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

39

Total P&L

$5539.41

Notional: $1220174.04
Total Return

0.45%

Weighted by notional
Win Rate

53.8%

21 W / 18 L
CouldWin Rate

87.2%

34 could / 39 total
Avg P&L

$142.04

Avg Return: 0.45%
Best Win

$4102.65

Largest Loss

$-2464.50

Trade Details 39 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5705963 AMD Buy $209.54 $209.41 149 -0.06% ($-18.89) False $207.07 06/10/25 14:40 06/10/25 15:32 52m
5705962 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
5705961 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
5705960 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
5705959 AMD Buy $207.11 $208.97 151 0.9% ($280.88) True $204.13 06/10/25 14:13 06/10/25 14:23 10m
5705899 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
5705898 CRON Buy $3.00 $3.06 10433 1.83% ($573.82) True $2.97 29/09/25 14:17 29/09/25 14:55 38m
5705905 LAC Buy $5.63 $6.03 5560 7.08% ($2215.10) True $5.46 24/09/25 14:23 24/09/25 16:43 2.3h
5705904 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
5705903 LAC Buy $5.30 $5.84 5911 10.2% ($3191.94) True $5.13 24/09/25 13:32 24/09/25 14:18 46m
5705912 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
5705946 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
5705955 LPSN Buy $1.19 $1.20 26322 0.91% ($284.28) True $1.13 06/08/25 15:00 06/08/25 15:44 44m
5705954 LPSN Buy $1.23 $1.16 25424 -5.78% ($-1807.65) True $1.19 06/08/25 14:46 06/08/25 14:58 12m
5705953 LPSN Buy $1.24 $1.24 25344 0.39% ($121.65) True $1.16 06/08/25 14:28 06/08/25 14:45 17m
5705952 LPSN Buy $1.22 $1.24 25655 1.64% ($513.10) True $1.16 06/08/25 14:14 06/08/25 14:27 13m
5705951 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
5705950 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
5705909 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
5705917 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
5705908 LCID Buy $2.96 $2.97 10574 0.5% ($157.55) True $2.83 17/07/25 13:58 17/07/25 14:35 37m
5705916 SPCE Buy $3.81 $3.83 8215 0.47% ($147.05) True $3.65 17/07/25 14:01 17/07/25 14:32 31m
5705958 LPSN Buy $0.95 $0.96 32947 0.71% ($220.74) True $0.94 26/06/25 14:52 26/06/25 15:54 1h
5705937 QS Buy $5.42 $5.66 5775 4.39% ($1375.03) True $5.31 25/06/25 14:59 25/06/25 17:21 2.4h
5705936 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
5705935 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
5705934 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
5705933 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
5705932 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
5705930 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
5705929 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
5705928 SPCE Buy $4.50 $4.62 6955 2.7% ($844.34) True $4.38 16/05/25 14:53 16/05/25 14:54 1m
5705927 SPCE Buy $4.65 $4.50 6738 -3.12% ($-977.01) True $4.50 16/05/25 14:46 16/05/25 14:50 4m
5705926 SPCE Buy $4.10 $4.64 7630 13.11% ($4102.65) True $3.93 16/05/25 13:47 16/05/25 14:45 58m
5705920 QBTS Buy $8.95 $9.23 3497 3.13% ($979.51) True $8.73 08/05/25 14:39 08/05/25 15:05 26m
5705919 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
5705945 GME Buy $29.35 $29.51 1066 0.52% ($164.27) True $28.94 26/03/25 15:00 26/03/25 15:30 30m
5705944 GME Buy $28.12 $29.39 1113 4.5% ($1408.17) True $27.56 26/03/25 14:04 26/03/25 14:59 55m
5705943 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_213559
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))) AND 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