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
5720590 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
5720589 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
5720588 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
5720486 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
5720517 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
5720516 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
5720489 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
5720563 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
5720585 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
5720583 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
5720581 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
5720580 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
5720578 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
5720577 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
5720494 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
5720527 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
5720526 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
5720493 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
5720492 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
5720612 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
5720556 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
5720555 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
5720554 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
5720553 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
5720552 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
5720530 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
5720529 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
5720528 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
5720537 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
5720536 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
5720535 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
5720543 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
5720542 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
5720525 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
5720524 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
5720523 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
5720522 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
5720521 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_111225
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: 
  (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) OR 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