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

20

Total P&L

$12451.83

Notional: $625937.86
Total Return

1.99%

Weighted by notional
Win Rate

30%

6 W / 14 L
CouldWin Rate

90%

18 could / 20 total
Avg P&L

$622.59

Avg Return: 1.99%
Best Win

$12610.86

Largest Loss

$-2464.50

Trade Details 20 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5685475 AMD Buy $207.11 $206.21 151 -0.43% ($-135.90) True $204.13 06/10/25 14:13 06/10/25 19:00 4.8h
5685339 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
5685340 LAC Buy $5.30 $6.00 5911 13.31% ($4167.26) True $5.13 24/09/25 13:32 24/09/25 19:00 5.5h
5685360 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
5685483 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
5685457 LPSN Buy $1.19 $1.11 26322 -6.64% ($-2079.44) True $1.13 06/08/25 15:00 06/08/25 16:06 1.1h
5685456 LPSN Buy $1.27 $1.17 24645 -7.87% ($-2464.50) True $1.17 06/08/25 13:33 06/08/25 13:49 16m
5685455 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
5685366 LCID Buy $2.96 $3.15 10574 6.25% ($1956.19) True $2.83 17/07/25 13:58 17/07/25 19:00 5h
5685355 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
5685479 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
5685425 QS Buy $5.42 $5.71 5775 5.38% ($1682.84) True $5.31 25/06/25 14:59 25/06/25 19:00 4h
5685424 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
5685422 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
5685421 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
5685384 JOBY Buy $8.61 $8.84 3637 2.67% ($836.51) True $8.47 28/05/25 14:16 28/05/25 19:00 4.7h
5685405 SPCE Buy $4.10 $5.76 7630 40.29% ($12610.86) True $3.93 16/05/25 13:47 16/05/25 19:00 5.2h
5685407 QBTS Buy $8.95 $10.46 3497 16.82% ($5265.78) True $8.73 08/05/25 14:39 08/05/25 19:00 4.4h
5685406 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
5685485 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-logic-invert_031355
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: 
  (TIME_UTC_IN(20, 21) OR TIME_UTC_IN(19,21)) OR (TIME_UTC_IN(20, 21) AND TIME_UTC_IN(19,21))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk