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

72

Total P&L

$5373.92

Notional: $2252882.39
Total Return

0.24%

Weighted by notional
Win Rate

47.2%

34 W / 38 L
CouldWin Rate

80.6%

58 could / 72 total
Avg P&L

$74.64

Avg Return: 0.24%
Best Win

$4027.28

Largest Loss

$-2911.56

Trade Details 72 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5715524 AMD Buy $211.29 $210.93 148 -0.17% ($-53.44) False $209.31 06/10/25 14:57 06/10/25 15:00 3m
5715523 AMD Buy $209.54 $210.76 149 0.58% ($182.26) True $207.07 06/10/25 14:40 06/10/25 14:56 16m
5715522 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
5715521 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
5715520 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
5715519 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
5715458 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
5715457 CRON Buy $3.04 $3.06 10313 0.66% ($206.26) True $3.00 29/09/25 14:45 29/09/25 14:55 10m
5715455 CRON Buy $3.00 $3.04 10433 1.17% ($365.16) True $2.97 29/09/25 14:17 29/09/25 14:44 27m
5715453 LAC Buy $6.00 $5.88 5216 -2% ($-627.48) True $5.82 24/09/25 14:53 24/09/25 15:12 19m
5715452 LAC Buy $5.63 $6.05 5560 7.4% ($2315.74) True $5.46 24/09/25 14:23 24/09/25 14:52 29m
5715451 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
5715450 LAC Buy $5.79 $5.84 5401 0.7% ($217.66) True $5.56 24/09/25 14:08 24/09/25 14:18 10m
5715449 LAC Buy $5.46 $5.76 5732 5.46% ($1708.14) True $5.17 24/09/25 13:47 24/09/25 14:07 20m
5715448 LAC Buy $5.30 $5.45 5911 2.83% ($886.65) True $5.13 24/09/25 13:32 24/09/25 13:46 14m
5715459 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
5715514 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
5715536 LPSN Buy $1.20 $1.17 25983 -2.87% ($-899.01) True $1.15 06/08/25 14:57 06/08/25 15:17 20m
5715535 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
5715534 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
5715533 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
5715532 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
5715531 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
5715530 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
5715529 LPSN Buy $1.24 $1.21 25243 -2.31% ($-724.47) True $1.20 06/08/25 14:00 06/08/25 14:08 8m
5715528 LPSN Buy $1.19 $1.22 26324 2.61% ($816.04) True $1.11 06/08/25 13:53 06/08/25 13:59 6m
5715527 LPSN Buy $1.29 $1.17 24263 -9.3% ($-2911.56) False $1.18 06/08/25 13:44 06/08/25 13:49 5m
5715526 LPSN Buy $1.27 $1.32 24645 3.94% ($1232.25) True $1.17 06/08/25 13:33 06/08/25 13:43 10m
5715525 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
5715467 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
5715473 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
5715472 SPCE Buy $3.85 $3.83 8132 -0.55% ($-172.40) True $3.78 17/07/25 14:45 17/07/25 14:50 5m
5715471 SPCE Buy $3.83 $3.83 8183 0.19% ($58.92) True $3.75 17/07/25 14:33 17/07/25 14:44 11m
5715466 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
5715470 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
5715469 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
5715465 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
5715464 LCID Buy $3.06 $3.02 10228 -1.3% ($-407.07) True $2.97 17/07/25 14:08 17/07/25 14:09 1m
5715463 LCID Buy $3.05 $3.04 10261 -0.35% ($-109.79) True $2.95 17/07/25 14:06 17/07/25 14:07 1m
5715462 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
5715538 LPSN Buy $0.95 $0.96 32947 1.14% ($355.83) True $0.94 26/06/25 14:52 26/06/25 15:11 19m
5715480 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
5715479 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
5715478 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
5715477 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
5715476 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
5715475 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
5715474 QS Buy $5.99 $6.08 5225 1.42% ($445.69) True $5.76 25/06/25 13:36 25/06/25 14:06 30m
5715497 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
5715496 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
5715495 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
5715494 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
5715493 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
5715492 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
5715505 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
5715504 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
5715503 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
5715502 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
5715501 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
5715500 SPCE Buy $4.66 $4.56 6717 -2.25% ($-703.27) True $4.45 16/05/25 14:35 16/05/25 14:36 1m
5715499 SPCE Buy $4.08 $4.61 7671 12.87% ($4027.28) True $3.93 16/05/25 13:58 16/05/25 14:34 36m
5715498 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
5715512 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
5715511 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
5715489 GME Buy $29.39 $29.33 1065 -0.19% ($-58.68) False $28.96 26/03/25 14:59 26/03/25 15:04 5m
5715488 GME Buy $28.93 $29.24 1081 1.08% ($338.35) True $28.53 26/03/25 14:46 26/03/25 14:58 12m
5715487 GME Buy $29.16 $28.71 1073 -1.55% ($-484.67) False $28.78 26/03/25 14:42 26/03/25 14:45 3m
5715486 GME Buy $29.20 $29.06 1072 -0.46% ($-144.72) False $28.79 26/03/25 14:34 26/03/25 14:41 7m
5715485 GME Buy $29.18 $29.10 1072 -0.27% ($-85.65) False $28.76 26/03/25 14:32 26/03/25 14:33 1m
5715484 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
5715483 GME Buy $27.89 $28.22 1122 1.18% ($370.26) True $27.29 26/03/25 13:56 26/03/25 14:03 7m
5715482 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_074929
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), 20, 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))))) OR CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 7)))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk