Backtest Results

Job Notes

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

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

50

Total P&L

$7801.66

Notional: $1564913.76

Total Return

0.5%

Weighted by notional

Win Rate

34%

17 W / 33 L

CouldWin Rate

96%

48 could / 50 total

Avg P&L

$156.03

Avg Return: 0.5%

Best Win

$9024.76

Largest Loss

$-2244.51

Trade Details 50 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
5668219	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
5668107	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
5668108	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
5668132	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
5668127	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
5668124	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
5668198	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
5668218	LPSN	Buy	$1.19	$1.19	26322	-0.05% ($-15.79)	True	$1.13	06/08/25 15:00	06/08/25 15:01	1m
5668217	LPSN	Buy	$1.23	$1.20	25447	-2.07% ($-646.35)	True	$1.18	06/08/25 14:38	06/08/25 14:57	19m
5668216	LPSN	Buy	$1.22	$1.22	25697	0.17% ($53.96)	True	$1.16	06/08/25 14:36	06/08/25 14:37	1m
5668215	LPSN	Buy	$1.22	$1.21	25655	-0.82% ($-256.55)	True	$1.16	06/08/25 14:33	06/08/25 14:35	2m
5668214	LPSN	Buy	$1.22	$1.22	25672	-0.34% ($-107.82)	True	$1.15	06/08/25 14:31	06/08/25 14:32	1m
5668213	LPSN	Buy	$1.24	$1.20	25344	-2.8% ($-876.90)	True	$1.16	06/08/25 14:26	06/08/25 14:30	4m
5668212	LPSN	Buy	$1.20	$1.21	26192	0.84% ($261.92)	True	$1.14	06/08/25 14:12	06/08/25 14:25	13m
5668211	LPSN	Buy	$1.21	$1.21	25859	-0.03% ($-10.34)	True	$1.15	06/08/25 14:10	06/08/25 14:11	1m
5668210	LPSN	Buy	$1.21	$1.19	25842	-1.75% ($-547.85)	True	$1.15	06/08/25 14:08	06/08/25 14:09	1m
5668209	LPSN	Buy	$1.22	$1.22	25655	-0.41% ($-128.28)	True	$1.16	06/08/25 14:06	06/08/25 14:07	1m
5668208	LPSN	Buy	$1.24	$1.22	25243	-1.6% ($-502.34)	True	$1.20	06/08/25 14:00	06/08/25 14:05	5m
5668207	LPSN	Buy	$1.23	$1.22	25540	-0.45% ($-140.47)	True	$1.17	06/08/25 13:58	06/08/25 13:59	1m
5668206	LPSN	Buy	$1.19	$1.20	26306	0.86% ($268.32)	True	$1.13	06/08/25 13:56	06/08/25 13:57	1m
5668205	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
5668204	LPSN	Buy	$1.19	$1.18	26302	-1.26% ($-394.53)	True	$1.10	06/08/25 13:50	06/08/25 13:51	1m
5668203	LPSN	Buy	$1.21	$1.21	25975	0.41% ($129.88)	True	$1.10	06/08/25 13:47	06/08/25 13:48	1m
5668202	LPSN	Buy	$1.27	$1.21	24645	-4.72% ($-1478.70)	True	$1.17	06/08/25 13:33	06/08/25 13:46	13m
5668201	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
5668159	LCID	Buy	$2.92	$3.11	10737	6.69% ($2094.79)	True	$2.84	17/07/25 14:33	17/07/25 20:00	5.5h
5668136	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
5668158	LCID	Buy	$2.89	$2.89	10833	-0.15% ($-46.58)	True	$2.81	17/07/25 14:31	17/07/25 14:32	1m
5668157	LCID	Buy	$2.86	$2.88	10944	0.52% ($164.16)	True	$2.77	17/07/25 14:29	17/07/25 14:30	1m
5668154	LCID	Buy	$2.93	$2.91	10682	-0.67% ($-209.37)	True	$2.85	17/07/25 14:27	17/07/25 14:28	1m
5668153	LCID	Buy	$2.89	$2.90	10830	0.34% ($107.22)	True	$2.81	17/07/25 14:25	17/07/25 14:26	1m
5668149	LCID	Buy	$2.95	$2.92	10612	-1% ($-311.99)	True	$2.87	17/07/25 14:23	17/07/25 14:24	1m
5668148	LCID	Buy	$2.98	$3.00	10502	0.49% ($154.38)	True	$2.90	17/07/25 14:21	17/07/25 14:22	1m
5668147	LCID	Buy	$2.97	$2.96	10556	-0.33% ($-103.45)	True	$2.89	17/07/25 14:19	17/07/25 14:20	1m
5668144	LCID	Buy	$2.96	$2.98	10574	0.51% ($158.61)	True	$2.89	17/07/25 14:16	17/07/25 14:18	2m
5668141	LCID	Buy	$2.99	$3.00	10485	0.38% ($119.53)	True	$2.91	17/07/25 14:14	17/07/25 14:15	1m
5668138	LCID	Buy	$2.99	$2.98	10468	-0.33% ($-104.68)	True	$2.91	17/07/25 14:12	17/07/25 14:13	1m
5668134	LCID	Buy	$3.01	$3.00	10398	-0.49% ($-152.85)	True	$2.92	17/07/25 14:10	17/07/25 14:11	1m
5668129	LCID	Buy	$3.03	$3.02	10330	-0.32% ($-101.23)	True	$2.92	17/07/25 14:00	17/07/25 14:09	9m
5668126	LCID	Buy	$2.96	$2.99	10574	0.84% ($264.35)	True	$2.83	17/07/25 13:58	17/07/25 13:59	1m
5668220	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
5668133	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
5668131	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
5668128	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
5668125	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
5668167	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
5668156	SPCE	Buy	$4.10	$5.29	7630	28.83% ($9024.76)	True	$3.93	16/05/25 13:47	16/05/25 19:15	5.5h
5668143	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
5668137	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
5668173	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_123201

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: 
  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) - 3 * ATR(sym,1d, 14))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk

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: 
  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) - 3 * ATR(sym,1d, 14))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk