Backtest Results
Test ID: EXO-EXO-EXO-
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
77
Total P&L
$3468.48
Notional: $2409405.47Total Return
0.14%
Weighted by notionalWin Rate
50.6%
39 W / 38 LCouldWin Rate
83.1%
64 could / 77 totalAvg P&L
$45.05
Avg Return: 0.14%Best Win
$3188.58
Largest Loss
$-2464.50
Trade Details
77 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5704242 | AMD | Buy | $209.54 | $210.12 | 149 | 0.28% ($86.90) | True | $207.07 | 06/10/25 14:40 | 06/10/25 15:01 | 21m |
| 5704241 | AMD | Buy | $208.06 | $209.19 | 150 | 0.54% ($170.00) | True | $205.75 | 06/10/25 14:32 | 06/10/25 14:39 | 7m |
| 5704240 | AMD | Buy | $209.47 | $208.28 | 149 | -0.57% ($-176.58) | False | $207.47 | 06/10/25 14:28 | 06/10/25 14:31 | 3m |
| 5704239 | AMD | Buy | $208.97 | $209.21 | 149 | 0.11% ($35.80) | True | $206.77 | 06/10/25 14:23 | 06/10/25 14:27 | 4m |
| 5704238 | AMD | Buy | $209.82 | $208.62 | 149 | -0.57% ($-178.06) | False | $207.18 | 06/10/25 14:18 | 06/10/25 14:22 | 4m |
| 5704237 | AMD | Buy | $207.11 | $209.66 | 151 | 1.23% ($385.07) | True | $204.13 | 06/10/25 14:13 | 06/10/25 14:17 | 4m |
| 5704061 | CRON | Buy | $3.06 | $3.10 | 10228 | 1.14% ($357.98) | True | $3.03 | 29/09/25 14:56 | 29/09/25 15:24 | 28m |
| 5704060 | CRON | Buy | $3.04 | $3.06 | 10313 | 0.66% ($206.26) | True | $3.01 | 29/09/25 14:52 | 29/09/25 14:55 | 3m |
| 5704059 | CRON | Buy | $3.04 | $3.03 | 10299 | -0.29% ($-91.66) | True | $3.01 | 29/09/25 14:49 | 29/09/25 14:51 | 2m |
| 5704058 | CRON | Buy | $3.03 | $3.04 | 10347 | 0.38% ($117.96) | True | $2.99 | 29/09/25 14:47 | 29/09/25 14:48 | 1m |
| 5704057 | 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 |
| 5704088 | LAC | Buy | $5.96 | $5.96 | 5250 | -0.06% ($-17.85) | True | $5.82 | 24/09/25 14:57 | 24/09/25 15:20 | 23m |
| 5704087 | 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 |
| 5704085 | LAC | Buy | $5.84 | $5.98 | 5361 | 2.5% ($781.63) | True | $5.66 | 24/09/25 14:29 | 24/09/25 14:54 | 25m |
| 5704084 | LAC | Buy | $5.63 | $5.84 | 5560 | 3.76% ($1175.94) | True | $5.46 | 24/09/25 14:23 | 24/09/25 14:28 | 5m |
| 5704083 | LAC | Buy | $5.78 | $5.60 | 5415 | -3.12% ($-976.32) | True | $5.60 | 24/09/25 14:19 | 24/09/25 14:22 | 3m |
| 5704082 | LAC | Buy | $5.73 | $5.84 | 5463 | 1.85% ($580.17) | True | $5.50 | 24/09/25 14:13 | 24/09/25 14:18 | 5m |
| 5704081 | LAC | Buy | $5.30 | $5.78 | 5911 | 9.17% ($2870.97) | True | $5.13 | 24/09/25 13:32 | 24/09/25 14:12 | 40m |
| 5704062 | 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 |
| 5704219 | 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 |
| 5704231 | LPSN | Buy | $1.20 | $1.22 | 25983 | 1.27% ($397.54) | True | $1.15 | 06/08/25 14:57 | 06/08/25 15:19 | 22m |
| 5704230 | LPSN | Buy | $1.26 | $1.23 | 24841 | -2.37% ($-742.75) | False | $1.21 | 06/08/25 14:49 | 06/08/25 14:56 | 7m |
