Backtest Results

Test ID: EXO-EXO-EXO-
Back to Queue
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

52

Total P&L

$627.90

Notional: $1627158.47
Total Return

0.04%

Weighted by notional
Win Rate

42.3%

22 W / 30 L
CouldWin Rate

86.5%

45 could / 52 total
Avg P&L

$12.08

Avg Return: 0.04%
Best Win

$4102.42

Largest Loss

$-2464.50

Trade Details 52 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5702629 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
5702628 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
5702627 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
5702557 CRON Buy $3.03 $3.10 10347 2.31% ($724.29) True $2.99 29/09/25 14:47 29/09/25 15:24 37m
5702556 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
5702562 LAC Buy $5.96 $5.81 5250 -2.48% ($-777.00) True $5.82 24/09/25 14:57 24/09/25 16:12 1.3h
5702561 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
5702560 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
5702559 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
5702558 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
5702566 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
5702626 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
5702624 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
5702623 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
5702622 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
5702621 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
5702620 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
5702619 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
5702618 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
5702617 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
5702616 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
5702577 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
5702583 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
5702582 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
5702576 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
5702575 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
5702581 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
5702625 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
5702589 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
5702588 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
5702587 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
5702586 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
5702585 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
5702584 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
5702571 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
5702570 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
5702569 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
5702568 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
5702613 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
5702612 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
5702611 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
5702610 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
5702609 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
5702608 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
5702594 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
5702593 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
5702600 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
5702599 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
5702598 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
5702597 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
5702596 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
5702595 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_192814
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))) OR (TIME_UTC_IN(20, 21) AND TIME_UTC_IN(19,21))) AND CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 29, 4)))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk