Backtest Results
Test ID: EXO-EXO-EXO-
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
80
Total P&L
$3693.97
Notional: $2503149.22Total Return
0.15%
Weighted by notionalWin Rate
51.3%
41 W / 39 LCouldWin Rate
83.8%
67 could / 80 totalAvg P&L
$46.17
Avg Return: 0.15%Best Win
$3304.70
Largest Loss
$-2464.50
Trade Details
80 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5717513 | 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 |
| 5717512 | 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 |
| 5717511 | 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 |
| 5717510 | 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 |
| 5717509 | AMD | Buy | $209.66 | $208.62 | 149 | -0.5% ($-154.97) | False | $207.00 | 06/10/25 14:17 | 06/10/25 14:22 | 5m |
| 5717508 | AMD | Buy | $207.11 | $209.02 | 151 | 0.92% ($287.78) | True | $204.13 | 06/10/25 14:13 | 06/10/25 14:16 | 3m |
| 5717332 | 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 |
| 5717331 | CRON | Buy | $3.03 | $3.06 | 10318 | 0.71% ($221.84) | True | $3.01 | 29/09/25 14:50 | 29/09/25 14:55 | 5m |
| 5717330 | CRON | Buy | $3.03 | $3.04 | 10347 | 0.46% ($143.82) | True | $2.99 | 29/09/25 14:47 | 29/09/25 14:49 | 2m |
| 5717329 | 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 |
| 5717350 | LAC | Buy | $5.98 | $5.93 | 5230 | -0.92% ($-288.17) | True | $5.81 | 24/09/25 14:54 | 24/09/25 15:17 | 23m |
| 5717349 | 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 |
| 5717348 | LAC | Buy | $5.78 | $5.78 | 5414 | -0.01% ($-3.79) | True | $5.55 | 24/09/25 14:12 | 24/09/25 14:19 | 7m |
| 5717347 | LAC | Buy | $5.84 | $5.77 | 5364 | -1.2% ($-375.48) | True | $5.60 | 24/09/25 14:10 | 24/09/25 14:11 | 1m |
| 5717346 | LAC | Buy | $5.79 | $5.83 | 5401 | 0.67% ($208.48) | True | $5.56 | 24/09/25 14:08 | 24/09/25 14:09 | 1m |
| 5717345 | 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 |
| 5717351 | 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 |
| 5717501 | 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 |
| 5717526 | LPSN | Buy | $1.20 | $1.19 | 25983 | -1.22% ($-381.95) | True | $1.15 | 06/08/25 14:57 | 06/08/25 15:18 | 21m |
| 5717525 | 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 |
| 5717524 | 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 |
| 5717523 | LPSN | Buy | $1.24 | $1.21 | 25344 | -1.94% ($-605.72) | True | $1.19 | 06/08/25 14:41 | 06/08/25 14:43 | 2m |
| 5717521 | 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 |
| 5717520 | 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 |
| 5717519 | 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 |
| 5717518 | 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 |
| 5717517 | LPSN | Buy | $1.27 | $1.22 | 24668 | -3.85% ($-1203.80) | True | $1.22 | 06/08/25 14:01 | 06/08/25 14:05 | 4m |
| 5717516 | 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 |
| 5717515 | 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 |
| 5717419 | 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 |
| 5717381 | 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 |
| 5717380 | 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 |
| 5717418 | 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 |
| 5717376 | SPCE | Buy | $3.79 | $3.83 | 8269 | 1.13% ($353.09) | True | $3.71 | 17/07/25 14:28 | 17/07/25 14:32 | 4m |
| 5717375 | SPCE | Buy | $3.81 | $3.84 | 8215 | 0.66% ($205.38) | True | $3.65 | 17/07/25 14:01 | 17/07/25 14:27 | 26m |
| 5717417 | LCID | Buy | $2.98 | $2.89 | 10521 | -2.85% ($-893.23) | True | $2.90 | 17/07/25 14:18 | 17/07/25 14:25 | 7m |
| 5717416 | LCID | Buy | $3.02 | $3.02 | 10363 | -0.01% ($-2.07) | True | $2.93 | 17/07/25 14:09 | 17/07/25 14:17 | 8m |
| 5717415 | LCID | Buy | $3.05 | $3.06 | 10261 | 0.32% ($101.58) | True | $2.95 | 17/07/25 14:06 | 17/07/25 14:08 | 2m |
| 5717414 | LCID | Buy | $3.07 | $3.05 | 10195 | -0.81% ($-254.88) | True | $2.95 | 17/07/25 14:01 | 17/07/25 14:05 | 4m |
| 5717413 | 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 |
| 5717527 | LPSN | Buy | $0.95 | $0.97 | 32947 | 2.11% ($658.94) | True | $0.94 | 26/06/25 14:52 | 26/06/25 15:16 | 24m |
| 5717445 | 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 |
| 5717444 | QS | Buy | $5.69 | $5.55 | 5500 | -2.46% ($-770.00) | True | $5.57 | 25/06/25 14:43 | 25/06/25 14:48 | 5m |
| 5717443 | QS | Buy | $5.83 | $5.70 | 5370 | -2.29% ($-715.28) | False | $5.71 | 25/06/25 14:38 | 25/06/25 14:42 | 4m |
| 5717442 | QS | Buy | $5.83 | $5.85 | 5364 | 0.26% ($79.92) | True | $5.68 | 25/06/25 14:32 | 25/06/25 14:37 | 5m |
| 5717441 | QS | Buy | $5.92 | $5.85 | 5287 | -1.18% ($-367.98) | False | $5.76 | 25/06/25 14:30 | 25/06/25 14:31 | 1m |
| 5717440 | QS | Buy | $5.82 | $5.91 | 5378 | 1.55% ($484.56) | True | $5.63 | 25/06/25 14:18 | 25/06/25 14:29 | 11m |
| 5717439 | QS | Buy | $6.08 | $5.85 | 5152 | -3.7% ($-1159.20) | False | $5.87 | 25/06/25 14:06 | 25/06/25 14:15 | 9m |
| 5717438 | QS | Buy | $5.95 | $6.19 | 5260 | 4.03% ($1262.40) | True | $5.76 | 25/06/25 14:00 | 25/06/25 14:05 | 5m |
| 5717437 | QS | Buy | $6.18 | $6.12 | 5068 | -0.89% ($-278.23) | False | $5.88 | 25/06/25 13:41 | 25/06/25 13:59 | 18m |
| 5717434 | QS | Buy | $5.99 | $6.00 | 5225 | 0.17% ($54.34) | True | $5.76 | 25/06/25 13:36 | 25/06/25 13:40 | 4m |
| 5717404 | 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 |
| 5717403 | 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 |
| 5717401 | JOBY | Buy | $8.60 | $8.58 | 3639 | -0.23% ($-71.69) | True | $8.50 | 28/05/25 14:42 | 28/05/25 14:43 | 1m |
| 5717399 | JOBY | Buy | $8.58 | $8.60 | 3650 | 0.29% ($91.25) | True | $8.48 | 28/05/25 14:39 | 28/05/25 14:41 | 2m |
| 5717398 | 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 |
| 5717397 | 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 |
| 5717395 | 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 |
| 5717461 | 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 |
| 5717460 | 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 |
| 5717459 | 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 |
| 5717458 | 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 |
| 5717457 | SPCE | Buy | $4.12 | $4.56 | 7597 | 10.56% ($3304.70) | True | $3.98 | 16/05/25 14:00 | 16/05/25 14:36 | 36m |
| 5717456 | SPCE | Buy | $4.08 | $4.15 | 7671 | 1.63% ($510.12) | True | $3.93 | 16/05/25 13:58 | 16/05/25 13:59 | 1m |
| 5717455 | 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 |
| 5717486 | QBTS | Buy | $9.20 | $9.11 | 3404 | -0.98% ($-306.36) | True | $9.00 | 08/05/25 14:45 | 08/05/25 15:00 | 15m |
| 5717485 | QBTS | Buy | $8.95 | $9.12 | 3497 | 1.9% ($594.49) | True | $8.73 | 08/05/25 14:39 | 08/05/25 14:44 | 5m |
| 5717484 | 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 |
| 5717482 | 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 |
| 5717481 | GME | Buy | $29.39 | $29.39 | 1064 | -0.02% ($-5.11) | False | $28.99 | 26/03/25 14:49 | 26/03/25 14:59 | 10m |
| 5717480 | GME | Buy | $28.95 | $29.23 | 1081 | 0.97% ($302.68) | True | $28.57 | 26/03/25 14:44 | 26/03/25 14:48 | 4m |
| 5717479 | 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 |
| 5717478 | GME | Buy | $29.18 | $29.06 | 1072 | -0.41% ($-128.64) | False | $28.77 | 26/03/25 14:35 | 26/03/25 14:41 | 6m |
| 5717477 | GME | Buy | $29.18 | $29.20 | 1072 | 0.05% ($16.08) | True | $28.76 | 26/03/25 14:32 | 26/03/25 14:34 | 2m |
| 5717476 | GME | Buy | $28.46 | $29.01 | 1099 | 1.95% ($609.95) | True | $27.91 | 26/03/25 14:07 | 26/03/25 14:31 | 24m |
| 5717475 | GME | Buy | $28.12 | $28.38 | 1113 | 0.92% ($289.38) | True | $27.56 | 26/03/25 14:04 | 26/03/25 14:06 | 2m |
| 5717474 | 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 |
| 5717473 | GME | Buy | $28.06 | $28.12 | 1115 | 0.21% ($66.90) | True | $27.50 | 26/03/25 13:59 | 26/03/25 14:00 | 1m |
| 5717472 | GME | Buy | $27.89 | $28.10 | 1122 | 0.74% ($230.01) | True | $27.31 | 26/03/25 13:57 | 26/03/25 13:58 | 1m |
| 5717471 | 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-ind-swap_091130
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), 23, 7)))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk