Backtest Results

Test ID: EXO-EXO-EXO-
Back to Queue
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

69

Total P&L

$6364.85

Notional: $2159024.64
Total Return

0.29%

Weighted by notional
Win Rate

49.3%

34 W / 35 L
CouldWin Rate

84.1%

58 could / 69 total
Avg P&L

$92.24

Avg Return: 0.29%
Best Win

$3643.73

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
5712722 AMD Buy $209.54 $210.93 149 0.66% ($207.10) True $207.07 06/10/25 14:40 06/10/25 15:00 20m
5712721 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
5712720 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
5712719 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
5712717 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
5712444 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
5712443 CRON Buy $3.03 $3.06 10330 0.83% ($258.25) True $3.00 29/09/25 14:51 29/09/25 14:55 4m
5712440 CRON Buy $3.03 $3.03 10347 0.28% ($87.95) True $2.99 29/09/25 14:47 29/09/25 14:50 3m
5712435 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
5712471 LAC Buy $5.98 $5.92 5230 -1.15% ($-360.35) True $5.81 24/09/25 14:54 24/09/25 15:18 24m
5712459 LAC Buy $5.63 $6.00 5560 6.61% ($2067.21) True $5.46 24/09/25 14:23 24/09/25 14:53 30m
5712458 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
5712445 LAC Buy $5.78 $5.84 5414 0.94% ($293.98) True $5.55 24/09/25 14:12 24/09/25 14:18 6m
5712442 LAC Buy $5.79 $5.77 5401 -0.51% ($-160.41) True $5.56 24/09/25 14:08 24/09/25 14:11 3m
5712441 LAC Buy $5.30 $5.76 5911 8.74% ($2736.79) True $5.13 24/09/25 13:32 24/09/25 14:07 35m
5712479 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
5712730 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
5712742 LPSN Buy $1.20 $1.19 25983 -1.28% ($-400.14) True $1.15 06/08/25 14:57 06/08/25 15:34 37m
5712741 LPSN Buy $1.23 $1.23 25424 -0.08% ($-25.42) True $1.19 06/08/25 14:46 06/08/25 14:56 10m
5712739 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
5712738 LPSN Buy $1.24 $1.21 25344 -1.94% ($-605.72) True $1.16 06/08/25 14:28 06/08/25 14:43 15m
5712737 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
5712734 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
5712733 LPSN Buy $1.19 $1.24 26302 4.19% ($1312.47) True $1.13 06/08/25 14:09 06/08/25 14:13 4m
5712732 LPSN Buy $1.22 $1.21 25655 -0.72% ($-225.76) True $1.16 06/08/25 14:06 06/08/25 14:08 2m
5712731 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
5712729 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
5712536 LCID Buy $2.99 $3.24 10485 8.54% ($2673.68) True $2.91 17/07/25 14:36 17/07/25 15:26 50m
5712519 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
5712514 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
5712528 LCID Buy $2.88 $2.97 10886 3.47% ($1087.51) True $2.79 17/07/25 14:30 17/07/25 14:35 5m
5712511 SPCE Buy $3.79 $3.83 8255 0.97% ($302.96) True $3.72 17/07/25 14:29 17/07/25 14:32 3m
5712522 LCID Buy $2.97 $2.86 10556 -3.54% ($-1108.38) True $2.89 17/07/25 14:19 17/07/25 14:29 10m
5712508 SPCE Buy $3.81 $3.79 8215 -0.65% ($-203.73) True $3.65 17/07/25 14:01 17/07/25 14:28 27m
5712518 LCID Buy $3.01 $2.98 10398 -1.16% ($-363.93) True $2.92 17/07/25 14:10 17/07/25 14:18 8m
5712515 LCID Buy $3.05 $3.02 10261 -0.98% ($-306.80) True $2.95 17/07/25 14:06 17/07/25 14:09 3m
5712512 LCID Buy $2.96 $3.05 10574 2.87% ($898.79) True $2.83 17/07/25 13:58 17/07/25 14:05 7m
5712747 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
5712591 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
5712585 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
5712577 QS Buy $5.79 $5.68 5405 -1.99% ($-621.58) False $5.68 25/06/25 14:39 25/06/25 14:42 3m
5712558 QS Buy $5.83 $5.83 5364 -0.1% ($-32.18) False $5.68 25/06/25 14:32 25/06/25 14:38 6m
5712549 QS Buy $5.87 $5.85 5336 -0.25% ($-77.37) False $5.68 25/06/25 14:17 25/06/25 14:31 14m
5712544 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
5712537 QS Buy $5.95 $6.08 5260 2.1% ($657.50) True $5.76 25/06/25 14:00 25/06/25 14:06 6m
5712530 QS Buy $5.99 $6.12 5225 2.18% ($681.34) True $5.76 25/06/25 13:36 25/06/25 13:59 23m
5712578 JOBY Buy $8.62 $8.84 3631 2.49% ($780.67) True $8.53 28/05/25 14:47 28/05/25 15:13 26m
5712569 JOBY Buy $8.57 $8.65 3652 0.93% ($292.53) True $8.48 28/05/25 14:44 28/05/25 14:46 2m
5712565 JOBY Buy $8.58 $8.58 3650 0.05% ($15.70) True $8.48 28/05/25 14:39 28/05/25 14:43 4m
5712553 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
5712548 JOBY Buy $8.58 $8.61 3648 0.29% ($92.29) True $8.46 28/05/25 14:25 28/05/25 14:31 6m
5712542 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
5712604 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
5712597 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
5712588 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
5712580 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
5712572 SPCE Buy $4.52 $4.64 6924 2.65% ($829.50) True $4.33 16/05/25 14:37 16/05/25 14:45 8m
5712562 SPCE Buy $4.08 $4.56 7671 11.64% ($3643.73) True $3.93 16/05/25 13:58 16/05/25 14:36 38m
5712552 SPCE Buy $4.10 $4.08 7630 -0.58% ($-182.36) True $3.93 16/05/25 13:47 16/05/25 13:57 10m
5712579 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
5712564 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
5712663 GME Buy $29.35 $29.07 1066 -0.97% ($-303.49) False $28.94 26/03/25 15:00 26/03/25 15:05 5m
5712659 GME Buy $28.95 $29.39 1081 1.52% ($475.86) True $28.57 26/03/25 14:44 26/03/25 14:59 15m
5712646 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
5712637 GME Buy $29.18 $29.06 1072 -0.41% ($-128.64) False $28.76 26/03/25 14:32 26/03/25 14:41 9m
5712626 GME Buy $28.12 $29.01 1113 3.17% ($990.57) True $27.56 26/03/25 14:04 26/03/25 14:31 27m
5712623 GME Buy $28.12 $28.22 1113 0.36% ($111.30) True $27.54 26/03/25 14:00 26/03/25 14:03 3m
5712616 GME Buy $27.89 $28.06 1122 0.61% ($190.74) True $27.31 26/03/25 13:57 26/03/25 13:59 2m
5712611 GME Buy $28.37 $27.89 1103 -1.69% ($-529.44) True $27.71 26/03/25 13:50 26/03/25 13:56 6m
Strategy DSL CreativeExit_crossover-logic-invert_043844
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), 23, 7))) 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