Backtest Results

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

58

Total P&L

$2660.49

Notional: $1815104.83

Total Return

0.15%

Weighted by notional

Win Rate

50%

29 W / 29 L

CouldWin Rate

81%

47 could / 58 total

Avg P&L

$45.87

Avg Return: 0.15%

Best Win

$3851.40

Largest Loss

$-2911.56

Trade Details 58 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
5668564	AMD	Buy	$208.06	$210.93	150	1.38% ($430.01)	True	$205.75	06/10/25 14:32	06/10/25 15:00	28m
5668563	AMD	Buy	$207.11	$208.28	151	0.56% ($176.65)	True	$204.13	06/10/25 14:13	06/10/25 14:31	18m
5668482	CRON	Buy	$3.04	$3.10	10313	1.98% ($618.78)	True	$2.99	29/09/25 14:33	29/09/25 15:24	51m
5668480	CRON	Buy	$3.01	$3.01	10398	0.05% ($16.64)	True	$2.97	29/09/25 14:26	29/09/25 14:32	6m
5668487	LAC	Buy	$5.98	$5.88	5230	-1.74% ($-543.40)	True	$5.81	24/09/25 14:54	24/09/25 15:12	18m
5668486	LAC	Buy	$5.78	$6.00	5414	3.8% ($1188.91)	True	$5.55	24/09/25 14:12	24/09/25 14:53	41m
5668485	LAC	Buy	$5.79	$5.77	5401	-0.51% ($-160.41)	True	$5.56	24/09/25 14:08	24/09/25 14:11	3m
5668484	LAC	Buy	$5.51	$5.76	5680	4.5% ($1408.64)	True	$5.16	24/09/25 13:42	24/09/25 14:07	25m
5668483	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
5668491	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
5668489	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
5668488	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
5668559	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
5668581	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
5668579	LPSN	Buy	$1.24	$1.16	25239	-6.46% ($-2021.64)	False	$1.19	06/08/25 14:55	06/08/25 14:58	3m
5668577	LPSN	Buy	$1.24	$1.24	25262	-0.02% ($-5.05)	False	$1.19	06/08/25 14:52	06/08/25 14:54	2m
5668575	LPSN	Buy	$1.22	$1.24	25655	1.65% ($515.67)	True	$1.18	06/08/25 14:44	06/08/25 14:51	7m
5668573	LPSN	Buy	$1.25	$1.21	25058	-3.04% ($-952.20)	False	$1.18	06/08/25 14:22	06/08/25 14:43	21m
5668571	LPSN	Buy	$1.25	$1.25	25070	0.05% ($15.04)	True	$1.19	06/08/25 14:15	06/08/25 14:21	6m
5668569	LPSN	Buy	$1.19	$1.22	26306	2.54% ($794.44)	True	$1.13	06/08/25 13:56	06/08/25 14:05	9m
5668568	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
5668567	LPSN	Buy	$1.29	$1.17	24263	-9.3% ($-2911.56)	False	$1.18	06/08/25 13:44	06/08/25 13:49	5m
5668566	LPSN	Buy	$1.27	$1.32	24645	3.94% ($1232.25)	True	$1.17	06/08/25 13:33	06/08/25 13:43	10m
5668565	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
5668508	LCID	Buy	$2.89	$3.24	10849	12.31% ($3851.40)	True	$2.81	17/07/25 14:32	17/07/25 15:26	54m
5668498	SPCE	Buy	$3.75	$3.79	8343	1.03% ($323.71)	True	$3.69	17/07/25 14:59	17/07/25 15:01	2m
5668497	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
5668496	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
5668507	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
5668506	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
5668495	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
5668505	LCID	Buy	$3.01	$2.91	10398	-3.32% ($-1039.80)	True	$2.92	17/07/25 14:10	17/07/25 14:24	14m
5668504	LCID	Buy	$3.05	$3.02	10261	-0.98% ($-306.80)	True	$2.95	17/07/25 14:06	17/07/25 14:09	3m
5668503	LCID	Buy	$2.96	$3.05	10574	2.87% ($898.79)	True	$2.83	17/07/25 13:58	17/07/25 14:05	7m
5668584	LPSN	Buy	$0.95	$0.96	32947	1.19% ($372.30)	True	$0.94	26/06/25 14:52	26/06/25 15:23	31m
5668523	QS	Buy	$5.53	$5.39	5659	-2.54% ($-793.39)	True	$5.40	25/06/25 14:52	25/06/25 15:00	8m
5668522	QS	Buy	$5.67	$5.55	5520	-2.12% ($-662.40)	True	$5.55	25/06/25 14:45	25/06/25 14:48	3m
5668521	QS	Buy	$5.79	$5.68	5405	-1.99% ($-621.58)	False	$5.68	25/06/25 14:39	25/06/25 14:42	3m
5668520	QS	Buy	$5.83	$5.83	5364	-0.1% ($-32.18)	False	$5.68	25/06/25 14:32	25/06/25 14:38	6m
5668519	QS	Buy	$5.87	$5.85	5336	-0.25% ($-77.37)	False	$5.68	25/06/25 14:17	25/06/25 14:31	14m
5668518	QS	Buy	$6.13	$5.85	5106	-4.57% ($-1429.17)	False	$5.93	25/06/25 14:07	25/06/25 14:15	8m
5668516	QS	Buy	$5.84	$6.08	5359	4.02% ($1259.37)	True	$5.59	25/06/25 13:38	25/06/25 14:06	28m
5668514	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
5668543	JOBY	Buy	$8.57	$8.84	3652	3.09% ($968.15)	True	$8.48	28/05/25 14:44	28/05/25 15:13	29m
5668542	JOBY	Buy	$8.58	$8.58	3650	0.05% ($15.70)	True	$8.48	28/05/25 14:39	28/05/25 14:43	4m
5668541	JOBY	Buy	$8.55	$8.59	3660	0.47% ($146.03)	True	$8.44	28/05/25 14:27	28/05/25 14:38	11m
5668540	JOBY	Buy	$8.58	$8.56	3648	-0.23% ($-71.87)	True	$8.46	28/05/25 14:25	28/05/25 14:26	1m
5668539	JOBY	Buy	$8.61	$8.57	3637	-0.41% ($-127.30)	True	$8.47	28/05/25 14:16	28/05/25 14:24	8m
5668517	SPCE	Buy	$4.52	$4.58	6924	1.32% ($414.06)	True	$4.33	16/05/25 14:37	16/05/25 15:08	31m
5668515	SPCE	Buy	$4.20	$4.56	7461	8.58% ($2685.96)	True	$4.05	16/05/25 14:11	16/05/25 14:36	25m
5668513	SPCE	Buy	$4.10	$4.22	7630	2.76% ($863.72)	True	$3.93	16/05/25 13:47	16/05/25 14:10	23m
5668538	QBTS	Buy	$8.95	$9.11	3497	1.73% ($542.04)	True	$8.73	08/05/25 14:39	08/05/25 15:00	21m
5668537	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
5668553	GME	Buy	$28.95	$29.07	1081	0.43% ($135.13)	True	$28.57	26/03/25 14:44	26/03/25 15:05	21m
5668552	GME	Buy	$29.18	$28.94	1072	-0.82% ($-257.28)	False	$28.76	26/03/25 14:32	26/03/25 14:43	11m
5668551	GME	Buy	$28.15	$29.01	1111	3.06% ($955.57)	True	$27.61	26/03/25 14:05	26/03/25 14:31	26m
5668550	GME	Buy	$27.89	$28.12	1122	0.82% ($258.06)	True	$27.31	26/03/25 13:57	26/03/25 14:04	7m
5668549	GME	Buy	$28.37	$27.89	1103	-1.69% ($-529.44)	True	$27.71	26/03/25 13:50	26/03/25 13:56	6m

Strategy DSL CreativeExit_crossover-logic-invert_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: 
  CROSSUNDER(CLOSE(sym,1m), MID(DONCHIAN(HIGH(sym,1m), LOW(sym,1m), 20))) OR (TIME_UTC_IN(19,21) AND CROSSUNDER(CLOSE(sym,1m), EMA(CLOSE(sym,1m),17))) OR 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

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: 
  CROSSUNDER(CLOSE(sym,1m), MID(DONCHIAN(HIGH(sym,1m), LOW(sym,1m), 20))) OR (TIME_UTC_IN(19,21) AND CROSSUNDER(CLOSE(sym,1m), EMA(CLOSE(sym,1m),17))) OR 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