Backtest Results
Test ID: EXO-EXO-EXO-
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
72
Total P&L
$1528.50
Notional: $2252948.92Total Return
0.07%
Weighted by notionalWin Rate
38.9%
28 W / 44 LCouldWin Rate
76.4%
55 could / 72 totalAvg P&L
$21.23
Avg Return: 0.07%Best Win
$3669.62
Largest Loss
$-2911.56
Trade Details
72 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5669077 | AMD | Buy | $211.29 | $210.93 | 148 | -0.17% ($-53.44) | False | $209.31 | 06/10/25 14:57 | 06/10/25 15:00 | 3m |
| 5669075 | AMD | Buy | $208.06 | $210.76 | 150 | 1.3% ($405.00) | True | $205.75 | 06/10/25 14:32 | 06/10/25 14:56 | 24m |
| 5669074 | AMD | Buy | $209.21 | $208.28 | 149 | -0.44% ($-138.64) | False | $207.21 | 06/10/25 14:27 | 06/10/25 14:31 | 4m |
| 5669066 | AMD | Buy | $208.97 | $208.71 | 149 | -0.13% ($-39.50) | False | $206.77 | 06/10/25 14:23 | 06/10/25 14:26 | 3m |
| 5669062 | AMD | Buy | $207.11 | $208.62 | 151 | 0.73% ($228.01) | True | $204.13 | 06/10/25 14:13 | 06/10/25 14:22 | 9m |
| 5668696 | CRON | Buy | $3.04 | $3.10 | 10313 | 1.98% ($618.78) | True | $3.00 | 29/09/25 14:45 | 29/09/25 15:24 | 39m |
| 5668682 | 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 |
| 5668717 | LAC | Buy | $6.00 | $5.88 | 5216 | -2% ($-627.48) | True | $5.82 | 24/09/25 14:53 | 24/09/25 15:12 | 19m |
| 5668716 | 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 |
| 5668705 | LAC | Buy | $5.78 | $5.78 | 5414 | -0.01% ($-3.79) | True | $5.55 | 24/09/25 14:12 | 24/09/25 14:19 | 7m |
| 5668699 | 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 |
| 5668694 | LAC | Buy | $5.46 | $5.76 | 5732 | 5.46% ($1708.14) | True | $5.17 | 24/09/25 13:47 | 24/09/25 14:07 | 20m |
| 5668687 | LAC | Buy | $5.51 | $5.45 | 5680 | -1.18% ($-369.20) | True | $5.16 | 24/09/25 13:42 | 24/09/25 13:46 | 4m |
| 5668672 | 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 |
| 5668735 | CRON | Buy | $2.43 | $2.41 | 12881 | -0.82% ($-256.33) | True | $2.41 | 11/08/25 14:54 | 11/08/25 14:57 | 3m |
| 5669081 | 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 |
| 5669097 | LPSN | Buy | $1.20 | $1.17 | 25983 | -2.87% ($-899.01) | True | $1.15 | 06/08/25 14:57 | 06/08/25 15:17 | 20m |
| 5669096 | LPSN | Buy | $1.24 | $1.23 | 25239 | -0.81% ($-252.39) | False | $1.19 | 06/08/25 14:55 | 06/08/25 14:56 | 1m |
| 5669095 | 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 |
| 5669094 | 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 |
| 5669093 | LPSN | Buy | $1.22 | $1.21 | 25630 | -0.83% ($-258.86) | True | $1.15 | 06/08/25 14:29 | 06/08/25 14:43 | 14m |
| 5669092 | LPSN | Buy | $1.24 | $1.24 | 25329 | -0.06% ($-17.73) | True | $1.17 | 06/08/25 14:24 | 06/08/25 14:28 | 4m |
| 5669090 | LPSN | Buy | $1.25 | $1.23 | 25058 | -1.53% ($-478.61) | False | $1.18 | 06/08/25 14:22 | 06/08/25 14:23 | 1m |
| 5669089 | 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 |
| 5669088 | LPSN | Buy | $1.19 | $1.22 | 26302 | 2.52% ($789.06) | True | $1.13 | 06/08/25 14:09 | 06/08/25 14:14 | 5m |
| 5669087 | LPSN | Buy | $1.22 | $1.21 | 25655 | -0.72% ($-225.76) | True | $1.16 | 06/08/25 14:06 | 06/08/25 14:08 | 2m |
| 5669086 | 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 |
| 5669085 | LPSN | Buy | $1.19 | $1.22 | 26324 | 2.61% ($816.04) | True | $1.11 | 06/08/25 13:53 | 06/08/25 13:59 | 6m |
| 5669084 | 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 |
| 5669083 | 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 |
| 5669082 | 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 |
| 5668788 | LCID | Buy | $2.90 | $3.24 | 10793 | 11.72% ($3669.62) | True | $2.82 | 17/07/25 14:26 | 17/07/25 15:26 | 1h |
| 5668824 | 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 |
| 5668822 | 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 |
| 5668808 | SPCE | Buy | $3.85 | $3.83 | 8132 | -0.55% ($-172.40) | True | $3.78 | 17/07/25 14:45 | 17/07/25 14:50 | 5m |
| 5668794 | SPCE | Buy | $3.79 | $3.83 | 8255 | 1.08% ($338.46) | True | $3.72 | 17/07/25 14:29 | 17/07/25 14:44 | 15m |
| 5668786 | 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 |
| 5668780 | 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 |
| 5668770 | LCID | Buy | $3.06 | $3.02 | 10228 | -1.3% ($-407.07) | True | $2.97 | 17/07/25 14:08 | 17/07/25 14:09 | 1m |
| 5668768 | LCID | Buy | $3.05 | $3.04 | 10261 | -0.35% ($-109.79) | True | $2.95 | 17/07/25 14:06 | 17/07/25 14:07 | 1m |
| 5668763 | 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 |
| 5669099 | LPSN | Buy | $0.95 | $0.96 | 32947 | 1.14% ($355.83) | True | $0.94 | 26/06/25 14:52 | 26/06/25 15:11 | 19m |
| 5668909 | 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 |
| 5668902 | 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 |
| 5668884 | 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 |
| 5668862 | 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 |
| 5668844 | 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 |
| 5668834 | 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 |
| 5668827 | 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 |
| 5668826 | 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 |
| 5668885 | 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 |
| 5668865 | 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 |
| 5668863 | 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 |
| 5668859 | 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 |
| 5668846 | 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 |
| 5668964 | SPCE | Buy | $4.59 | $4.57 | 6817 | -0.46% ($-144.52) | True | $4.46 | 16/05/25 14:59 | 16/05/25 15:00 | 1m |
| 5668960 | SPCE | Buy | $4.56 | $4.58 | 6860 | 0.28% ($88.49) | True | $4.42 | 16/05/25 14:48 | 16/05/25 14:58 | 10m |
| 5668945 | SPCE | Buy | $4.52 | $4.60 | 6924 | 1.66% ($518.61) | True | $4.33 | 16/05/25 14:37 | 16/05/25 14:47 | 10m |
| 5668928 | SPCE | Buy | $4.66 | $4.56 | 6717 | -2.25% ($-703.27) | True | $4.45 | 16/05/25 14:35 | 16/05/25 14:36 | 1m |
| 5668918 | SPCE | Buy | $4.20 | $4.61 | 7461 | 9.77% ($3059.01) | True | $4.05 | 16/05/25 14:11 | 16/05/25 14:34 | 23m |
| 5668886 | SPCE | Buy | $4.08 | $4.22 | 7671 | 3.32% ($1038.65) | True | $3.93 | 16/05/25 13:58 | 16/05/25 14:10 | 12m |
| 5668866 | SPCE | Buy | $4.10 | $4.08 | 7630 | -0.58% ($-182.36) | True | $3.93 | 16/05/25 13:47 | 16/05/25 13:57 | 10m |
| 5668919 | 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 |
| 5668907 | 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 |
| 5669010 | GME | Buy | $29.39 | $29.33 | 1065 | -0.19% ($-58.68) | False | $28.96 | 26/03/25 14:59 | 26/03/25 15:04 | 5m |
| 5669003 | GME | Buy | $28.95 | $29.24 | 1081 | 1.02% ($320.30) | True | $28.57 | 26/03/25 14:44 | 26/03/25 14:58 | 14m |
| 5668998 | GME | Buy | $29.16 | $28.94 | 1073 | -0.75% ($-236.06) | False | $28.78 | 26/03/25 14:42 | 26/03/25 14:43 | 1m |
| 5668991 | GME | Buy | $29.20 | $29.06 | 1072 | -0.46% ($-144.72) | False | $28.79 | 26/03/25 14:34 | 26/03/25 14:41 | 7m |
| 5668987 | GME | Buy | $29.18 | $29.10 | 1072 | -0.27% ($-85.65) | False | $28.76 | 26/03/25 14:32 | 26/03/25 14:33 | 1m |
| 5668986 | 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 |
| 5668981 | GME | Buy | $27.89 | $28.12 | 1122 | 0.82% ($258.06) | True | $27.29 | 26/03/25 13:56 | 26/03/25 14:04 | 8m |
| 5668975 | GME | Buy | $28.37 | $28.08 | 1103 | -1.02% ($-319.87) | True | $27.71 | 26/03/25 13:50 | 26/03/25 13:55 | 5m |
Strategy DSL
CreativeExit_crossover-ind-swap_130646
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(BBANDS(CLOSE(sym,1m), 20, 2))) OR CROSSUNDER(CLOSE(sym,1m), MID(DONCHIAN(HIGH(sym,1m), LOW(sym,1m), 20)))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk