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
5691979 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
5691910 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
5691917 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
5691913 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
5691978 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
5691987 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
5691986 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
5691985 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
5691930 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
5691920 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
5691995 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
5691939 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
5691938 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
5691937 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
5691936 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
5691929 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
5691949 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
5691935 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
5691934 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
5691958 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_mutated-Mixed_083053
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: 
  (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 4))) AND (TIME_UTC_IN(20, 21) OR TIME_UTC_IN(19,21))) AND (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 2))) OR (TIME_UTC_IN(19,21) 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