| 5704229 | LPSN | Buy | $1.23 | $1.25 | 25424 | 1.13% ($353.39) | True | $1.19 | 06/08/25 14:46 | 06/08/25 14:48 | 2m |
| 5704228 | LPSN | Buy | $1.21 | $1.24 | 25844 | 2.37% ($741.72) | True | $1.17 | 06/08/25 14:43 | 06/08/25 14:45 | 2m |
| 5704227 | LPSN | Buy | $1.21 | $1.25 | 25867 | 2.89% ($905.35) | True | $1.16 | 06/08/25 14:35 | 06/08/25 14:42 | 7m |
| 5704226 | LPSN | Buy | $1.24 | $1.24 | 25344 | 0.04% ($12.67) | True | $1.16 | 06/08/25 14:28 | 06/08/25 14:34 | 6m |
| 5704225 | LPSN | Buy | $1.24 | $1.24 | 25329 | 0.35% ($108.91) | True | $1.17 | 06/08/25 14:24 | 06/08/25 14:27 | 3m |
| 5704224 | LPSN | Buy | $1.22 | $1.23 | 25655 | 0.82% ($256.55) | True | $1.16 | 06/08/25 14:14 | 06/08/25 14:23 | 9m |
| 5704223 | LPSN | Buy | $1.22 | $1.24 | 25655 | 1.63% ($510.53) | True | $1.16 | 06/08/25 14:06 | 06/08/25 14:13 | 7m |
| 5704222 | LPSN | Buy | $1.28 | $1.22 | 24453 | -4.69% ($-1467.18) | False | $1.22 | 06/08/25 14:02 | 06/08/25 14:05 | 3m |
| 5704221 | 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 |
| 5704220 | 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 |
| 5704094 | LCID | Buy | $2.99 | $3.28 | 10485 | 9.89% ($3094.12) | True | $2.91 | 17/07/25 14:36 | 17/07/25 15:46 | 1.2h |
| 5704068 | 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 |
| 5704067 | SPCE | Buy | $3.83 | $3.83 | 8183 | 0.07% ($21.28) | True | $3.75 | 17/07/25 14:33 | 17/07/25 14:50 | 17m |
| 5704093 | LCID | Buy | $2.90 | $2.97 | 10793 | 2.58% ($808.40) | True | $2.82 | 17/07/25 14:26 | 17/07/25 14:35 | 9m |
| 5704065 | SPCE | Buy | $3.90 | $3.74 | 8035 | -3.98% ($-1245.43) | False | $3.75 | 17/07/25 14:04 | 17/07/25 14:25 | 21m |
| 5704092 | 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 |
| 5704091 | LCID | Buy | $3.07 | $3.02 | 10195 | -1.62% ($-507.71) | True | $2.95 | 17/07/25 14:01 | 17/07/25 14:09 | 8m |
| 5704064 | SPCE | Buy | $3.81 | $3.93 | 8215 | 3.02% ($944.73) | True | $3.65 | 17/07/25 14:01 | 17/07/25 14:03 | 2m |
| 5704089 | LCID | Buy | $2.96 | $3.03 | 10574 | 2.36% ($740.18) | True | $2.83 | 17/07/25 13:58 | 17/07/25 14:00 | 2m |
| 5704266 | LPSN | Buy | $0.96 | $0.96 | 32556 | -0.01% ($-3.26) | False | $0.95 | 26/06/25 14:56 | 26/06/25 15:23 | 27m |
| 5704265 | LPSN | Buy | $0.95 | $0.95 | 32947 | 0.16% ($49.42) | True | $0.94 | 26/06/25 14:52 | 26/06/25 14:55 | 3m |
| 5704113 | 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 |
| 5704112 | 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 |
| 5704111 | 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 |
| 5704110 | 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 |
| 5704109 | QS | Buy | $6.12 | $6.08 | 5114 | -0.74% ($-230.13) | False | $5.91 | 25/06/25 14:04 | 25/06/25 14:06 | 2m |
| 5704108 | QS | Buy | $6.01 | $6.12 | 5207 | 1.83% ($572.25) | True | $5.82 | 25/06/25 14:01 | 25/06/25 14:03 | 2m |
| 5704107 | QS | Buy | $6.14 | $5.95 | 5097 | -3.09% ($-968.43) | True | $5.84 | 25/06/25 13:42 | 25/06/25 14:00 | 18m |
| 5704106 | QS | Buy | $5.99 | $6.18 | 5225 | 3.09% ($968.19) | True | $5.76 | 25/06/25 13:36 | 25/06/25 13:41 | 5m |
| 5704176 | JOBY | Buy | $8.62 | $8.80 | 3631 | 2.09% ($653.58) | True | $8.53 | 28/05/25 14:47 | 28/05/25 15:14 | 27m |
| 5704175 | JOBY | Buy | $8.58 | $8.65 | 3650 | 0.87% ($273.75) | True | $8.48 | 28/05/25 14:39 | 28/05/25 14:46 | 7m |
| 5704174 | JOBY | Buy | $8.64 | $8.59 | 3624 | -0.52% ($-163.44) | True | $8.53 | 28/05/25 14:32 | 28/05/25 14:38 | 6m |
| 5704173 | JOBY | Buy | $8.55 | $8.61 | 3660 | 0.64% ($201.30) | True | $8.44 | 28/05/25 14:27 | 28/05/25 14:31 | 4m |
| 5704172 | 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 |
| 5704171 | 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 |
| 5704137 | 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 |
| 5704136 | SPCE | Buy | $4.62 | $4.58 | 6775 | -0.97% ($-304.20) | True | $4.49 | 16/05/25 14:55 | 16/05/25 14:58 | 3m |
| 5704135 | SPCE | Buy | $4.56 | $4.62 | 6860 | 1.3% ($406.80) | True | $4.42 | 16/05/25 14:48 | 16/05/25 14:54 | 6m |
| 5704134 | SPCE | Buy | $4.64 | $4.60 | 6745 | -0.97% ($-302.85) | True | $4.49 | 16/05/25 14:45 | 16/05/25 14:47 | 2m |
| 5704133 | SPCE | Buy | $4.62 | $4.61 | 6776 | -0.14% ($-43.37) | True | $4.44 | 16/05/25 14:42 | 16/05/25 14:44 | 2m |
| 5704132 | 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 |
| 5704131 | 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 |
| 5704130 | 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 |
| 5704145 | 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 |
| 5704144 | 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 |
| 5704143 | 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 |
| 5704142 | 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 |
| 5704163 | 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 |
| 5704162 | GME | Buy | $29.23 | $29.24 | 1071 | 0.06% ($17.46) | True | $28.82 | 26/03/25 14:48 | 26/03/25 14:58 | 10m |
| 5704161 | GME | Buy | $28.95 | $29.11 | 1081 | 0.57% ($176.85) | True | $28.57 | 26/03/25 14:44 | 26/03/25 14:47 | 3m |
| 5704160 | 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 |
| 5704159 | GME | Buy | $28.12 | $29.06 | 1113 | 3.34% ($1046.22) | True | $27.56 | 26/03/25 14:04 | 26/03/25 14:41 | 37m |
| 5704158 | GME | Buy | $28.03 | $28.22 | 1116 | 0.7% ($217.62) | True | $27.44 | 26/03/25 14:01 | 26/03/25 14:03 | 2m |
| 5704157 | GME | Buy | $27.89 | $28.12 | 1122 | 0.82% ($258.06) | True | $27.29 | 26/03/25 13:56 | 26/03/25 14:00 | 4m |
| 5704156 | 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-logic-invert_202106
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 (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) AND CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 4)))) OR CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4)))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk