Backtest Results
Test ID: EXO-EXO-EXO-
Job Notes
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Symbols
2
SOUN, QS
Performance Summary
Total Trades
25
Total P&L
$-1610.94
Notional: $1982376.31Total Return
-0.08%
Weighted by notionalWin Rate
52%
13 W / 12 LCouldWin Rate
84%
21 could / 25 totalAvg P&L
$-64.44
Avg Return: -0.08%Best Win
$4456.47
Largest Loss
$-3197.50
Trade Details
25 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 4080273 | 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 |
| 4080268 | 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 |
| 4080298 | 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 |
| 4080291 | 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 |
| 4080283 | 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 |
| 4080285 | SOUN | Buy | $15.86 | $16.02 | 5000 | 1.01% ($800.00) | True | $15.71 | 12/08/25 13:31 | 12/08/25 13:34 | 3m |
| 4080286 | SOUN | Buy | $14.88 | $14.96 | 5329 | 0.54% ($426.32) | True | $14.35 | 11/08/25 13:45 | 11/08/25 13:46 | 1m |
| 4080380 | 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 |
| 4080284 | SOUN | Buy | $13.59 | $13.23 | 5837 | -2.65% ($-2101.32) | True | $13.17 | 08/08/25 13:51 | 08/08/25 13:59 | 8m |
| 4080281 | 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 |
| 4080334 | QS | Buy | $12.37 | $12.28 | 6410 | -0.73% ($-574.98) | True | $11.72 | 22/07/25 13:45 | 22/07/25 13:46 | 1m |
| 4080290 | 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 |
| 4080362 | 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 |
| 4080364 | QS | Buy | $13.14 | $12.98 | 6035 | -1.22% ($-965.60) | True | $12.91 | 17/07/25 14:16 | 17/07/25 14:25 | 9m |
| 4080315 | 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 |
| 4080275 | 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 |
| 4080301 | 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 |
| 4080370 | 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 |
| 4080351 | 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 |
| 4080329 | SOUN | Buy | $11.24 | $11.27 | 7058 | 0.31% ($245.62) | True | $11.24 | 19/02/25 18:56 | 19/02/25 19:08 | 12m |
| 4080318 | 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 |
| 4080335 | SOUN | Buy | $10.97 | $11.45 | 7228 | 4.38% ($3469.44) | True | $11.47 | 14/02/25 14:46 | 14/02/25 15:19 | 33m |
| 4080337 | 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 |
| 4080342 | 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 |
| 4080347 | 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 |
Strategy DSL
[aa1c5] [aa1c5] [aa1c5] [aa1c5] [aa1c5] CreativeExit_Chandelier10_2.0_070221 | EXIT Opt: Chandelier18_2.8ATR_MomQual25 | EXIT Opt: VolSpikeRSIFade | EXIT Opt: RangeBBRSI | EXIT Opt: ema-rsi-confirm | EXIT Opt: VolAdaptChand14-1.5vs3
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:
(VOL_PERCENTILE(sym,1m,14,50)>70 AND LAST(CLOSE(sym,1m))<(HIGHEST(HIGH(sym,1m),14)-1.5*ATR(sym,1m,14))) OR (VOL_PERCENTILE(sym,1m,14,50)<=70 AND LAST(CLOSE(sym,1m))<(HIGHEST(HIGH(sym,1m),14)-3.0*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