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

69

Total P&L

$3953.78

Notional: $2159023.28
Total Return

0.18%

Weighted by notional
Win Rate

49.3%

34 W / 35 L
CouldWin Rate

87%

60 could / 69 total
Avg P&L

$57.30

Avg Return: 0.18%
Best Win

$3188.58

Largest Loss

$-2464.50

Trade Details 69 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5708270 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
5708268 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
5708266 AMD Buy $209.21 $208.28 149 -0.44% ($-138.64) False $207.21 06/10/25 14:27 06/10/25 14:31 4m
5708264 AMD Buy $208.97 $208.71 149 -0.13% ($-39.50) False $206.77 06/10/25 14:23 06/10/25 14:26 3m
5708261 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
5708109 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
5708108 CRON Buy $3.03 $3.06 10347 0.99% ($310.41) True $3.00 29/09/25 14:54 29/09/25 14:55 1m
5708107 CRON Buy $3.03 $3.03 10347 0.31% ($97.26) True $2.99 29/09/25 14:47 29/09/25 14:53 6m
5708106 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
5708133 LAC Buy $5.96 $6.11 5250 2.52% ($788.55) True $5.82 24/09/25 14:57 24/09/25 15:53 56m
5708129 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
5708128 LAC Buy $5.84 $5.98 5359 2.46% ($771.16) True $5.66 24/09/25 14:28 24/09/25 14:54 26m
5708127 LAC Buy $5.63 $5.78 5560 2.6% ($814.54) True $5.46 24/09/25 14:23 24/09/25 14:27 4m
5708126 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
5708125 LAC Buy $5.73 $5.84 5462 1.83% ($573.51) True $5.53 24/09/25 14:14 24/09/25 14:18 4m
5708124 LAC Buy $5.78 $5.73 5414 -0.9% ($-280.99) True $5.55 24/09/25 14:12 24/09/25 14:13 1m
5708122 LAC Buy $5.30 $5.77 5911 8.88% ($2778.17) True $5.13 24/09/25 13:32 24/09/25 14:11 39m
5708120 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
5708239 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
5708272 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
5708271 LPSN Buy $1.25 $1.23 25140 -1.2% ($-374.59) False $1.20 06/08/25 14:48 06/08/25 14:56 8m
5708269 LPSN Buy $1.23 $1.23 25424 -0.11% ($-35.59) True $1.19 06/08/25 14:46 06/08/25 14:47 1m
5708267 LPSN Buy $1.22 $1.24 25655 1.62% ($507.97) True $1.18 06/08/25 14:44 06/08/25 14:45 1m
5708265 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
5708262 LPSN Buy $1.24 $1.21 25344 -2.02% ($-633.60) True $1.16 06/08/25 14:28 06/08/25 14:35 7m
5708260 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
5708259 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
5708258 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
5708257 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
5708256 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
5708169 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
5708141 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
5708140 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
5708167 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
5708139 SPCE Buy $3.85 $3.83 8140 -0.44% ($-139.19) True $3.70 17/07/25 14:05 17/07/25 14:32 27m
5708165 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
5708164 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
5708138 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
5708282 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
5708168 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
5708166 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
5708163 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
5708162 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
5708161 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
5708160 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
5708181 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
5708180 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
5708179 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
5708178 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
5708177 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
5708176 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
5708159 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
5708158 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
5708157 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
5708156 SPCE Buy $4.65 $4.60 6738 -1.08% ($-336.90) True $4.50 16/05/25 14:46 16/05/25 14:47 1m
5708155 SPCE Buy $4.61 $4.64 6786 0.6% ($187.29) True $4.46 16/05/25 14:44 16/05/25 14:45 1m
5708154 SPCE Buy $4.62 $4.60 6776 -0.47% ($-147.72) True $4.44 16/05/25 14:42 16/05/25 14:43 1m
5708153 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
5708152 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
5708151 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
5708208 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
5708207 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
5708237 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
5708236 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
5708235 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
5708234 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
5708233 GME Buy $27.92 $28.22 1120 1.06% ($332.98) True $27.34 26/03/25 14:02 26/03/25 14:03 1m
5708232 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
5708231 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_232615
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), 29, 4))) OR (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) AND (CROSSUNDER(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