Backtest Results

Test ID: EXO-EXO-EXO-
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Job Notes

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Symbols 3

PLTR, SMCI, LAC

Performance Summary

Total Trades

73

Total P&L

$-10830.97

Notional: $5786175.41
Total Return

-0.19%

Weighted by notional
Win Rate

31.5%

23 W / 50 L
CouldWin Rate

65.8%

48 could / 73 total
Avg P&L

$-148.37

Avg Return: -0.19%
Best Win

$10634.71

Largest Loss

$-3720.83

Trade Details 73 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
3694099 LAC Buy $9.75 $9.65 8133 -0.99% ($-784.83) True $9.48 14/10/25 19:37 14/10/25 19:38 1m
3694014 LAC Buy $9.33 $9.51 8498 1.93% ($1531.34) True $9.43 14/10/25 15:27 14/10/25 15:37 10m
3694112 LAC Buy $8.29 $8.31 9571 0.24% ($191.42) True $8.22 13/10/25 19:49 13/10/25 19:50 1m
3693955 LAC Buy $9.17 $9.08 8647 -0.98% ($-778.23) False $8.84 06/10/25 13:31 06/10/25 13:32 1m
3694005 LAC Buy $9.22 $8.96 8599 -2.82% ($-2234.02) False $8.88 03/10/25 14:51 03/10/25 14:57 6m
3693969 LAC Buy $7.67 $8.70 10337 13.41% ($10634.71) True $8.66 03/10/25 13:40 03/10/25 14:25 45m
3694026 LAC Buy $7.37 $7.31 10767 -0.81% ($-646.02) False $7.31 01/10/25 16:12 01/10/25 16:20 8m
3694004 LAC Buy $6.82 $6.89 11627 1.07% ($845.28) True $6.85 01/10/25 14:17 01/10/25 14:34 17m
3694115 LAC Buy $7.36 $7.32 10774 -0.54% ($-430.96) False $7.21 25/09/25 19:59 25/09/25 20:00 1m
3694011 LAC Buy $7.43 $7.24 10670 -2.53% ($-2007.03) False $7.20 25/09/25 15:22 25/09/25 15:27 5m
3693997 LAC Buy $6.95 $6.88 11406 -1.04% ($-821.23) True $6.68 25/09/25 14:26 25/09/25 14:27 1m
3693968 LAC Buy $6.99 $6.66 11344 -4.69% ($-3720.83) True $6.58 25/09/25 13:38 25/09/25 13:41 3m
3694019 LAC Buy $6.14 $6.11 12915 -0.47% ($-369.37) False $5.94 24/09/25 15:52 24/09/25 15:53 1m
3694002 LAC Buy $6.01 $6.00 13190 -0.2% ($-155.64) True $5.90 24/09/25 14:42 24/09/25 14:53 11m
3693989 LAC Buy $5.90 $5.76 13452 -2.32% ($-1842.92) True $5.69 24/09/25 13:58 24/09/25 14:07 9m
3693971 LAC Buy $5.68 $5.45 13949 -4.22% ($-3346.37) True $5.21 24/09/25 13:38 24/09/25 13:46 8m
3693984 PLTR Buy $157.01 $156.96 505 -0.04% ($-30.10) False $156.96 28/08/25 13:30 28/08/25 13:31 1m
3694114 PLTR Buy $184.74 $184.73 429 -0.01% ($-4.29) False $184.70 12/08/25 13:30 12/08/25 13:44 14m
3694154 PLTR Buy $174.13 $173.93 455 -0.11% ($-90.95) False $173.13 05/08/25 13:43 05/08/25 14:01 18m
3694119 PLTR Buy $173.22 $171.48 457 -1% ($-795.18) False $168.29 05/08/25 13:34 05/08/25 13:35 1m
3694157 PLTR Buy $159.49 $159.29 497 -0.13% ($-99.40) False $158.83 25/07/25 13:53 25/07/25 14:21 28m
3694167 PLTR Buy $134.20 $134.15 590 -0.04% ($-29.50) False $133.87 03/07/25 17:00 03/07/25 17:09 9m
3694110 PLTR Buy $137.61 $136.99 576 -0.45% ($-355.28) False $136.94 30/06/25 13:30 30/06/25 13:33 3m
3693957 SMCI Buy $45.54 $45.48 1741 -0.12% ($-95.76) False $45.50 20/06/25 13:30 20/06/25 13:31 1m
3694128 PLTR Buy $137.30 $137.34 577 0.03% ($20.66) True $136.81 13/06/25 19:59 13/06/25 20:00 1m
3693951 PLTR Buy $123.16 $122.73 643 -0.35% ($-273.73) True $122.38 06/06/25 13:30 06/06/25 13:32 2m
3693967 PLTR Buy $132.95 $132.71 596 -0.18% ($-143.04) False $131.12 02/06/25 13:34 02/06/25 13:37 3m
3693973 SMCI Buy $47.01 $46.92 1686 -0.19% ($-151.57) False $46.22 16/05/25 13:41 16/05/25 13:52 11m
3693972 PLTR Buy $131.85 $130.54 601 -0.99% ($-787.31) False $129.40 14/05/25 13:37 14/05/25 13:40 3m
3693959 SMCI Buy $44.83 $44.77 1768 -0.13% ($-104.14) True $45.26 14/05/25 13:31 14/05/25 13:32 1m
3694015 PLTR Buy $126.15 $128.23 628 1.65% ($1306.24) True $127.60 13/05/25 15:27 13/05/25 15:51 24m
3693981 PLTR Buy $115.49 $116.00 686 0.44% ($350.00) True $115.54 08/05/25 13:48 08/05/25 13:59 11m
3693988 SMCI Buy $30.84 $30.72 2571 -0.38% ($-298.75) True $30.47 07/05/25 13:30 07/05/25 13:32 2m
3693956 PLTR Buy $111.37 $111.10 712 -0.24% ($-189.68) True $111.51 30/04/25 13:30 30/04/25 13:37 7m
3693958 SMCI Buy $28.81 $28.80 2752 -0.03% ($-27.52) True $29.02 30/04/25 13:31 30/04/25 13:32 1m
3693978 PLTR Buy $100.64 $100.24 787 -0.4% ($-314.80) True $99.79 23/04/25 13:45 23/04/25 13:55 10m
3693961 PLTR Buy $96.12 $94.79 825 -1.38% ($-1097.25) False $95.22 14/04/25 13:32 14/04/25 13:35 3m
3694037 PLTR Buy $85.04 $85.20 932 0.19% ($149.12) True $81.45 09/04/25 17:28 09/04/25 17:30 2m
3693970 PLTR Buy $83.65 $84.07 947 0.5% ($397.65) True $82.33 08/04/25 13:35 08/04/25 13:36 1m
3694122 PLTR Buy $77.80 $78.06 1019 0.33% ($264.94) True $77.13 07/04/25 19:59 07/04/25 20:00 1m
3694010 PLTR Buy $73.46 $73.66 1079 0.27% ($214.72) True $71.33 07/04/25 15:14 07/04/25 15:15 1m
3693995 PLTR Buy $79.00 $76.11 1003 -3.65% ($-2893.66) True $75.10 07/04/25 14:18 07/04/25 14:20 2m
3694148 PLTR Buy $84.39 $84.25 939 -0.17% ($-131.46) False $83.44 31/03/25 19:59 31/03/25 20:00 1m
3693952 PLTR Buy $85.39 $85.11 928 -0.33% ($-259.65) False $85.18 18/03/25 13:30 18/03/25 13:34 4m
3693953 PLTR Buy $81.62 $82.09 971 0.57% ($455.20) True $81.29 10/03/25 13:30 10/03/25 13:31 1m
3693993 SMCI Buy $54.97 $54.75 1442 -0.4% ($-317.24) False $54.76 26/02/25 15:13 26/02/25 15:35 22m
3693949 SMCI Buy $49.13 $49.42 1614 0.58% ($459.99) True $48.06 25/02/25 14:30 25/02/25 14:31 1m
3693966 PLTR Buy $95.78 $96.86 827 1.13% ($893.16) True $96.89 24/02/25 14:31 24/02/25 14:37 6m
3693960 PLTR Buy $107.13 $107.64 740 0.48% ($377.40) True $107.05 21/02/25 14:31 21/02/25 14:37 6m
