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
5706162 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
5706161 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
5706158 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
5706157 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
5706156 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
5706155 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
5706047 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
5706046 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
5706045 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
5706044 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
5706054 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
5706053 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
5706052 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
5706051 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
5706049 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
5706048 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
5706050 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
5706130 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
5706148 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
5706147 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
5706146 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
5706145 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
5706144 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
5706143 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
5706142 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
5706141 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
5706140 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
5706139 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
5706138 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
5706137 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
5706059 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
5706068 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
5706058 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
5706067 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
5706057 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
5706066 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
5706056 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
5706179 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
5706178 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
5706065 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
5706064 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
5706063 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
5706062 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
5706061 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
5706060 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
5706089 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
5706088 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
5706086 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
5706085 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
5706109 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
5706108 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
5706107 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
5706106 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
5706105 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
5706104 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
5706103 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
5706096 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
5706095 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
5706094 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
5706093 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
5706102 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
5706101 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
5706100 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
5706099 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
5706098 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
5706097 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_214738
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 CROSSUNDER(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