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

40

Total P&L

$20911.52

Notional: $1251788.82
Total Return

1.67%

Weighted by notional
Win Rate

47.5%

19 W / 21 L
CouldWin Rate

90%

36 could / 40 total
Avg P&L

$522.79

Avg Return: 1.67%
Best Win

$9485.47

Largest Loss

$-2244.51

Trade Details 40 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5668562 AMD Buy $210.76 $210.93 148 0.08% ($24.67) True $208.83 06/10/25 14:56 06/10/25 15:00 4m
5668561 AMD Buy $207.11 $210.83 151 1.8% ($561.72) True $204.13 06/10/25 14:13 06/10/25 14:55 42m
5668473 CRON Buy $3.00 $3.10 10433 3.17% ($991.14) True $2.97 29/09/25 14:17 29/09/25 15:24 1.1h
5668494 LAC Buy $5.77 $5.57 5425 -3.53% ($-1105.62) True $5.60 24/09/25 14:20 24/09/25 14:22 2m
5668493 LAC Buy $5.51 $5.78 5680 4.9% ($1533.60) True $5.16 24/09/25 13:42 24/09/25 14:19 37m
5668492 LAC Buy $5.30 $5.40 5911 1.98% ($620.66) True $5.13 24/09/25 13:32 24/09/25 13:41 9m
5668481 CRON Buy $2.42 $2.57 12960 6.45% ($2017.87) True $2.39 11/08/25 14:58 11/08/25 16:02 1.1h
5668479 CRON Buy $2.43 $2.42 12881 -0.61% ($-191.93) True $2.41 11/08/25 14:54 11/08/25 14:57 3m
5668560 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
5668583 LPSN Buy $1.19 $1.17 26322 -1.61% ($-502.75) True $1.13 06/08/25 15:00 06/08/25 15:17 17m
5668582 LPSN Buy $1.22 $1.16 25697 -4.76% ($-1490.43) True $1.16 06/08/25 14:36 06/08/25 14:58 22m
5668580 LPSN Buy $1.21 $1.21 25842 -0.1% ($-31.01) True $1.15 06/08/25 14:08 06/08/25 14:35 27m
5668578 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
5668576 LPSN Buy $1.23 $1.22 25447 -0.81% ($-254.47) True $1.12 06/08/25 13:45 06/08/25 14:05 20m
5668574 LPSN Buy $1.27 $1.29 24645 1.57% ($492.90) True $1.17 06/08/25 13:33 06/08/25 13:44 11m
5668572 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
5668512 LCID Buy $2.92 $3.28 10719 12.33% ($3859.91) True $2.84 17/07/25 14:24 17/07/25 15:46 1.4h
5668502 SPCE Buy $3.75 $3.90 8343 3.96% ($1240.60) True $3.69 17/07/25 14:59 17/07/25 15:36 37m
5668501 SPCE Buy $3.78 $3.72 8280 -1.59% ($-496.80) True $3.72 17/07/25 14:51 17/07/25 14:53 2m
5668500 SPCE Buy $3.79 $3.83 8255 0.96% ($300.48) True $3.72 17/07/25 14:29 17/07/25 14:50 21m
5668499 SPCE Buy $3.81 $3.79 8215 -0.65% ($-203.73) True $3.65 17/07/25 14:01 17/07/25 14:28 27m
5668511 LCID Buy $2.97 $2.95 10556 -0.53% ($-164.67) True $2.89 17/07/25 14:19 17/07/25 14:23 4m
5668510 LCID Buy $3.01 $2.98 10398 -1.16% ($-363.93) True $2.92 17/07/25 14:10 17/07/25 14:18 8m
5668509 LCID Buy $2.96 $3.02 10574 2.03% ($636.55) True $2.83 17/07/25 13:58 17/07/25 14:09 11m
5668585 LPSN Buy $0.95 $0.96 32947 1.2% ($375.60) True $0.94 26/06/25 14:52 26/06/25 15:08 16m
5668531 QS Buy $5.42 $5.58 5775 2.86% ($895.70) True $5.31 25/06/25 14:59 25/06/25 17:32 2.6h
5668530 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
5668529 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
5668527 QS Buy $5.86 $5.75 5340 -1.97% ($-616.24) False $5.67 25/06/25 14:20 25/06/25 14:41 21m
5668526 QS Buy $6.02 $5.80 5195 -3.73% ($-1167.84) False $5.81 25/06/25 14:09 25/06/25 14:17 8m
5668525 QS Buy $5.84 $6.03 5359 3.31% ($1036.97) True $5.59 25/06/25 13:38 25/06/25 14:08 30m
5668524 QS Buy $5.99 $5.91 5225 -1.33% ($-416.43) True $5.76 25/06/25 13:36 25/06/25 13:37 1m
5668548 JOBY Buy $8.61 $8.79 3637 2.09% ($654.66) True $8.47 28/05/25 14:16 28/05/25 15:25 1.2h
5668535 SPCE Buy $4.61 $6.01 6786 30.31% ($9485.47) True $4.46 16/05/25 14:44 16/05/25 16:18 1.6h
5668534 SPCE Buy $4.52 $4.60 6924 1.7% ($531.76) True $4.33 16/05/25 14:37 16/05/25 14:43 6m
5668533 SPCE Buy $4.63 $4.56 6761 -1.6% ($-500.31) True $4.41 16/05/25 14:31 16/05/25 14:36 5m
5668532 SPCE Buy $4.10 $4.59 7630 11.89% ($3721.91) True $3.93 16/05/25 13:47 16/05/25 14:30 43m
5668555 QBTS Buy $8.95 $10.39 3497 16.1% ($5039.53) True $8.73 08/05/25 14:39 08/05/25 18:23 3.7h
5668554 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
5668536 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_125335
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 CROSSUNDER(CLOSE(sym,1m), EMA(CLOSE(sym,1m),17))) AND LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m), 22) - 2.8 * ATR(sym,1m, 18))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk