Backtest Results
Test ID: EXO-EXO-EXO-
Job Notes
No notes yet. Click "Edit Notes" to add.
Symbols
3
QBTS, JOBY, LAC
Performance Summary
Total Trades
9
Total P&L
$677.46
Notional: $179964.93Total Return
0.38%
Weighted by notionalWin Rate
33.3%
3 W / 6 LCouldWin Rate
100%
9 could / 9 totalAvg P&L
$75.27
Avg Return: 0.38%Best Win
$1091.57
Largest Loss
$-400.96
Trade Details
9 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5617141 | LAC | Buy | $6.00 | $5.88 | 3333 | -2% ($-400.96) | True | $5.78 | 24/09/25 14:53 | 24/09/25 15:12 | 19m |
| 5617140 | LAC | Buy | $6.01 | $6.05 | 3326 | 0.55% ($109.43) | True | $5.86 | 24/09/25 14:42 | 24/09/25 14:52 | 10m |
| 5617139 | LAC | Buy | $5.79 | $5.78 | 3451 | -0.25% ($-50.73) | True | $5.56 | 24/09/25 14:08 | 24/09/25 14:19 | 11m |
| 5617138 | LAC | Buy | $5.46 | $5.76 | 3663 | 5.46% ($1091.57) | True | $5.63 | 24/09/25 13:47 | 24/09/25 14:07 | 20m |
| 5617136 | LAC | Buy | $5.46 | $5.45 | 3662 | -0.28% ($-55.66) | True | $5.10 | 24/09/25 13:40 | 24/09/25 13:46 | 6m |
| 5617145 | JOBY | Buy | $8.59 | $8.58 | 2328 | -0.12% ($-24.68) | True | $8.46 | 28/05/25 14:38 | 28/05/25 14:43 | 5m |
| 5617144 | JOBY | Buy | $8.63 | $8.57 | 2318 | -0.64% ($-127.49) | True | $8.40 | 28/05/25 14:22 | 28/05/25 14:24 | 2m |
| 5617148 | QBTS | Buy | $8.97 | $9.11 | 2229 | 1.51% ($301.58) | True | $9.07 | 08/05/25 14:41 | 08/05/25 15:00 | 19m |
| 5617147 | QBTS | Buy | $9.06 | $8.98 | 2208 | -0.83% ($-165.60) | True | $8.66 | 08/05/25 14:37 | 08/05/25 14:38 | 1m |
Strategy DSL
[6d065] CreativeExit_crossover-logic-invert_183636 | EXIT Opt: price<bb-mid
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
fast_ema=11, // Fast EMA period for short-term trend
slow_ema=30, // Slow EMA period for longer-term trend
vol_period=21, // Period for volume pace calculation
atr_period=15, // Period for ATR calculation
atr_mult=3, // Multiplier for ATR-based trailing stop
risk_frac=0.02, // Risk fraction for position sizing
min_price=4, // Minimum price filter
adr_threshold=0.02, // Minimum ADR threshold (1%)
avg_vol_threshold=1000000, // Minimum average volume
sector_ema_fast=10, // Fast EMA for sector ETF trend
sector_ema_slow=26 // Slow EMA for sector ETF trend
STRATEGY "Unstable Basket - Stellar Revert Drift-00e7d1 + Mut-6cb7bd + Mut":
TRIGGER:
// Price and volume filters for large-cap, liquid stocks
LAST(CLOSE(sym, 1m)) > min_price
AND ATR(sym, 1d, 9) / LAST(CLOSE(sym, 1d)) > adr_threshold
AND SMA(VOL(sym, 1d), vol_period) > avg_vol_threshold
// Time window: first 174 minutes of session (assuming 10:23-11:00 NY time, adjust to UTC)
AND TIME_UTC_IN("13:37", "15:00")
// Volume pace exhaustion signal on 1m
AND VOL_PACE(sym, 1d, vol_period) > 3
// Short-term reversal signal: price below fast EMA but above slow EMA (mean reversion zone)
AND LAST(CLOSE(sym, 1m)) < EMA(CLOSE(sym, 1m), fast_ema)
AND LAST(CLOSE(sym, 1m)) > EMA(CLOSE(sym, 1m), slow_ema)
// Higher timeframe confirmation (5m trend alignment)
AND EMA(CLOSE(sym, 5m), fast_ema) > EMA(CLOSE(sym, 5m), slow_ema)
ENTRY: MARKET // Market entry for immediacy on short-term reversal signal
EXIT:
CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 2)))
RISK: TRAIL_ATR(atr_period, atr_mult) // Trailing stop based on ATR for dynamic risk control
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk exposure