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

66

Total P&L

$5669.68

Notional: $2065143.81
Total Return

0.27%

Weighted by notional
Win Rate

59.1%

39 W / 27 L
CouldWin Rate

81.8%

54 could / 66 total
Avg P&L

$85.90

Avg Return: 0.27%
Best Win

$3627.30

Largest Loss

$-2464.50

Trade Details 66 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5704922 AMD Buy $209.54 $210.52 149 0.47% ($146.50) True $207.07 06/10/25 14:40 06/10/25 15:02 22m
5704921 AMD Buy $207.67 $209.19 150 0.74% ($229.25) True $205.24 06/10/25 14:36 06/10/25 14:39 3m
5704920 AMD Buy $209.47 $207.31 149 -1.03% ($-321.08) False $207.47 06/10/25 14:28 06/10/25 14:32 4m
5704919 AMD Buy $209.31 $209.21 149 -0.05% ($-14.84) False $207.21 06/10/25 14:24 06/10/25 14:27 3m
5704918 AMD Buy $209.82 $208.97 149 -0.4% ($-125.89) False $207.18 06/10/25 14:18 06/10/25 14:23 5m
5704916 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
5704743 CRON Buy $3.06 $3.03 10228 -0.98% ($-306.84) True $3.03 29/09/25 14:56 29/09/25 15:32 36m
5704741 CRON Buy $3.03 $3.06 10315 0.68% ($212.49) True $3.01 29/09/25 14:53 29/09/25 14:55 2m
5704738 CRON Buy $3.04 $3.04 10299 -0.13% ($-40.17) True $3.01 29/09/25 14:49 29/09/25 14:52 3m
5704737 CRON Buy $3.00 $3.04 10433 1.21% ($379.76) True $2.97 29/09/25 14:17 29/09/25 14:48 31m
5704759 LAC Buy $5.99 $5.96 5226 -0.51% ($-158.87) True $5.84 24/09/25 14:56 24/09/25 15:20 24m
5704756 LAC Buy $5.84 $6.02 5361 3.04% ($951.58) True $5.66 24/09/25 14:29 24/09/25 14:55 26m
5704751 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
5704748 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
5704746 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
5704742 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
5704762 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
5704930 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
5704940 LPSN Buy $1.19 $1.22 26322 2.59% ($810.72) True $1.13 06/08/25 15:00 06/08/25 15:19 19m
5704939 LPSN Buy $1.26 $1.20 24841 -4.4% ($-1376.19) False $1.21 06/08/25 14:49 06/08/25 14:57 8m
5704938 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
5704937 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
5704936 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
5704935 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
5704934 LPSN Buy $1.21 $1.24 25975 2.9% ($909.13) True $1.13 06/08/25 14:25 06/08/25 14:27 2m
5704933 LPSN Buy $1.22 $1.24 25655 1.29% ($402.78) True $1.16 06/08/25 14:14 06/08/25 14:24 10m
5704932 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
5704931 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
5704929 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
5704928 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
5704776 LCID Buy $2.99 $3.22 10485 7.87% ($2462.93) True $2.91 17/07/25 14:36 17/07/25 16:19 1.7h
5704772 SPCE Buy $3.83 $3.72 8183 -2.75% ($-859.22) True $3.75 17/07/25 14:33 17/07/25 14:53 20m
5704773 LCID Buy $2.92 $2.97 10719 1.88% ($588.47) True $2.84 17/07/25 14:24 17/07/25 14:35 11m
5704768 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
5704770 LCID Buy $3.07 $2.94 10195 -4.23% ($-1325.35) True $2.95 17/07/25 14:01 17/07/25 14:19 18m
5704764 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
5704765 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
5704959 LPSN Buy $0.96 $0.95 32556 -1.6% ($-501.36) False $0.95 26/06/25 14:56 26/06/25 15:52 56m
5704957 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
5704796 QS Buy $5.39 $5.47 5807 1.48% ($464.56) True $5.28 25/06/25 15:00 25/06/25 15:16 16m
5704791 QS Buy $5.58 $5.45 5613 -2.25% ($-703.87) True $5.45 25/06/25 14:48 25/06/25 14:58 10m
5704785 QS Buy $5.82 $5.61 5378 -3.61% ($-1128.84) False $5.63 25/06/25 14:18 25/06/25 14:44 26m
5704778 QS Buy $6.12 $5.85 5114 -4.41% ($-1380.78) False $5.91 25/06/25 14:04 25/06/25 14:15 11m
5704777 QS Buy $6.14 $6.12 5097 -0.33% ($-101.94) True $5.84 25/06/25 13:42 25/06/25 14:03 21m
5704775 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
5704792 JOBY Buy $8.62 $8.83 3631 2.44% ($762.51) True $8.53 28/05/25 14:47 28/05/25 15:28 41m
5704789 JOBY Buy $8.64 $8.65 3624 0.17% ($54.36) True $8.53 28/05/25 14:32 28/05/25 14:46 14m
5704786 JOBY Buy $8.56 $8.61 3656 0.53% ($164.52) True $8.45 28/05/25 14:26 28/05/25 14:31 5m
5704784 JOBY Buy $8.61 $8.58 3637 -0.29% ($-92.02) True $8.47 28/05/25 14:16 28/05/25 14:25 9m
5704832 SPCE Buy $4.57 $4.64 6849 1.53% ($480.11) True $4.44 16/05/25 15:00 16/05/25 15:02 2m
5704829 SPCE Buy $4.62 $4.59 6775 -0.62% ($-194.44) True $4.49 16/05/25 14:55 16/05/25 14:59 4m
5704819 SPCE Buy $4.64 $4.49 6745 -3.34% ($-1044.80) True $4.49 16/05/25 14:45 16/05/25 14:52 7m
5704809 SPCE Buy $4.60 $4.61 6808 0.34% ($104.84) True $4.42 16/05/25 14:43 16/05/25 14:44 1m
5704801 SPCE Buy $4.58 $4.62 6841 0.96% ($298.95) True $4.39 16/05/25 14:41 16/05/25 14:42 1m
5704800 SPCE Buy $4.54 $4.61 6894 1.43% ($448.11) True $4.35 16/05/25 14:39 16/05/25 14:40 1m
5704795 SPCE Buy $4.10 $4.58 7630 11.59% ($3627.30) True $3.93 16/05/25 13:47 16/05/25 14:38 51m
5704831 QBTS Buy $9.12 $9.19 3432 0.71% ($223.08) True $8.93 08/05/25 14:44 08/05/25 15:01 17m
5704818 QBTS Buy $8.96 $9.00 3493 0.45% ($139.72) True $8.77 08/05/25 14:42 08/05/25 14:43 1m
5704802 QBTS Buy $8.95 $8.97 3497 0.22% ($68.89) True $8.73 08/05/25 14:39 08/05/25 14:41 2m
5704797 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
5704867 GME Buy $29.35 $29.31 1066 -0.17% ($-51.91) False $28.94 26/03/25 15:00 26/03/25 15:10 10m
5704865 GME Buy $29.23 $29.39 1071 0.55% ($171.57) True $28.82 26/03/25 14:48 26/03/25 14:59 11m
5704860 GME Buy $28.94 $29.11 1081 0.58% ($182.26) True $28.54 26/03/25 14:43 26/03/25 14:47 4m
5704857 GME Buy $28.12 $29.16 1113 3.7% ($1157.52) True $27.56 26/03/25 14:04 26/03/25 14:42 38m
5704854 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
5704853 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_204758
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), 30, 4))) OR (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) AND CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 4))))) AND (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) OR CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 4))))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk