Backtest Results
Test ID: EXO-EXO-EXO-
Job Notes
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Symbols
3
SMCI, LAC, PLTR
Performance Summary
Total Trades
72
Total P&L
$-11272.00
Notional: $5706881.51Total Return
-0.2%
Weighted by notionalWin Rate
31.9%
23 W / 49 LCouldWin Rate
65.3%
47 could / 72 totalAvg P&L
$-156.56
Avg Return: -0.2%Best Win
$10634.71
Largest Loss
$-3720.83
Trade Details
72 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 3723234 | 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 |
| 3723230 | LAC | Buy | $9.33 | $9.42 | 8498 | 0.94% ($746.12) | True | $9.43 | 14/10/25 15:27 | 14/10/25 15:38 | 11m |
| 3723233 | 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 |
| 3723225 | 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 |
| 3723259 | 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 |
| 3723228 | 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 |
| 3723236 | 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 |
| 3723229 | 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 |
| 3723290 | 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 |
| 3723248 | 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 |
| 3723232 | 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 |
| 3723226 | 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 |
| 3723300 | 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 |
| 3723252 | LAC | Buy | $6.01 | $6.05 | 13190 | 0.55% ($433.95) | True | $5.90 | 24/09/25 14:42 | 24/09/25 14:52 | 10m |
| 3723237 | 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 |
| 3723227 | 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 |
| 3723235 | 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 |
| 3723238 | 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 |
| 3723249 | PLTR | Buy | $174.13 | $174.70 | 455 | 0.33% ($257.67) | True | $172.83 | 05/08/25 13:43 | 05/08/25 13:58 | 15m |
| 3723240 | PLTR | Buy | $173.22 | $171.48 | 457 | -1% ($-795.18) | False | $168.29 | 05/08/25 13:34 | 05/08/25 13:35 | 1m |
| 3723241 | 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 |
| 3723262 | PLTR | Buy | $134.20 | $134.14 | 590 | -0.04% ($-33.45) | False | $133.91 | 03/07/25 17:00 | 03/07/25 17:13 | 13m |
| 3723242 | 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 |
| 3723304 | 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 |
| 3723295 | 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 |
| 3723245 | 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 |
| 3723246 | 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 |
| 3723306 | SMCI | Buy | $47.01 | $46.84 | 1686 | -0.36% ($-286.79) | False | $46.22 | 16/05/25 13:41 | 16/05/25 13:55 | 14m |
| 3723250 | 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 |
| 3723307 | 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 |
| 3723264 | PLTR | Buy | $126.15 | $128.11 | 628 | 1.55% ($1228.12) | True | $127.60 | 13/05/25 15:27 | 13/05/25 15:53 | 26m |
| 3723251 | PLTR | Buy | $115.49 | $115.99 | 686 | 0.43% ($343.07) | True | $115.54 | 08/05/25 13:48 | 08/05/25 14:09 | 21m |
| 3723309 | 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 |
| 3723253 | 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 |
| 3723311 | 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 |
| 3723254 | 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 |
| 3723256 | 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 |
| 3723279 | PLTR | Buy | $85.04 | $86.32 | 932 | 1.51% ($1196.87) | True | $85.34 | 09/04/25 17:28 | 09/04/25 17:44 | 16m |
| 3723255 | PLTR | Buy | $83.65 | $83.69 | 947 | 0.05% ($37.79) | True | $82.33 | 08/04/25 13:35 | 08/04/25 13:37 | 2m |
| 3723305 | 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 |
| 3723266 | 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 |
| 3723261 | 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 |
| 3723301 | 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 |
| 3723260 | 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 |
| 3723265 | PLTR | Buy | $81.62 | $81.26 | 971 | -0.44% ($-351.50) | False | $81.29 | 10/03/25 13:30 | 10/03/25 13:31 | 1m |
| 3723325 | 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 |
| 3723320 | 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 |
| 3723268 | 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 |
| 3723270 | PLTR | Buy | $107.13 | $107.36 | 740 | 0.21% ($166.50) | True | $107.05 | 21/02/25 14:31 | 21/02/25 14:38 | 7m |
| 3723287 | PLTR | Buy | $100.84 | $100.09 | 786 | -0.74% ($-585.57) | True | $99.67 | 20/02/25 15:22 | 20/02/25 15:32 | 10m |
| 3723331 | 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 |
| 3723330 | 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 |
| 3723280 | 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 |
| 3723272 | 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 |
| 3723322 | 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 |
| 3723353 | SMCI | Buy | $63.30 | $65.46 | 1252 | 3.4% ($2698.06) | True | $65.11 | 19/02/25 18:14 | 19/02/25 18:59 | 45m |
| 3723352 | SMCI | Buy | $63.79 | $63.70 | 1243 | -0.14% ($-111.87) | True | $63.79 | 19/02/25 17:49 | 19/02/25 18:08 | 19m |
| 3723338 | SMCI | Buy | $60.92 | $60.77 | 1301 | -0.25% ($-195.15) | True | $60.63 | 19/02/25 16:49 | 19/02/25 16:58 | 9m |
| 3723349 | 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 |
| 3723323 | 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 |
| 3723335 | 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 |
| 3723332 | SMCI | Buy | $41.30 | $40.92 | 1920 | -0.91% ($-721.34) | True | $40.53 | 13/02/25 15:42 | 13/02/25 15:47 | 5m |
| 3723276 | 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 |
| 3723277 | PLTR | Buy | $110.46 | $110.46 | 717 | 0% ($-1.15) | True | $111.41 | 07/02/25 14:30 | 07/02/25 14:31 | 1m |
| 3723329 | SMCI | Buy | $33.53 | $33.53 | 2365 | 0.01% ($11.59) | True | $33.20 | 06/02/25 16:49 | 06/02/25 16:51 | 2m |
| 3723342 | 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 |
| 3723278 | 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 |
| 3723328 | 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 |
| 3723281 | PLTR | Buy | $106.34 | $105.33 | 745 | -0.95% ($-752.45) | False | $104.60 | 04/02/25 14:52 | 04/02/25 15:02 | 10m |
| 3723285 | 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 |
| 3723286 | PLTR | Buy | $66.79 | $66.89 | 1187 | 0.15% ($115.02) | True | $66.59 | 14/01/25 14:30 | 14/01/25 14:32 | 2m |
| 3723244 | SMCI | Buy | $37.40 | $37.39 | 2120 | -0.02% ($-13.14) | False | $37.06 | 06/01/25 14:43 | 06/01/25 14:59 | 16m |
Strategy DSL
[aa1c5] [aa1c5] [aa1c5] [aa1c5] [aa1c5] CreativeExit_Range Donch MomFade_161907 | EXIT Opt: VolHighEmaCrossUnder | EXIT Opt: AdaptiveADXChandDonch | EXIT Opt: VolSpike_RSI42_EMA21 | EXIT Opt: LowAdxChandTrail | EXIT Opt: AdaptiveChandelierADX
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),15) - 3*ATR(sym,1m,14))) OR (ADX(sym,1m,14)<=25 AND LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m),15) - 2*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