3693998 PLTR Buy $100.84 $100.67 786 -0.16% ($-129.69) True $99.67 20/02/25 15:22 20/02/25 15:31 9m
3693991 SMCI Buy $54.96 $55.83 1442 1.58% ($1254.54) True $53.70 20/02/25 14:59 20/02/25 15:00 1m
3693986 SMCI Buy $55.16 $54.51 1437 -1.18% ($-934.05) True $52.64 20/02/25 14:55 20/02/25 14:56 1m
3693987 PLTR Buy $99.78 $99.84 794 0.05% ($39.94) True $97.06 20/02/25 14:53 20/02/25 14:54 1m
3693983 PLTR Buy $101.94 $101.41 777 -0.53% ($-419.42) True $98.97 20/02/25 14:51 20/02/25 14:52 1m
3693975 SMCI Buy $59.12 $58.13 1341 -1.66% ($-1318.20) True $57.36 20/02/25 14:43 20/02/25 14:48 5m
3694036 SMCI Buy $63.30 $63.86 1252 0.89% ($701.50) True $62.81 19/02/25 18:14 19/02/25 18:15 1m
3694032 SMCI Buy $64.05 $63.66 1238 -0.61% ($-482.82) True $62.79 19/02/25 18:07 19/02/25 18:09 2m
3694030 SMCI Buy $63.79 $64.47 1243 1.07% ($849.84) True $63.79 19/02/25 17:49 19/02/25 18:04 15m
3694021 SMCI Buy $60.92 $60.90 1301 -0.03% ($-26.02) True $60.63 19/02/25 16:49 19/02/25 16:57 8m
3693994 SMCI Buy $54.41 $54.41 1457 0.01% ($7.29) True $53.70 18/02/25 15:16 18/02/25 15:19 3m
3693976 SMCI Buy $54.06 $53.36 1466 -1.29% ($-1025.61) True $52.35 18/02/25 14:43 18/02/25 14:48 5m
3694034 SMCI Buy $46.63 $46.60 1700 -0.07% ($-55.93) True $46.02 14/02/25 18:08 14/02/25 18:09 1m
3694006 SMCI Buy $41.30 $41.00 1920 -0.73% ($-576.00) True $40.53 13/02/25 15:42 13/02/25 15:45 3m
3693954 PLTR Buy $116.22 $116.18 682 -0.03% ($-27.28) False $117.02 11/02/25 14:30 11/02/25 14:31 1m
3693980 PLTR Buy $110.46 $110.46 717 0% ($-1.15) True $111.41 07/02/25 14:30 07/02/25 14:31 1m
3694020 SMCI Buy $33.53 $33.49 2365 -0.11% ($-89.40) False $33.16 06/02/25 16:49 06/02/25 16:50 1m
3694000 PLTR Buy $107.18 $107.05 739 -0.13% ($-101.32) True $106.08 06/02/25 15:39 06/02/25 15:40 1m
3693965 PLTR Buy $100.76 $101.12 787 0.36% ($281.75) True $101.22 06/02/25 14:30 06/02/25 14:33 3m
3693996 SMCI Buy $32.45 $31.87 2444 -1.79% ($-1417.52) False $31.58 05/02/25 15:25 05/02/25 15:30 5m
3693985 PLTR Buy $106.34 $105.90 745 -0.42% ($-329.96) False $104.60 04/02/25 14:52 04/02/25 14:59 7m
3693948 PLTR Buy $68.68 $68.62 1154 -0.08% ($-63.35) True $68.67 16/01/25 14:30 16/01/25 14:31 1m
3693950 PLTR Buy $66.79 $67.22 1187 0.64% ($506.73) True $66.59 14/01/25 14:30 14/01/25 14:31 1m
3693974 SMCI Buy $37.40 $37.43 2120 0.08% ($61.06) True $37.06 06/01/25 14:43 06/01/25 14:58 15m
Strategy DSL [aa1c5] [aa1c5] [aa1c5] [aa1c5] CreativeExit_Range Donch MomFade_161907 | EXIT Opt: VolHighEmaCrossUnder | EXIT Opt: AdaptiveADXChandDonch | EXIT Opt: VolSpike_RSI42_EMA21 | EXIT Opt: AdaptiveChandADX
Job Like 
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)-3.0*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