Backtest Results

Test ID: EXO-EXO-EXO-
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Job Notes

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Symbols 46

AMC, GME, PLTR, COIN, HOOD, RIOT, RGTI, IONQ, ACHR, SOFI, MARA, LAC, CRON, OKLO, ASTS, QBTS, SMCI, HIMS, OKTA, SPCE, PLUG, QS, NIO, LCID, JOBY, RKLB, MVIS, GSAT, NNDM, BB, AMCX, SOUN, BODI, LPSN, PCH, GDEV, OI, SDRL, HP, KLIC, TX, MSGE, AHT, NVDA, AMD, COKE

Performance Summary

Total Trades

27

Total P&L

$4768.32

Notional: $845029.91
Total Return

0.56%

Weighted by notional
Win Rate

29.6%

8 W / 19 L
CouldWin Rate

92.6%

25 could / 27 total
Avg P&L

$176.60

Avg Return: 0.56%
Best Win

$6087.21

Largest Loss

$-2464.50

Trade Details 27 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5668071 AMD Buy $207.11 $203.18 151 -1.9% ($-593.43) True $204.13 06/10/25 14:13 06/10/25 19:55 5.7h
5667832 CRON Buy $3.00 $2.97 10433 -1.17% ($-365.16) True $2.97 29/09/25 14:17 29/09/25 15:56 1.7h
5667837 LAC Buy $5.30 $5.95 5911 12.37% ($3871.71) True $5.13 24/09/25 13:32 24/09/25 20:00 6.5h
5667878 CRON Buy $2.41 $2.42 12987 0.21% ($64.94) True $2.39 11/08/25 15:00 11/08/25 15:01 1m
5667866 CRON Buy $2.43 $2.42 12885 -0.58% ($-181.68) True $2.41 11/08/25 14:56 11/08/25 14:57 1m
5667864 CRON Buy $2.43 $2.43 12881 -0.14% ($-43.80) True $2.41 11/08/25 14:54 11/08/25 14:55 1m
5668021 SOUN Buy $14.18 $14.02 2206 -1.16% ($-362.89) False $14.02 08/08/25 14:53 08/08/25 15:04 11m
5668058 LPSN Buy $1.19 $1.17 26322 -2.03% ($-634.36) True $1.13 06/08/25 15:00 06/08/25 15:04 4m
5668045 LPSN Buy $1.19 $1.16 26306 -2.5% ($-783.92) True $1.13 06/08/25 13:56 06/08/25 14:58 1h
5668043 LPSN Buy $1.19 $1.18 26324 -0.85% ($-265.87) True $1.11 06/08/25 13:53 06/08/25 13:54 1m
5668028 LPSN Buy $1.27 $1.17 24645 -7.87% ($-2464.50) True $1.17 06/08/25 13:33 06/08/25 13:49 16m
5668026 LPSN Buy $1.41 $1.31 22179 -7.17% ($-2244.51) False $1.33 06/08/25 13:30 06/08/25 13:31 1m
5667924 LCID Buy $2.89 $3.11 10849 7.81% ($2443.19) True $2.81 17/07/25 14:32 17/07/25 20:00 5.5h
5667894 SPCE Buy $3.81 $3.64 8215 -4.46% ($-1396.55) True $3.65 17/07/25 14:01 17/07/25 17:43 3.7h
5667905 LCID Buy $2.88 $2.89 10886 0.5% ($155.67) True $2.79 17/07/25 14:30 17/07/25 14:31 1m
5667900 LCID Buy $2.90 $2.86 10793 -1.38% ($-431.72) True $2.82 17/07/25 14:26 17/07/25 14:29 3m
5667899 LCID Buy $2.96 $2.89 10574 -2.36% ($-739.12) True $2.83 17/07/25 13:58 17/07/25 14:25 27m
5668070 LPSN Buy $0.95 $0.93 32947 -1.72% ($-537.04) True $0.94 26/06/25 14:52 26/06/25 16:16 1.4h
5667942 QS Buy $5.42 $5.66 5775 4.43% ($1386.58) True $5.31 25/06/25 14:59 25/06/25 20:00 5h
5667933 QS Buy $5.59 $5.46 5599 -2.33% ($-728.43) True $5.46 25/06/25 14:49 25/06/25 14:55 6m
5667926 QS Buy $5.70 $5.58 5496 -2.1% ($-657.32) True $5.58 25/06/25 14:42 25/06/25 14:48 6m
5667925 QS Buy $5.99 $5.73 5225 -4.34% ($-1356.93) True $5.76 25/06/25 13:36 25/06/25 14:19 43m
5667937 JOBY Buy $8.61 $8.83 3637 2.61% ($818.33) True $8.47 28/05/25 14:16 28/05/25 20:00 5.7h
5667956 SPCE Buy $4.10 $4.90 7630 19.45% ($6087.21) True $3.93 16/05/25 13:47 16/05/25 19:46 6h
5667950 QBTS Buy $8.95 $10.44 3497 16.65% ($5210.53) True $8.73 08/05/25 14:39 08/05/25 20:00 5.4h
5667934 QBTS Buy $9.26 $9.04 3380 -2.38% ($-743.60) True $9.05 08/05/25 14:31 08/05/25 14:37 6m
5667908 GME Buy $28.37 $27.70 1103 -2.36% ($-739.01) True $27.71 26/03/25 13:50 26/03/25 13:57 7m
Strategy DSL CreativeExit_crossover-ind-mix_120155
Job Like 
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}", 
fast_ema=10,           // Fast EMA period for momentum
slow_ema=26,           // Slow EMA period for trend direction
vol_pace_threshold=3,// Volume pace must exceed 2.5x avg
atr_period=26,         // ATR period for risk calculation
atr_mult=2.0,          // ATR multiplier for stop loss
risk_frac=0.0313,        // Risk fraction per trade
gap_threshold=1    // Gap threshold of 2% (2 as multiplier)

STRATEGY "AI Strategy - Overnight Gap Momentum-048718 + Mut":
TRIGGER:
  // Check for overnight gap > 1%
  LAST(OPEN(sym, 1d)) / LAST(CLOSE(sym, 1d), 4) > gap_threshold
  AND
  // Higher timeframe trend confirmation (1d EMA alignment)
  EMA(CLOSE(sym, 1d), fast_ema) > EMA(CLOSE(sym, 1d), slow_ema)
  AND
  // Volume pace confirmation (must exceed threshold)
  VOL_PACE(sym, 1d, 10) > vol_pace_threshold
  AND
  // Restrict to first 90 minutes of session (UTC time for US market open 9:30 AM ET)
  TIME_UTC_IN("10:30", "15:00")
ENTRY: MARKET          // Market entry to capture immediate momentum post-gap
EXIT: 
  (TIME_UTC_IN(19,21) OR LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m), 22) - 2.8 * ATR(sym,1m, 18))) AND LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 20) - ATR(sym,1d, 14) * (1.5 + ATR(sym,1d, 5) / ATR(sym,1d, 20)))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk