Backtest Results
Test ID: EXO-EXO-EXO-
Job Notes
No notes yet. Click "Edit Notes" to add.
Symbols
3
SPCE, QBTS, JOBY
Performance Summary
Total Trades
8
Total P&L
$1885.60
Notional: $159971.18Total Return
1.18%
Weighted by notionalWin Rate
37.5%
3 W / 5 LCouldWin Rate
100%
8 could / 8 totalAvg P&L
$235.70
Avg Return: 1.18%Best Win
$2109.49
Largest Loss
$-231.80
Trade Details
8 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5617122 | JOBY | Buy | $8.59 | $8.56 | 2328 | -0.35% ($-69.61) | True | $8.46 | 28/05/25 14:38 | 28/05/25 14:45 | 7m |
| 5617121 | JOBY | Buy | $8.63 | $8.53 | 2318 | -1.16% ($-231.80) | True | $8.41 | 28/05/25 14:22 | 28/05/25 14:29 | 7m |
| 5617120 | SPCE | Buy | $4.58 | $4.62 | 4371 | 0.96% ($191.01) | True | $4.35 | 16/05/25 14:41 | 16/05/25 14:42 | 1m |
| 5617119 | SPCE | Buy | $4.58 | $4.54 | 4369 | -0.82% ($-164.27) | True | $4.27 | 16/05/25 14:38 | 16/05/25 14:39 | 1m |
| 5617118 | SPCE | Buy | $4.09 | $4.52 | 4891 | 10.55% ($2109.49) | True | $4.53 | 16/05/25 13:54 | 16/05/25 14:37 | 43m |
| 5617125 | QBTS | Buy | $9.16 | $9.14 | 2184 | -0.14% ($-27.52) | True | $9.07 | 08/05/25 14:55 | 08/05/25 15:04 | 9m |
| 5617124 | QBTS | Buy | $9.00 | $9.12 | 2222 | 1.33% ($266.64) | True | $8.83 | 08/05/25 14:43 | 08/05/25 14:44 | 1m |
| 5617123 | QBTS | Buy | $9.06 | $8.97 | 2208 | -0.94% ($-188.34) | True | $8.66 | 08/05/25 14:37 | 08/05/25 14:41 | 4m |
Strategy DSL
[6d065] CreativeExit_crossover-logic-invert_183636 | EXIT Opt: ema-rsi-confirm
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:
EMA(CLOSE(sym,1m), 8) < EMA(CLOSE(sym,1m), 21) AND RSI(CLOSE(sym,1m), 14) < 50
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