 5116 | 0.06% ($51.16) | True | $15.12 | 21/01/25 16:01 | 21/01/25 16:02 | 1m |
| 3498184 | RGTI | Buy | $11.62 | $11.81 | 6823 | 1.63% ($1289.55) | True | $11.29 | 21/01/25 15:02 | 21/01/25 15:03 | 1m |
| 3498176 | RGTI | Buy | $12.17 | $11.91 | 6516 | -2.14% ($-1694.16) | True | $11.61 | 21/01/25 14:58 | 21/01/25 15:01 | 3m |
| 3498130 | RGTI | Buy | $12.38 | $12.13 | 6405 | -2.03% ($-1607.66) | True | $11.54 | 21/01/25 14:48 | 21/01/25 14:50 | 2m |
| 3498170 | RGTI | Buy | $10.75 | $10.58 | 7376 | -1.58% ($-1253.92) | False | $10.21 | 17/01/25 14:57 | 17/01/25 14:58 | 1m |
| 3498205 | RGTI | Buy | $10.91 | $10.97 | 7271 | 0.6% ($472.62) | True | $10.60 | 16/01/25 15:19 | 16/01/25 15:20 | 1m |
| 3498174 | RGTI | Buy | $11.21 | $11.17 | 7077 | -0.31% ($-247.70) | True | $10.93 | 16/01/25 14:58 | 16/01/25 15:11 | 13m |
| 3498118 | RGTI | Buy | $10.53 | $10.30 | 7531 | -2.17% ($-1722.34) | True | $9.61 | 16/01/25 14:41 | 16/01/25 14:42 | 1m |
| 3498283 | RGTI | Buy | $10.36 | $10.34 | 7654 | -0.21% ($-168.39) | True | $9.82 | 15/01/25 16:02 | 15/01/25 16:03 | 1m |
| 3498252 | RGTI | Buy | $10.93 | $10.99 | 7255 | 0.54% ($428.05) | True | $10.57 | 15/01/25 15:39 | 15/01/25 15:40 | 1m |
| 3498243 | RGTI | Buy | $11.00 | $10.99 | 7209 | -0.09% ($-72.09) | True | $10.58 | 15/01/25 15:35 | 15/01/25 15:36 | 1m |
| 3498221 | RGTI | Buy | $11.19 | $11.25 | 7086 | 0.54% ($425.16) | True | $11.01 | 15/01/25 15:25 | 15/01/25 15:32 | 7m |
| 3498148 | RGTI | Buy | $10.90 | $10.57 | 7275 | -3.03% ($-2400.75) | True | $9.95 | 15/01/25 14:50 | 15/01/25 14:52 | 2m |
| 3498125 | RGTI | Buy | $11.02 | $10.88 | 7196 | -1.23% ($-975.06) | True | $10.06 | 15/01/25 14:45 | 15/01/25 14:48 | 3m |
| 3498080 | RGTI | Buy | $10.86 | $10.55 | 7305 | -2.8% ($-2220.72) | True | $9.76 | 15/01/25 14:35 | 15/01/25 14:36 | 1m |
| 3498546 | RGTI | Buy | $8.38 | $8.38 | 9463 | 0% ($0.95) | True | $8.16 | 14/01/25 19:56 | 14/01/25 19:57 | 1m |
| 3498454 | RGTI | Buy | $7.59 | $8.43 | 10454 | 11.07% ($8781.36) | True | $8.34 | 14/01/25 18:19 | 14/01/25 19:09 | 50m |
| 3498347 | RGTI | Buy | $7.24 | $7.26 | 10951 | 0.26% ($206.97) | True | $6.93 | 14/01/25 16:54 | 14/01/25 16:55 | 1m |
| 3498247 | RGTI | Buy | $6.84 | $7.03 | 11596 | 2.73% ($2168.45) | True | $6.55 | 14/01/25 15:39 | 14/01/25 15:40 | 1m |
| 3498236 | RGTI | Buy | $6.98 | $7.05 | 11369 | 1.08% ($852.68) | True | $6.61 | 14/01/25 15:37 | 14/01/25 15:38 | 1m |
| 3498216 | RGTI | Buy | $7.94 | $7.76 | 9993 | -2.21% ($-1748.78) | True | $7.59 | 14/01/25 15:26 | 14/01/25 15:29 | 3m |
| 3498163 | RGTI | Buy | $7.51 | $7.48 | 10559 | -0.4% ($-315.71) | True | $7.04 | 14/01/25 14:57 | 14/01/25 14:58 | 1m |
| 3498126 | RGTI | Buy | $7.56 | $7.62 | 10486 | 0.74% ($587.22) | True | $7.39 | 14/01/25 14:45 | 14/01/25 14:53 | 8m |
| 3498161 | RGTI | Buy | $7.29 | $7.53 | 10877 | 3.29% ($2610.48) | True | $6.98 | 13/01/25 14:52 | 13/01/25 14:53 | 1m |
| 3498095 | RGTI | Buy | $8.08 | $8.02 | 9814 | -0.73% ($-579.03) | True | $7.45 | 13/01/25 14:37 | 13/01/25 14:38 | 1m |
| 3498255 | RGTI | Buy | $10.49 | $10.21 | 7559 | -2.64% ($-2090.06) | True | $9.61 | 08/01/25 15:38 | 08/01/25 15:39 | 1m |
| 3498202 | RGTI | Buy | $9.45 | $9.55 | 8391 | 1.06% ($839.10) | True | $8.64 | 08/01/25 15:15 | 08/01/25 15:16 | 1m |
| 3498149 | SOUN | Buy | $15.76 | $15.68 | 5031 | -0.5% ($-395.44) | True | $15.13 | 08/01/25 14:52 | 08/01/25 14:53 | 1m |
| 3498183 | RGTI | Buy | $17.91 | $18.18 | 4427 | 1.52% ($1201.49) | True | $17.23 | 07/01/25 15:04 | 07/01/25 15:05 | 1m |
| 3498175 | RGTI | Buy | $17.86 | $18.21 | 4440 | 1.96% ($1554.00) | True | $17.38 | 07/01/25 15:00 | 07/01/25 15:01 | 1m |
| 3498153 | RGTI | Buy | $20.43 | $20.24 | 3881 | -0.93% ($-737.39) | True | $19.46 | 06/01/25 14:49 | 06/01/25 14:51 | 2m |
| 3498160 | RGTI | Buy | $19.66 | $19.74 | 4034 | 0.43% ($342.49) | True | $19.14 | 03/01/25 14:52 | 03/01/25 14:59 | 7m |
| 3498132 | RGTI | Buy | $19.41 | $19.58 | 4085 | 0.9% ($711.61) | True | $18.60 | 03/01/25 14:47 | 03/01/25 14:48 | 1m |
Strategy DSL
[aa1c5] CreativeExit_MomQualChandMod_014957 | EXIT Opt: AdaptiveChandADX
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:
(ADX(sym,1m,14)>25 AND LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m),22) - 3*ATR(sym,1m,14))) OR (ADX(sym,1m,14)<=25 AND LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m),10) - 1.5*ATR(sym,1m,14)))
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