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
80
Total P&L
$1293.00
Notional: $2503166.85Total Return
0.05%
Weighted by notionalWin Rate
40%
32 W / 48 LCouldWin Rate
82.5%
66 could / 80 totalAvg P&L
$16.16
Avg Return: 0.05%Best Win
$3114.02
Largest Loss
$-2244.51
Trade Details
80 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5675225 | 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 |
| 5675224 | AMD | Buy | $208.06 | $210.83 | 150 | 1.33% ($415.50) | True | $205.75 | 06/10/25 14:32 | 06/10/25 14:55 | 23m |
| 5675223 | 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 |
| 5675222 | 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 |
| 5675221 | 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 |
| 5675114 | CRON | Buy | $3.03 | $3.10 | 10330 | 2.15% ($671.45) | True | $3.00 | 29/09/25 14:51 | 29/09/25 15:24 | 33m |
| 5675113 | CRON | Buy | $3.04 | $3.03 | 10313 | -0.05% ($-15.47) | True | $2.99 | 29/09/25 14:33 | 29/09/25 14:50 | 17m |
| 5675112 | 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 |
| 5675122 | LAC | Buy | $6.00 | $5.88 | 5216 | -2% ($-627.48) | True | $5.82 | 24/09/25 14:53 | 24/09/25 15:12 | 19m |
| 5675121 | 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 |
| 5675120 | LAC | Buy | $5.79 | $5.78 | 5401 | -0.25% ($-79.39) | True | $5.56 | 24/09/25 14:08 | 24/09/25 14:19 | 11m |
| 5675119 | LAC | Buy | $5.76 | $5.76 | 5434 | -0.03% ($-10.87) | True | $5.50 | 24/09/25 13:52 | 24/09/25 14:07 | 15m |
| 5675118 | LAC | Buy | $5.46 | $5.57 | 5732 | 1.92% ($601.86) | True | $5.17 | 24/09/25 13:47 | 24/09/25 13:51 | 4m |
| 5675117 | 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 |
| 5675116 | 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 |
| 5675126 | CRON | Buy | $2.42 | $2.43 | 12960 | 0.63% ($195.70) | True | $2.39 | 11/08/25 14:58 | 11/08/25 15:23 | 25m |
| 5675125 | 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 |
| 5675219 | 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 |
| 5675238 | 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 |
| 5675237 | 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 |
| 5675236 | LPSN | Buy | $1.22 | $1.24 | 25655 | 1.54% ($482.31) | True | $1.18 | 06/08/25 14:44 | 06/08/25 14:54 | 10m |
| 5675235 | LPSN | Buy | $1.22 | $1.21 | 25697 | -0.57% ($-177.31) | True | $1.16 | 06/08/25 14:36 | 06/08/25 14:43 | 7m |
| 5675234 | LPSN | Buy | $1.22 | $1.21 | 25630 | -0.92% ($-287.06) | True | $1.15 | 06/08/25 14:29 | 06/08/25 14:35 | 6m |
| 5675233 | 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 |
| 5675232 | LPSN | Buy | $1.25 | $1.23 | 25070 | -1.48% ($-463.80) | True | $1.19 | 06/08/25 14:15 | 06/08/25 14:23 | 8m |
| 5675231 | LPSN | Buy | $1.21 | $1.22 | 25842 | 0.73% ($227.41) | True | $1.15 | 06/08/25 14:08 | 06/08/25 14:14 | 6m |
| 5675230 | 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 |
| 5675229 | 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 |
| 5675228 | 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 |
| 5675227 | 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 |
| 5675148 | LCID | Buy | $2.97 | $3.26 | 10556 | 9.95% ($3114.02) | True | $2.91 | 17/07/25 14:48 | 17/07/25 15:25 | 37m |
| 5675136 | 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 |
| 5675135 | 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 |
| 5675134 | SPCE | Buy | $3.83 | $3.83 | 8167 | -0.12% ($-37.57) | True | $3.77 | 17/07/25 14:44 | 17/07/25 14:50 | 6m |
| 5675147 | LCID | Buy | $2.92 | $2.96 | 10719 | 1.37% ($428.76) | True | $2.84 | 17/07/25 14:24 | 17/07/25 14:47 | 23m |
| 5675133 | SPCE | Buy | $3.86 | $3.84 | 8108 | -0.48% ($-150.81) | True | $3.79 | 17/07/25 14:40 | 17/07/25 14:43 | 3m |
| 5675132 | SPCE | Buy | $3.79 | $3.83 | 8255 | 1.02% ($320.29) | True | $3.72 | 17/07/25 14:29 | 17/07/25 14:39 | 10m |
| 5675131 | 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 |
| 5675146 | 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 |
| 5675145 | 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 |
| 5675144 | 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 |
| 5675143 | 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 |
| 5675240 | 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 |
| 5675185 | QS | Buy | $5.42 | $5.43 | 5775 | 0.19% ($58.91) | True | $5.31 | 25/06/25 14:59 | 25/06/25 15:26 | 27m |
| 5675184 | 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 |
| 5675183 | 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 |
| 5675182 | QS | Buy | $5.79 | $5.75 | 5405 | -0.78% ($-243.23) | False | $5.68 | 25/06/25 14:39 | 25/06/25 14:41 | 2m |
| 5675181 | 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 |
| 5675180 | QS | Buy | $5.86 | $5.85 | 5340 | -0.17% ($-52.87) | False | $5.67 | 25/06/25 14:20 | 25/06/25 14:31 | 11m |
| 5675179 | 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 |
| 5675178 | QS | Buy | $6.13 | $6.03 | 5106 | -1.57% ($-492.22) | False | $5.93 | 25/06/25 14:07 | 25/06/25 14:08 | 1m |
| 5675177 | 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 |
| 5675176 | 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 |
| 5675158 | JOBY | Buy | $8.57 | $8.86 | 3652 | 3.33% ($1041.19) | True | $8.48 | 28/05/25 14:44 | 28/05/25 15:12 | 28m |
| 5675157 | JOBY | Buy | $8.59 | $8.58 | 3643 | -0.12% ($-38.62) | True | $8.49 | 28/05/25 14:38 | 28/05/25 14:43 | 5m |
| 5675155 | JOBY | Buy | $8.57 | $8.61 | 3652 | 0.47% ($146.08) | True | $8.44 | 28/05/25 14:24 | 28/05/25 14:37 | 13m |
| 5675154 | JOBY | Buy | $8.61 | $8.59 | 3637 | -0.19% ($-58.92) | True | $8.47 | 28/05/25 14:16 | 28/05/25 14:23 | 7m |
| 5675170 | 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 |
| 5675169 | 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 |
| 5675168 | SPCE | Buy | $4.61 | $4.60 | 6786 | -0.38% ($-117.40) | True | $4.46 | 16/05/25 14:44 | 16/05/25 14:47 | 3m |
| 5675167 | 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 |
| 5675166 | SPCE | Buy | $4.61 | $4.56 | 6796 | -1.09% ($-339.80) | True | $4.39 | 16/05/25 14:34 | 16/05/25 14:36 | 2m |
| 5675165 | SPCE | Buy | $4.63 | $4.63 | 6761 | 0.02% ($6.76) | True | $4.41 | 16/05/25 14:31 | 16/05/25 14:33 | 2m |
| 5675164 | SPCE | Buy | $4.30 | $4.59 | 7279 | 6.74% ($2110.91) | True | $4.15 | 16/05/25 14:12 | 16/05/25 14:30 | 18m |
| 5675163 | SPCE | Buy | $4.08 | $4.20 | 7671 | 2.82% ($882.17) | True | $3.93 | 16/05/25 13:58 | 16/05/25 14:11 | 13m |
| 5675162 | SPCE | Buy | $4.14 | $4.08 | 7569 | -1.37% ($-429.16) | True | $3.98 | 16/05/25 13:55 | 16/05/25 13:57 | 2m |
| 5675160 | SPCE | Buy | $4.10 | $4.09 | 7630 | -0.33% ($-102.24) | True | $3.93 | 16/05/25 13:47 | 16/05/25 13:54 | 7m |
| 5675153 | QBTS | Buy | $9.18 | $9.11 | 3410 | -0.78% ($-243.82) | True | $8.98 | 08/05/25 14:56 | 08/05/25 15:00 | 4m |
| 5675152 | QBTS | Buy | $8.98 | $9.16 | 3485 | 1.95% ($609.88) | True | $8.76 | 08/05/25 14:38 | 08/05/25 14:55 | 17m |
| 5675151 | QBTS | Buy | $9.26 | $9.06 | 3380 | -2.21% ($-692.90) | True | $9.05 | 08/05/25 14:31 | 08/05/25 14:37 | 6m |
| 5675213 | GME | Buy | $29.29 | $29.33 | 1068 | 0.14% ($42.83) | True | $28.86 | 26/03/25 14:57 | 26/03/25 15:04 | 7m |
| 5675212 | GME | Buy | $28.93 | $29.36 | 1081 | 1.5% ($468.40) | True | $28.53 | 26/03/25 14:46 | 26/03/25 14:56 | 10m |
| 5675211 | GME | Buy | $29.16 | $28.71 | 1073 | -1.55% ($-484.67) | False | $28.78 | 26/03/25 14:42 | 26/03/25 14:45 | 3m |
| 5675210 | GME | Buy | $29.20 | $29.06 | 1071 | -0.48% ($-149.62) | False | $28.82 | 26/03/25 14:40 | 26/03/25 14:41 | 1m |
| 5675209 | GME | Buy | $29.20 | $29.17 | 1072 | -0.09% ($-26.80) | False | $28.79 | 26/03/25 14:34 | 26/03/25 14:39 | 5m |
| 5675208 | 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 |
| 5675207 | GME | Buy | $28.93 | $29.01 | 1081 | 0.28% ($86.48) | True | $28.41 | 26/03/25 14:23 | 26/03/25 14:31 | 8m |
| 5675206 | GME | Buy | $28.15 | $28.76 | 1111 | 2.17% ($677.82) | True | $27.61 | 26/03/25 14:05 | 26/03/25 14:22 | 17m |
| 5675205 | 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 |
| 5675204 | 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-logic-invert_183954
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))) OR (TIME_UTC_IN(20, 21) OR LAST(CLOSE(sym,1m)) < LOWER(DONCHIAN(HIGH(sym,1m), LOW(sym,1m), 10)))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk