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
96
Total P&L
$-1693.27
Notional: $3004118.71Total Return
-0.06%
Weighted by notionalWin Rate
40.6%
39 W / 57 LCouldWin Rate
85.4%
82 could / 96 totalAvg P&L
$-17.64
Avg Return: -0.06%Best Win
$4027.28
Largest Loss
$-2244.51
Trade Details
96 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5675423 | 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 |
| 5675422 | 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 |
| 5675420 | 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 |
| 5675419 | 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 |
| 5675418 | 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 |
| 5675314 | 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 |
| 5675313 | CRON | Buy | $3.00 | $3.04 | 10433 | 1.17% ($365.16) | True | $2.97 | 29/09/25 14:17 | 29/09/25 14:44 | 27m |
| 5675325 | LAC | Buy | $6.00 | $5.88 | 5216 | -2% ($-627.48) | True | $5.82 | 24/09/25 14:53 | 24/09/25 15:12 | 19m |
| 5675324 | 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 |
| 5675323 | 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 |
| 5675322 | 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 |
| 5675321 | LAC | Buy | $5.30 | $5.45 | 5911 | 2.83% ($886.65) | True | $5.13 | 24/09/25 13:32 | 24/09/25 13:46 | 14m |
| 5675319 | 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 |
| 5675317 | 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 |
| 5675316 | 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 |
| 5675444 | 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 |
| 5675440 | 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 |
| 5675439 | LPSN | Buy | $1.20 | $1.16 | 25983 | -3.7% ($-1158.84) | True | $1.15 | 06/08/25 14:57 | 06/08/25 14:58 | 1m |
| 5675438 | LPSN | Buy | $1.22 | $1.23 | 25655 | 0.83% ($259.12) | True | $1.18 | 06/08/25 14:44 | 06/08/25 14:56 | 12m |
| 5675437 | LPSN | Buy | $1.23 | $1.21 | 25447 | -1.54% ($-480.95) | True | $1.18 | 06/08/25 14:38 | 06/08/25 14:43 | 5m |
| 5675436 | 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 |
| 5675435 | 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 |
| 5675433 | 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 |
| 5675432 | LPSN | Buy | $1.22 | $1.20 | 25630 | -1.7% ($-533.10) | True | $1.15 | 06/08/25 14:29 | 06/08/25 14:30 | 1m |
| 5675430 | LPSN | Buy | $1.24 | $1.21 | 25329 | -2.48% ($-777.60) | True | $1.17 | 06/08/25 14:24 | 06/08/25 14:25 | 1m |
| 5675429 | 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 |
| 5675428 | LPSN | Buy | $1.20 | $1.22 | 26192 | 2.09% ($654.80) | True | $1.14 | 06/08/25 14:12 | 06/08/25 14:14 | 2m |
| 5675427 | 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 |
| 5675426 | 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 |
| 5675425 | 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 |
| 5675424 | 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 |
| 5675421 | 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 |
| 5675417 | 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 |
| 5675416 | 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 |
| 5675415 | 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 |
| 5675414 | 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 |
| 5675413 | LPSN | Buy | $1.29 | $1.21 | 24263 | -6.2% ($-1941.04) | False | $1.18 | 06/08/25 13:44 | 06/08/25 13:46 | 2m |
| 5675412 | 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 |
| 5675411 | 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 |
| 5675362 | LCID | Buy | $3.02 | $3.24 | 10375 | 7.4% ($2316.74) | True | $2.96 | 17/07/25 14:52 | 17/07/25 15:26 | 34m |
| 5675367 | 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 |
| 5675361 | LCID | Buy | $3.00 | $3.02 | 10450 | 0.67% ($209.00) | True | $2.94 | 17/07/25 14:50 | 17/07/25 14:51 | 1m |
| 5675366 | 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 |
| 5675360 | LCID | Buy | $2.97 | $2.98 | 10556 | 0.34% ($105.56) | True | $2.91 | 17/07/25 14:48 | 17/07/25 14:49 | 1m |
| 5675359 | LCID | Buy | $2.99 | $2.96 | 10479 | -0.89% ($-279.79) | True | $2.93 | 17/07/25 14:46 | 17/07/25 14:47 | 1m |
| 5675365 | 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 |
| 5675357 | LCID | Buy | $3.01 | $3.00 | 10400 | -0.32% ($-98.80) | True | $2.94 | 17/07/25 14:42 | 17/07/25 14:43 | 1m |
| 5675356 | LCID | Buy | $3.00 | $3.02 | 10433 | 0.66% ($207.62) | True | $2.93 | 17/07/25 14:40 | 17/07/25 14:41 | 1m |
| 5675355 | LCID | Buy | $2.98 | $2.98 | 10503 | -0.17% ($-52.52) | True | $2.91 | 17/07/25 14:38 | 17/07/25 14:39 | 1m |
| 5675354 | LCID | Buy | $2.99 | $2.96 | 10485 | -0.84% ($-262.13) | True | $2.91 | 17/07/25 14:36 | 17/07/25 14:37 | 1m |
| 5675353 | LCID | Buy | $2.93 | $2.97 | 10680 | 1.52% ($474.19) | True | $2.86 | 17/07/25 14:34 | 17/07/25 14:35 | 1m |
| 5675352 | LCID | Buy | $2.89 | $2.92 | 10849 | 1.04% ($326.55) | True | $2.81 | 17/07/25 14:32 | 17/07/25 14:33 | 1m |
| 5675351 | 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 |
| 5675350 | LCID | Buy | $2.91 | $2.86 | 10754 | -1.73% ($-542.00) | True | $2.83 | 17/07/25 14:28 | 17/07/25 14:29 | 1m |
| 5675364 | 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 |
| 5675349 | LCID | Buy | $2.90 | $2.93 | 10793 | 1.03% ($323.79) | True | $2.82 | 17/07/25 14:26 | 17/07/25 14:27 | 1m |
| 5675348 | LCID | Buy | $2.92 | $2.89 | 10719 | -1.02% ($-320.50) | True | $2.84 | 17/07/25 14:24 | 17/07/25 14:25 | 1m |
| 5675347 | LCID | Buy | $3.00 | $2.95 | 10450 | -1.52% ($-476.52) | True | $2.92 | 17/07/25 14:22 | 17/07/25 14:23 | 1m |
| 5675346 | LCID | Buy | $2.96 | $2.98 | 10591 | 0.85% ($265.83) | True | $2.88 | 17/07/25 14:20 | 17/07/25 14:21 | 1m |
| 5675345 | LCID | Buy | $2.98 | $2.97 | 10521 | -0.34% ($-105.21) | True | $2.90 | 17/07/25 14:18 | 17/07/25 14:19 | 1m |
| 5675344 | LCID | Buy | $2.96 | $3.02 | 10574 | 2.03% ($634.44) | True | $2.89 | 17/07/25 14:16 | 17/07/25 14:17 | 1m |
| 5675343 | 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 |
| 5675342 | 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 |
| 5675341 | 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 |
| 5675340 | 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 |
| 5675339 | 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 |
| 5675338 | LCID | Buy | $3.03 | $3.05 | 10330 | 0.5% ($154.95) | True | $2.92 | 17/07/25 14:00 | 17/07/25 14:05 | 5m |
| 5675337 | 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 |
| 5675449 | 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 |
| 5675333 | 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 |
| 5675332 | 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 |
| 5675331 | 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 |
| 5675330 | 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 |
| 5675329 | 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 |
| 5675328 | 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 |
| 5675327 | QS | Buy | $5.99 | $6.08 | 5225 | 1.42% ($445.69) | True | $5.76 | 25/06/25 13:36 | 25/06/25 14:06 | 30m |
| 5675385 | JOBY | Buy | $8.57 | $8.83 | 3652 | 3.04% ($949.89) | True | $8.48 | 28/05/25 14:44 | 28/05/25 15:43 | 59m |
| 5675384 | 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 |
| 5675383 | JOBY | Buy | $8.58 | $8.59 | 3648 | 0.12% ($37.21) | True | $8.46 | 28/05/25 14:25 | 28/05/25 14:38 | 13m |
| 5675382 | 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 |
| 5675396 | 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 |
| 5675395 | 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 |
| 5675394 | 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 |
| 5675393 | 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 |
| 5675392 | SPCE | Buy | $4.08 | $4.61 | 7671 | 12.87% ($4027.28) | True | $3.93 | 16/05/25 13:58 | 16/05/25 14:34 | 36m |
| 5675391 | 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 |
| 5675376 | 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 |
| 5675375 | 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 |
| 5675408 | 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 |
| 5675407 | GME | Buy | $28.93 | $29.24 | 1081 | 1.08% ($338.35) | True | $28.53 | 26/03/25 14:46 | 26/03/25 14:58 | 12m |
| 5675406 | 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 |
| 5675405 | 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 |
| 5675404 | 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 |
| 5675403 | 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 |
| 5675402 | 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 |
| 5675401 | 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_185147
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)) OR CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 2)))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk