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

38

Total P&L

$2546.75

Notional: $1189002.15
Total Return

0.21%

Weighted by notional
Win Rate

44.7%

17 W / 21 L
CouldWin Rate

81.6%

31 could / 38 total
Avg P&L

$67.02

Avg Return: 0.21%
Best Win

$4102.42

Largest Loss

$-2464.50

Trade Details 38 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5719409 AMD Buy $208.06 $208.66 150 0.29% ($89.99) True $205.75 06/10/25 14:32 06/10/25 15:29 57m
5719407 AMD Buy $208.97 $208.28 149 -0.33% ($-102.84) False $206.77 06/10/25 14:23 06/10/25 14:31 8m
5719403 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
5719228 CRON Buy $3.00 $3.10 10433 3.17% ($991.14) True $2.97 29/09/25 14:17 29/09/25 15:24 1.1h
5719231 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
5719230 LAC Buy $5.30 $5.78 5911 9.16% ($2866.84) True $5.13 24/09/25 13:32 24/09/25 14:19 47m
5719246 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
5719378 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
5719377 LPSN Buy $1.20 $1.19 25983 -1.21% ($-379.35) True $1.15 06/08/25 14:57 06/08/25 15:47 50m
5719376 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
5719375 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
5719374 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
5719373 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
5719372 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
5719311 LCID Buy $2.90 $3.28 10793 13.11% ($4102.42) True $2.82 17/07/25 14:26 17/07/25 15:46 1.3h
5719274 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
5719273 SPCE Buy $3.81 $3.83 8215 0.46% ($144.58) True $3.65 17/07/25 14:01 17/07/25 14:50 49m
5719310 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
5719309 LCID Buy $2.96 $3.02 10574 2.03% ($636.55) True $2.83 17/07/25 13:58 17/07/25 14:09 11m
5719379 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
5719294 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
5719292 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
5719288 QS Buy $5.87 $5.68 5336 -3.24% ($-1013.84) False $5.68 25/06/25 14:17 25/06/25 14:42 25m
5719287 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
5719286 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
5719282 JOBY Buy $8.58 $8.79 3650 2.51% ($784.75) True $8.48 28/05/25 14:39 28/05/25 15:58 1.3h
5719281 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
5719280 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
5719365 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
5719364 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
5719363 SPCE Buy $4.10 $4.60 7630 12.01% ($3760.06) True $3.93 16/05/25 13:47 16/05/25 14:47 1h
5719308 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
5719307 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
5719370 GME Buy $29.39 $29.38 1065 -0.02% ($-5.54) False $28.96 26/03/25 14:59 26/03/25 15:29 30m
5719369 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
5719368 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
5719367 GME Buy $27.89 $29.06 1122 4.2% ($1312.74) True $27.29 26/03/25 13:56 26/03/25 14:41 45m
5719366 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-ind-mix_101304
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))) AND (CROSSUNDER(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)))))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk