Backtest Results

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

64

Total P&L

$1643.95

Notional: $2002572.94

Total Return

0.08%

Weighted by notional

Win Rate

39.1%

25 W / 39 L

CouldWin Rate

78.1%

50 could / 64 total

Avg P&L

$25.69

Avg Return: 0.08%

Best Win

$4027.28

Largest Loss

$-2911.56

Trade Details 64 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
5717278	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
5717277	AMD	Buy	$208.06	$210.76	150	1.3% ($405.00)	True	$205.75	06/10/25 14:32	06/10/25 14:56	24m
5717276	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
5717275	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
5717274	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
5717168	CRON	Buy	$3.03	$3.10	10347	2.31% ($724.29)	True	$2.99	29/09/25 14:47	29/09/25 15:24	37m
5717167	CRON	Buy	$3.04	$3.03	10313	-0.33% ($-103.13)	True	$3.00	29/09/25 14:45	29/09/25 14:46	1m
5717166	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
5717181	LAC	Buy	$6.00	$5.88	5216	-2% ($-627.48)	True	$5.82	24/09/25 14:53	24/09/25 15:12	19m
5717180	LAC	Buy	$5.77	$5.57	5425	-3.53% ($-1105.62)	True	$5.60	24/09/25 14:20	24/09/25 14:22	2m
5717179	LAC	Buy	$5.79	$5.78	5401	-0.25% ($-79.39)	True	$5.56	24/09/25 14:08	24/09/25 14:19	11m
5717177	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
5717176	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
5717183	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
5717250	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
5717271	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
5717270	LPSN	Buy	$1.22	$1.23	25655	0.83% ($259.12)	True	$1.18	06/08/25 14:44	06/08/25 14:56	12m
5717269	LPSN	Buy	$1.22	$1.21	25630	-0.83% ($-258.86)	True	$1.15	06/08/25 14:29	06/08/25 14:43	14m
5717268	LPSN	Buy	$1.24	$1.24	25329	-0.06% ($-17.73)	True	$1.17	06/08/25 14:24	06/08/25 14:28	4m
5717267	LPSN	Buy	$1.25	$1.23	25070	-1.48% ($-463.80)	True	$1.19	06/08/25 14:15	06/08/25 14:23	8m
5717266	LPSN	Buy	$1.19	$1.22	26302	2.52% ($789.06)	True	$1.13	06/08/25 14:09	06/08/25 14:14	5m
5717265	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
5717264	LPSN	Buy	$1.24	$1.22	25243	-1.6% ($-502.34)	True	$1.20	06/08/25 14:00	06/08/25 14:05	5m
5717263	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
5717262	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
5717261	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
5717260	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
5717193	LCID	Buy	$2.90	$3.24	10793	11.72% ($3669.62)	True	$2.82	17/07/25 14:26	17/07/25 15:26	1h
5717188	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
5717187	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
5717186	SPCE	Buy	$3.79	$3.83	8255	1.08% ($338.46)	True	$3.72	17/07/25 14:29	17/07/25 14:44	15m
5717185	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
5717192	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
5717191	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
5717190	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
5717189	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
5717282	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
5717217	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
5717216	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
5717215	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
5717214	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
5717212	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
5717211	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
5717210	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
5717206	JOBY	Buy	$8.57	$8.80	3652	2.68% ($840.33)	True	$8.48	28/05/25 14:44	28/05/25 15:29	45m
5717205	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
5717204	JOBY	Buy	$8.58	$8.59	3648	0.12% ($37.21)	True	$8.46	28/05/25 14:25	28/05/25 14:38	13m
5717203	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
5717200	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
5717199	SPCE	Buy	$4.56	$4.58	6860	0.28% ($88.49)	True	$4.42	16/05/25 14:48	16/05/25 14:58	10m
5717198	SPCE	Buy	$4.52	$4.60	6924	1.66% ($518.61)	True	$4.33	16/05/25 14:37	16/05/25 14:47	10m
5717197	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
5717196	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
5717195	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
5717237	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
5717236	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
5717229	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
5717228	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
5717227	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
5717226	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
5717225	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
5717224	GME	Buy	$28.15	$29.01	1111	3.06% ($955.57)	True	$27.61	26/03/25 14:05	26/03/25 14:31	26m
5717223	GME	Buy	$27.89	$28.12	1122	0.82% ($258.06)	True	$27.29	26/03/25 13:56	26/03/25 14:04	8m
5717222	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-asym-strict_090646

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))) AND (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) OR (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

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))) AND (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) OR (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