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

$7873.67

Notional: $625937.86
Total Return

1.26%

Weighted by notional
Win Rate

30%

6 W / 14 L
CouldWin Rate

90%

18 could / 20 total
Avg P&L

$393.68

Avg Return: 1.26%
Best Win

$8222.85

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
5686605 AMD Buy $207.11 $206.43 151 -0.33% ($-102.63) True $204.13 06/10/25 14:13 06/10/25 19:12 5h
5686547 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
5686564 LAC Buy $5.30 $6.01 5911 13.5% ($4226.37) True $5.13 24/09/25 13:32 24/09/25 19:03 5.5h
5686557 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
5686604 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
5686608 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
5686607 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
5686606 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
5686573 LCID Buy $2.96 $3.11 10574 5.19% ($1625.22) True $2.83 17/07/25 13:58 17/07/25 19:17 5.3h
5686559 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
5686620 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
5686578 QS Buy $5.42 $5.71 5775 5.35% ($1675.33) True $5.31 25/06/25 14:59 25/06/25 19:09 4.2h
5686574 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
5686571 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
5686570 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
5686565 JOBY Buy $8.61 $8.87 3637 3.08% ($963.81) True $8.47 28/05/25 14:16 28/05/25 19:09 4.9h
5686566 SPCE Buy $4.10 $5.18 7630 26.27% ($8222.85) True $3.93 16/05/25 13:47 16/05/25 19:39 5.9h
5686594 QBTS Buy $8.95 $10.44 3497 16.6% ($5194.44) True $8.73 08/05/25 14:39 08/05/25 19:02 4.4h
5686593 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
5686591 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_041403
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: 
  (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 2))) OR (TIME_UTC_IN(19,21) OR CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 2))))) AND (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 2))) AND (TIME_UTC_IN(20, 21) OR 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