Backtest Results
Test ID: EXO-EXO-EXO-
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
66
Total P&L
$5669.68
Notional: $2065143.81Total Return
0.27%
Weighted by notionalWin Rate
59.1%
39 W / 27 LCouldWin Rate
81.8%
54 could / 66 totalAvg P&L
$85.90
Avg Return: 0.27%Best Win
$3627.30
Largest Loss
$-2464.50
Trade Details
66 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5717858 | AMD | Buy | $209.54 | $210.52 | 149 | 0.47% ($146.50) | True | $207.07 | 06/10/25 14:40 | 06/10/25 15:02 | 22m |
| 5717857 | AMD | Buy | $207.67 | $209.19 | 150 | 0.74% ($229.25) | True | $205.24 | 06/10/25 14:36 | 06/10/25 14:39 | 3m |
| 5717856 | AMD | Buy | $209.47 | $207.31 | 149 | -1.03% ($-321.08) | False | $207.47 | 06/10/25 14:28 | 06/10/25 14:32 | 4m |
| 5717855 | AMD | Buy | $209.31 | $209.21 | 149 | -0.05% ($-14.84) | False | $207.21 | 06/10/25 14:24 | 06/10/25 14:27 | 3m |
| 5717854 | AMD | Buy | $209.82 | $208.97 | 149 | -0.4% ($-125.89) | False | $207.18 | 06/10/25 14:18 | 06/10/25 14:23 | 5m |
| 5717853 | AMD | Buy | $207.11 | $209.66 | 151 | 1.23% ($385.07) | True | $204.13 | 06/10/25 14:13 | 06/10/25 14:17 | 4m |
| 5717716 | CRON | Buy | $3.06 | $3.03 | 10228 | -0.98% ($-306.84) | True | $3.03 | 29/09/25 14:56 | 29/09/25 15:32 | 36m |
| 5717715 | CRON | Buy | $3.03 | $3.06 | 10315 | 0.68% ($212.49) | True | $3.01 | 29/09/25 14:53 | 29/09/25 14:55 | 2m |
| 5717714 | CRON | Buy | $3.04 | $3.04 | 10299 | -0.13% ($-40.17) | True | $3.01 | 29/09/25 14:49 | 29/09/25 14:52 | 3m |
| 5717713 | CRON | Buy | $3.00 | $3.04 | 10433 | 1.21% ($379.76) | True | $2.97 | 29/09/25 14:17 | 29/09/25 14:48 | 31m |
| 5717722 | LAC | Buy | $5.99 | $5.96 | 5226 | -0.51% ($-158.87) | True | $5.84 | 24/09/25 14:56 | 24/09/25 15:20 | 24m |
| 5717721 | LAC | Buy | $5.84 | $6.02 | 5361 | 3.04% ($951.58) | True | $5.66 | 24/09/25 14:29 | 24/09/25 14:55 | 26m |
| 5717720 | LAC | Buy | $5.63 | $5.84 | 5560 | 3.76% ($1175.94) | True | $5.46 | 24/09/25 14:23 | 24/09/25 14:28 | 5m |
| 5717719 | 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 |
| 5717718 | LAC | Buy | $5.73 | $5.84 | 5463 | 1.85% ($580.17) | True | $5.50 | 24/09/25 14:13 | 24/09/25 14:18 | 5m |
| 5717717 | LAC | Buy | $5.30 | $5.78 | 5911 | 9.17% ($2870.97) | True | $5.13 | 24/09/25 13:32 | 24/09/25 14:12 | 40m |
| 5717723 | 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 |
| 5717815 | 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 |
| 5717871 | LPSN | Buy | $1.19 | $1.22 | 26322 | 2.59% ($810.72) | True | $1.13 | 06/08/25 15:00 | 06/08/25 15:19 | 19m |
| 5717870 | LPSN | Buy | $1.26 | $1.20 | 24841 | -4.4% ($-1376.19) | False | $1.21 | 06/08/25 14:49 | 06/08/25 14:57 | 8m |
| 5717869 | LPSN | Buy | $1.23 | $1.25 | 25424 | 1.13% ($353.39) | True | $1.19 | 06/08/25 14:46 | 06/08/25 14:48 | 2m |
| 5717868 | LPSN | Buy | $1.21 | $1.24 | 25844 | 2.37% ($741.72) | True | $1.17 | 06/08/25 14:43 | 06/08/25 14:45 | 2m |
| 5717867 | LPSN | Buy | $1.21 | $1.25 | 25867 | 2.89% ($905.35) | True | $1.16 | 06/08/25 14:35 | 06/08/25 14:42 | 7m |
| 5717866 | LPSN | Buy | $1.24 | $1.24 | 25344 | 0.04% ($12.67) | True | $1.16 | 06/08/25 14:28 | 06/08/25 14:34 | 6m |
| 5717865 | LPSN | Buy | $1.21 | $1.24 | 25975 | 2.9% ($909.13) | True | $1.13 | 06/08/25 14:25 | 06/08/25 14:27 | 2m |
| 5717864 | LPSN | Buy | $1.22 | $1.24 | 25655 | 1.29% ($402.78) | True | $1.16 | 06/08/25 14:14 | 06/08/25 14:24 | 10m |
| 5717863 | 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 |
| 5717862 | LPSN | Buy | $1.28 | $1.22 | 24453 | -4.69% ($-1467.18) | False | $1.22 | 06/08/25 14:02 | 06/08/25 14:05 | 3m |
| 5717861 | 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 |
| 5717860 | 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 |
| 5717745 | LCID | Buy | $2.99 | $3.22 | 10485 | 7.87% ($2462.93) | True | $2.91 | 17/07/25 14:36 | 17/07/25 16:19 | 1.7h |
| 5717741 | SPCE | Buy | $3.83 | $3.72 | 8183 | -2.75% ($-859.22) | True | $3.75 | 17/07/25 14:33 | 17/07/25 14:53 | 20m |
| 5717744 | LCID | Buy | $2.92 | $2.97 | 10719 | 1.88% ($588.47) | True | $2.84 | 17/07/25 14:24 | 17/07/25 14:35 | 11m |
| 5717740 | SPCE | Buy | $3.90 | $3.74 | 8035 | -3.98% ($-1245.43) | False | $3.75 | 17/07/25 14:04 | 17/07/25 14:25 | 21m |
| 5717743 | LCID | Buy | $3.07 | $2.94 | 10195 | -4.23% ($-1325.35) | True | $2.95 | 17/07/25 14:01 | 17/07/25 14:19 | 18m |
| 5717739 | SPCE | Buy | $3.81 | $3.93 | 8215 | 3.02% ($944.73) | True | $3.65 | 17/07/25 14:01 | 17/07/25 14:03 | 2m |
| 5717742 | 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 |
| 5717874 | LPSN | Buy | $0.96 | $0.95 | 32556 | -1.6% ($-501.36) | False | $0.95 | 26/06/25 14:56 | 26/06/25 15:52 | 56m |
| 5717873 | LPSN | Buy | $0.95 | $0.95 | 32947 | 0.16% ($49.42) | True | $0.94 | 26/06/25 14:52 | 26/06/25 14:55 | 3m |
| 5717813 | QS | Buy | $5.39 | $5.47 | 5807 | 1.48% ($464.56) | True | $5.28 | 25/06/25 15:00 | 25/06/25 15:16 | 16m |
| 5717812 | QS | Buy | $5.58 | $5.45 | 5613 | -2.25% ($-703.87) | True | $5.45 | 25/06/25 14:48 | 25/06/25 14:58 | 10m |
| 5717811 | QS | Buy | $5.82 | $5.61 | 5378 | -3.61% ($-1128.84) | False | $5.63 | 25/06/25 14:18 | 25/06/25 14:44 | 26m |
| 5717810 | QS | Buy | $6.12 | $5.85 | 5114 | -4.41% ($-1380.78) | False | $5.91 | 25/06/25 14:04 | 25/06/25 14:15 | 11m |
| 5717809 | QS | Buy | $6.14 | $6.12 | 5097 | -0.33% ($-101.94) | True | $5.84 | 25/06/25 13:42 | 25/06/25 14:03 | 21m |
| 5717808 | QS | Buy | $5.99 | $6.18 | 5225 | 3.09% ($968.19) | True | $5.76 | 25/06/25 13:36 | 25/06/25 13:41 | 5m |
| 5717803 | 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 |
| 5717802 | JOBY | Buy | $8.64 | $8.65 | 3624 | 0.17% ($54.36) | True | $8.53 | 28/05/25 14:32 | 28/05/25 14:46 | 14m |
| 5717801 | JOBY | Buy | $8.56 | $8.61 | 3656 | 0.53% ($164.52) | True | $8.45 | 28/05/25 14:26 | 28/05/25 14:31 | 5m |
| 5717799 | JOBY | Buy | $8.61 | $8.58 | 3637 | -0.29% ($-92.02) | True | $8.47 | 28/05/25 14:16 | 28/05/25 14:25 | 9m |
| 5717754 | SPCE | Buy | $4.57 | $4.64 | 6849 | 1.53% ($480.11) | True | $4.44 | 16/05/25 15:00 | 16/05/25 15:02 | 2m |
| 5717753 | SPCE | Buy | $4.62 | $4.59 | 6775 | -0.62% ($-194.44) | True | $4.49 | 16/05/25 14:55 | 16/05/25 14:59 | 4m |
| 5717752 | SPCE | Buy | $4.64 | $4.49 | 6745 | -3.34% ($-1044.80) | True | $4.49 | 16/05/25 14:45 | 16/05/25 14:52 | 7m |
| 5717751 | SPCE | Buy | $4.60 | $4.61 | 6808 | 0.34% ($104.84) | True | $4.42 | 16/05/25 14:43 | 16/05/25 14:44 | 1m |
| 5717750 | SPCE | Buy | $4.58 | $4.62 | 6841 | 0.96% ($298.95) | True | $4.39 | 16/05/25 14:41 | 16/05/25 14:42 | 1m |
| 5717749 | SPCE | Buy | $4.54 | $4.61 | 6894 | 1.43% ($448.11) | True | $4.35 | 16/05/25 14:39 | 16/05/25 14:40 | 1m |
| 5717747 | SPCE | Buy | $4.10 | $4.58 | 7630 | 11.59% ($3627.30) | True | $3.93 | 16/05/25 13:47 | 16/05/25 14:38 | 51m |
| 5717800 | QBTS | Buy | $9.12 | $9.19 | 3432 | 0.71% ($223.08) | True | $8.93 | 08/05/25 14:44 | 08/05/25 15:01 | 17m |
| 5717798 | QBTS | Buy | $8.96 | $9.00 | 3493 | 0.45% ($139.72) | True | $8.77 | 08/05/25 14:42 | 08/05/25 14:43 | 1m |
| 5717797 | QBTS | Buy | $8.95 | $8.97 | 3497 | 0.22% ($68.89) | True | $8.73 | 08/05/25 14:39 | 08/05/25 14:41 | 2m |
| 5717796 | 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 |
| 5717848 | GME | Buy | $29.35 | $29.31 | 1066 | -0.17% ($-51.91) | False | $28.94 | 26/03/25 15:00 | 26/03/25 15:10 | 10m |
| 5717847 | GME | Buy | $29.23 | $29.39 | 1071 | 0.55% ($171.57) | True | $28.82 | 26/03/25 14:48 | 26/03/25 14:59 | 11m |
| 5717846 | GME | Buy | $28.94 | $29.11 | 1081 | 0.58% ($182.26) | True | $28.54 | 26/03/25 14:43 | 26/03/25 14:47 | 4m |
| 5717845 | GME | Buy | $28.12 | $29.16 | 1113 | 3.7% ($1157.52) | True | $27.56 | 26/03/25 14:04 | 26/03/25 14:42 | 38m |
| 5717844 | 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 |
| 5717843 | GME | Buy | $28.37 | $27.70 | 1103 | -2.36% ($-739.01) | True | $27.71 | 26/03/25 13:50 | 26/03/25 13:57 | 7m |
Strategy DSL
CreativeExit_crossover-ind-mix_092101
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:
(CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) OR (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) AND CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 4))))) 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)))))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk