Backtest Results

Test ID: EXO-EXO-EXO-
Back to Queue
Job Notes

No notes yet. Click "Edit Notes" to add.

Symbols 2

SOUN, QS

Performance Summary

Total Trades

26

Total P&L

$482.06

Notional: $2061667.84
Total Return

0.02%

Weighted by notional
Win Rate

53.8%

14 W / 12 L
CouldWin Rate

84.6%

22 could / 26 total
Avg P&L

$18.54

Avg Return: 0.02%
Best Win

$5263.03

Largest Loss

$-3194.43

Trade Details 26 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
4110878 SOUN Buy $18.89 $18.72 4199 -0.9% ($-713.83) False $18.64 23/09/25 14:57 23/09/25 15:00 3m
4110869 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
4110865 QS Buy $10.17 $9.76 7797 -4.03% ($-3194.43) True $9.81 08/09/25 13:32 08/09/25 13:36 4m
4110874 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
4110876 SOUN Buy $15.86 $16.20 5000 2.17% ($1722.00) True $15.86 12/08/25 13:31 12/08/25 13:44 13m
4110877 SOUN Buy $14.88 $15.10 5329 1.44% ($1145.74) True $14.68 11/08/25 13:45 11/08/25 13:52 7m
4110892 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
4110881 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
4110866 QS Buy $8.88 $8.54 8934 -3.84% ($-3044.71) False $8.27 05/08/25 13:31 05/08/25 13:33 2m
4110868 QS Buy $12.37 $12.22 6410 -1.21% ($-962.14) True $11.89 22/07/25 13:45 22/07/25 13:51 6m
4110894 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
4110875 QS Buy $12.00 $12.14 6611 1.2% ($948.02) True $11.89 21/07/25 14:14 21/07/25 14:17 3m
4110891 QS Buy $13.14 $13.00 6035 -1.1% ($-875.08) True $12.91 17/07/25 14:16 17/07/25 14:22 6m
4110872 QS Buy $12.75 $13.01 6219 2.04% ($1616.94) True $12.67 17/07/25 13:40 17/07/25 13:55 15m
4110873 QS Buy $10.28 $10.35 7714 0.63% ($502.18) True $10.16 15/07/25 13:30 15/07/25 13:36 6m
4110910 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
4110885 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
4110888 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
4110884 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
4110932 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
4110920 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
4110925 SOUN Buy $11.70 $11.45 6780 -2.09% ($-1661.10) False $11.47 14/02/25 15:08 14/02/25 15:19 11m
4110921 SOUN Buy $10.97 $10.87 7228 -0.96% ($-758.94) True $10.51 14/02/25 14:46 14/02/25 14:49 3m
4110926 SOUN Buy $16.70 $17.18 4748 2.87% ($2279.04) True $17.26 24/01/25 14:51 24/01/25 15:40 49m
4110931 SOUN Buy $15.50 $15.54 5116 0.23% ($179.06) True $15.26 21/01/25 16:01 21/01/25 16:07 6m
4110922 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] [aa1c5] [aa1c5] [aa1c5] [aa1c5] [aa1c5] [aa1c5] [aa1c5] [aa1c5] [aa1c5] CreativeExit_Chandelier10_2.0_070221 | EXIT Opt: Chandelier18_2.8ATR_MomQual25 | EXIT Opt: VolSpikeRSIFade | EXIT Opt: RangeBBRSI | EXIT Opt: em
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)-3.2*ATR(sym,1m,14))) OR (ADX(sym,1m,14)<20 AND CROSSUNDER(CLOSE(sym,1m),EMA(CLOSE(sym,1m),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