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

55

Total P&L

$1475.33

Notional: $1721046.70
Total Return

0.09%

Weighted by notional
Win Rate

43.6%

24 W / 31 L
CouldWin Rate

87.3%

48 could / 55 total
Avg P&L

$26.82

Avg Return: 0.09%
Best Win

$4102.42

Largest Loss

$-2464.50

Trade Details 55 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5701190 AMD Buy $208.06 $210.12 150 0.99% ($309.00) True $205.75 06/10/25 14:32 06/10/25 15:01 29m
5701189 AMD Buy $208.97 $208.28 149 -0.33% ($-102.84) False $206.77 06/10/25 14:23 06/10/25 14:31 8m
5701188 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
5701043 CRON Buy $3.04 $3.10 10313 1.98% ($618.78) True $3.01 29/09/25 14:52 29/09/25 15:24 32m
5701041 CRON Buy $3.03 $3.03 10347 0.17% ($51.74) True $2.99 29/09/25 14:47 29/09/25 14:51 4m
5701036 CRON Buy $3.00 $3.03 10433 0.83% ($260.83) True $2.97 29/09/25 14:17 29/09/25 14:46 29m
5701032 LAC Buy $5.96 $6.04 5250 1.24% ($387.45) True $5.82 24/09/25 14:57 24/09/25 15:55 58m
5701031 LAC Buy $6.02 $5.99 5203 -0.46% ($-142.56) True $5.85 24/09/25 14:55 24/09/25 14:56 1m
5701030 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
5701029 LAC Buy $5.73 $5.78 5462 0.87% ($273.10) True $5.53 24/09/25 14:14 24/09/25 14:19 5m
5701028 LAC Buy $5.30 $5.73 5911 8.19% ($2564.19) True $5.13 24/09/25 13:32 24/09/25 14:13 41m
5701097 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
5701156 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
5701187 LPSN Buy $1.20 $1.18 25983 -2.04% ($-639.18) True $1.15 06/08/25 14:57 06/08/25 15:21 24m
5701186 LPSN Buy $1.23 $1.23 25453 0.03% ($10.18) True $1.19 06/08/25 14:47 06/08/25 14:56 9m
5701185 LPSN Buy $1.22 $1.23 25655 0.91% ($284.77) True $1.18 06/08/25 14:44 06/08/25 14:46 2m
5701184 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
5701183 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
5701182 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
5701181 LPSN Buy $1.22 $1.23 25655 0.82% ($256.55) True $1.16 06/08/25 14:06 06/08/25 14:23 17m
5701180 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
5701179 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
5701077 LCID Buy $2.90 $3.28 10793 13.11% ($4102.42) True $2.82 17/07/25 14:26 17/07/25 15:46 1.3h
5701048 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
5701047 SPCE Buy $3.85 $3.83 8140 -0.45% ($-141.64) True $3.70 17/07/25 14:05 17/07/25 14:50 45m
5701075 LCID Buy $3.01 $2.91 10398 -3.32% ($-1039.80) True $2.92 17/07/25 14:10 17/07/25 14:24 14m
5701071 LCID Buy $2.96 $3.02 10574 2.03% ($636.55) True $2.83 17/07/25 13:58 17/07/25 14:09 11m
5701046 SPCE Buy $3.81 $3.90 8215 2.23% ($698.28) True $3.65 17/07/25 14:01 17/07/25 14:04 3m
5701191 LPSN Buy $0.95 $0.96 32947 1.19% ($372.30) True $0.94 26/06/25 14:52 26/06/25 15:23 31m
5701104 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
5701103 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
5701102 QS Buy $5.87 $5.68 5336 -3.24% ($-1013.84) False $5.68 25/06/25 14:17 25/06/25 14:42 25m
5701101 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
5701100 QS Buy $6.01 $6.08 5207 1.08% ($337.93) True $5.82 25/06/25 14:01 25/06/25 14:06 5m
5701099 QS Buy $5.99 $5.95 5225 -0.66% ($-207.43) True $5.76 25/06/25 13:36 25/06/25 14:00 24m
5701211 JOBY Buy $8.58 $8.80 3650 2.62% ($821.25) True $8.48 28/05/25 14:39 28/05/25 15:14 35m
5701210 JOBY Buy $8.55 $8.59 3660 0.47% ($146.03) True $8.44 28/05/25 14:27 28/05/25 14:38 11m
5701209 JOBY Buy $8.58 $8.56 3648 -0.23% ($-71.87) True $8.46 28/05/25 14:25 28/05/25 14:26 1m
5701208 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
5701080 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
5701079 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
5701078 SPCE Buy $4.62 $4.60 6776 -0.51% ($-160.59) True $4.44 16/05/25 14:42 16/05/25 14:47 5m
5701076 SPCE Buy $4.61 $4.58 6796 -0.65% ($-203.88) True $4.42 16/05/25 14:40 16/05/25 14:41 1m
5701072 SPCE Buy $4.58 $4.54 6837 -0.82% ($-257.07) True $4.39 16/05/25 14:38 16/05/25 14:39 1m
5701070 SPCE Buy $4.10 $4.52 7630 10.19% ($3188.58) True $3.93 16/05/25 13:47 16/05/25 14:37 50m
5701207 QBTS Buy $9.00 $9.11 3477 1.17% ($365.09) True $8.81 08/05/25 14:43 08/05/25 15:00 17m
5701206 QBTS Buy $8.97 $8.96 3489 -0.11% ($-33.84) True $8.77 08/05/25 14:41 08/05/25 14:42 1m
5701205 QBTS Buy $8.95 $8.94 3497 -0.17% ($-52.46) True $8.73 08/05/25 14:39 08/05/25 14:40 1m
5701204 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
5701162 GME Buy $29.39 $29.07 1065 -1.07% ($-335.69) False $28.96 26/03/25 14:59 26/03/25 15:05 6m
5701161 GME Buy $28.95 $29.24 1081 1.02% ($320.30) True $28.57 26/03/25 14:44 26/03/25 14:58 14m
5701160 GME Buy $29.16 $28.94 1073 -0.75% ($-236.06) False $28.78 26/03/25 14:42 26/03/25 14:43 1m
5701159 GME Buy $27.92 $29.06 1120 4.07% ($1273.78) True $27.34 26/03/25 14:02 26/03/25 14:41 39m
5701158 GME Buy $27.89 $28.03 1122 0.48% ($151.47) True $27.29 26/03/25 13:56 26/03/25 14:01 5m
5701157 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-mix_183243
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), 30, 4))) AND (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) 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