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

69

Total P&L

$2824.13

Notional: $2159038.56
Total Return

0.13%

Weighted by notional
Win Rate

42%

29 W / 40 L
CouldWin Rate

84.1%

58 could / 69 total
Avg P&L

$40.93

Avg Return: 0.13%
Best Win

$3973.39

Largest Loss

$-2464.50

Trade Details 69 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5719868 AMD Buy $208.06 $210.93 150 1.38% ($430.01) True $205.75 06/10/25 14:32 06/10/25 15:00 28m
5719867 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
5719865 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
5719864 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
5719760 CRON Buy $3.03 $3.10 10330 2.15% ($671.45) True $3.00 29/09/25 14:51 29/09/25 15:24 33m
5719756 CRON Buy $3.03 $3.03 10347 0.28% ($87.95) True $2.99 29/09/25 14:47 29/09/25 14:50 3m
5719754 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
5719771 LAC Buy $5.96 $5.92 5250 -0.78% ($-242.55) True $5.82 24/09/25 14:57 24/09/25 15:18 21m
5719768 LAC Buy $5.98 $5.99 5230 0.07% ($22.49) True $5.81 24/09/25 14:54 24/09/25 14:56 2m
5719767 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
5719766 LAC Buy $5.73 $5.78 5462 0.87% ($273.10) True $5.53 24/09/25 14:14 24/09/25 14:19 5m
5719765 LAC Buy $5.78 $5.73 5414 -0.9% ($-280.99) True $5.55 24/09/25 14:12 24/09/25 14:13 1m
5719763 LAC Buy $5.79 $5.77 5401 -0.51% ($-160.41) True $5.56 24/09/25 14:08 24/09/25 14:11 3m
5719761 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
5719770 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
5719869 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
5719882 LPSN Buy $1.20 $1.18 25983 -2.04% ($-639.18) True $1.15 06/08/25 14:57 06/08/25 15:21 24m
5719881 LPSN Buy $1.23 $1.23 25453 0.03% ($10.18) True $1.19 06/08/25 14:47 06/08/25 14:56 9m
5719880 LPSN Buy $1.22 $1.23 25655 0.91% ($284.77) True $1.18 06/08/25 14:44 06/08/25 14:46 2m
5719879 LPSN Buy $1.22 $1.21 25697 -0.57% ($-177.31) True $1.16 06/08/25 14:36 06/08/25 14:43 7m
5719878 LPSN Buy $1.22 $1.21 25630 -0.92% ($-287.06) True $1.15 06/08/25 14:29 06/08/25 14:35 6m
5719877 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
5719876 LPSN Buy $1.19 $1.23 26302 3.36% ($1052.08) True $1.13 06/08/25 14:09 06/08/25 14:23 14m
5719875 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
5719873 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
5719872 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
5719795 LCID Buy $2.88 $3.24 10886 12.7% ($3973.39) True $2.79 17/07/25 14:30 17/07/25 15:26 56m
5719787 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
5719784 SPCE Buy $3.79 $3.83 8255 0.96% ($300.48) True $3.72 17/07/25 14:29 17/07/25 14:50 21m
5719793 LCID Buy $2.97 $2.86 10556 -3.54% ($-1108.38) True $2.89 17/07/25 14:19 17/07/25 14:29 10m
5719777 SPCE Buy $3.85 $3.79 8140 -1.56% ($-486.77) True $3.70 17/07/25 14:05 17/07/25 14:28 23m
5719785 LCID Buy $3.01 $2.98 10398 -1.16% ($-363.93) True $2.92 17/07/25 14:10 17/07/25 14:18 8m
5719781 LCID Buy $3.05 $3.02 10261 -0.98% ($-306.80) True $2.95 17/07/25 14:06 17/07/25 14:09 3m
5719779 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
5719775 SPCE Buy $3.81 $3.90 8215 2.23% ($698.28) True $3.65 17/07/25 14:01 17/07/25 14:04 3m
5719884 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
5719815 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
5719811 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
5719807 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
5719797 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
5719794 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
5719792 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
5719788 QS Buy $5.95 $6.08 5260 2.1% ($657.50) True $5.76 25/06/25 14:00 25/06/25 14:06 6m
5719780 QS Buy $5.99 $6.12 5225 2.18% ($681.34) True $5.76 25/06/25 13:36 25/06/25 13:59 23m
5719823 JOBY Buy $8.57 $8.84 3652 3.09% ($968.15) True $8.48 28/05/25 14:44 28/05/25 15:13 29m
5719817 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
5719812 JOBY Buy $8.55 $8.59 3660 0.47% ($146.03) True $8.44 28/05/25 14:27 28/05/25 14:38 11m
5719809 JOBY Buy $8.58 $8.56 3648 -0.23% ($-71.87) True $8.46 28/05/25 14:25 28/05/25 14:26 1m
5719806 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
5719836 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
5719830 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
5719825 SPCE Buy $4.62 $4.60 6776 -0.51% ($-160.59) True $4.44 16/05/25 14:42 16/05/25 14:47 5m
5719818 SPCE Buy $4.61 $4.58 6796 -0.65% ($-203.88) True $4.42 16/05/25 14:40 16/05/25 14:41 1m
5719813 SPCE Buy $4.52 $4.54 6924 0.44% ($137.79) True $4.33 16/05/25 14:37 16/05/25 14:39 2m
5719808 SPCE Buy $4.08 $4.56 7671 11.64% ($3643.73) True $3.93 16/05/25 13:58 16/05/25 14:36 38m
5719805 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
5719826 QBTS Buy $9.00 $9.11 3477 1.17% ($365.09) True $8.81 08/05/25 14:43 08/05/25 15:00 17m
5719824 QBTS Buy $8.97 $8.96 3489 -0.11% ($-33.84) True $8.77 08/05/25 14:41 08/05/25 14:42 1m
5719820 QBTS Buy $8.95 $8.94 3497 -0.17% ($-52.46) True $8.73 08/05/25 14:39 08/05/25 14:40 1m
5719816 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
5719861 GME Buy $29.39 $29.07 1065 -1.07% ($-335.69) False $28.96 26/03/25 14:59 26/03/25 15:05 6m
5719860 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
5719858 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
5719857 GME Buy $29.18 $29.06 1072 -0.41% ($-128.64) False $28.76 26/03/25 14:32 26/03/25 14:41 9m
5719855 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
5719851 GME Buy $27.92 $28.12 1120 0.71% ($220.98) True $27.34 26/03/25 14:02 26/03/25 14:04 2m
5719848 GME Buy $28.12 $28.03 1113 -0.34% ($-105.74) True $27.54 26/03/25 14:00 26/03/25 14:01 1m
5719842 GME Buy $27.89 $28.06 1122 0.61% ($190.74) True $27.29 26/03/25 13:56 26/03/25 13:59 3m
5719838 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_103631
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))) OR (CROSSUNDER(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)))))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk