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

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
5669418 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
5669316 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
5669319 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
5669324 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
5669322 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
5669321 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
5669394 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
5669412 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
5669411 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
5669410 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
5669409 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
5669408 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
5669407 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
5669406 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
5669405 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
5669404 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
5669403 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
5669402 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
5669401 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
5669400 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
5669399 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
5669398 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
5669397 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
5669396 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
5669395 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
5669341 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
5669320 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
5669339 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
5669338 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
5669337 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
5669336 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
5669335 LCID Buy $2.95 $2.92 10612 -1% ($-311.99) True $2.87 17/07/25 14:23 17/07/25 14:24 1m
5669334 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
5669333 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
5669332 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
5669331 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
5669330 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
5669329 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
5669328 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
5669327 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
5669417 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
5669349 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
5669348 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
5669347 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
5669346 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
5669389 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
5669326 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
5669416 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
5669415 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
5669382 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_133616
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,1d)) < (HIGHEST(HIGH(sym,1d), 20) - 3 * ATR(sym,1d, 14)) 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