Backtest Results
Test ID: EXO-EXO-EXO-
Job Notes
No notes yet. Click "Edit Notes" to add.
Symbols
3
QS, SPCE, QBTS
Performance Summary
Total Trades
9
Total P&L
$1029.45
Notional: $179964.38Total Return
0.57%
Weighted by notionalWin Rate
33.3%
3 W / 6 LCouldWin Rate
88.9%
8 could / 9 totalAvg P&L
$114.38
Avg Return: 0.57%Best Win
$2573.03
Largest Loss
$-935.25
Trade Details
9 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5617200 | QS | Buy | $6.89 | $6.84 | 2904 | -0.65% ($-130.68) | True | $6.70 | 26/06/25 14:48 | 26/06/25 14:51 | 3m |
| 5617199 | QS | Buy | $6.89 | $6.83 | 2902 | -0.94% ($-188.92) | True | $6.63 | 26/06/25 14:45 | 26/06/25 14:47 | 2m |
| 5617198 | QS | Buy | $6.20 | $5.91 | 3225 | -4.68% ($-935.25) | False | $5.94 | 25/06/25 13:53 | 25/06/25 14:00 | 7m |
| 5617204 | SPCE | Buy | $4.58 | $4.60 | 4369 | 0.38% ($76.02) | True | $4.43 | 16/05/25 14:38 | 16/05/25 14:47 | 9m |
| 5617203 | SPCE | Buy | $4.66 | $4.56 | 4292 | -2.25% ($-449.37) | True | $4.24 | 16/05/25 14:35 | 16/05/25 14:36 | 1m |
| 5617202 | SPCE | Buy | $4.08 | $4.61 | 4901 | 12.87% ($2573.03) | True | $4.53 | 16/05/25 13:58 | 16/05/25 14:34 | 36m |
| 5617201 | SPCE | Buy | $4.09 | $4.08 | 4891 | -0.26% ($-51.36) | True | $3.90 | 16/05/25 13:54 | 16/05/25 13:57 | 3m |
| 5617206 | 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 |
| 5617205 | 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_182540 | 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