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

56

Total P&L

$3478.69

Notional: $1752208.80
Total Return

0.2%

Weighted by notional
Win Rate

42.9%

24 W / 32 L
CouldWin Rate

82.1%

46 could / 56 total
Avg P&L

$62.12

Avg Return: 0.2%
Best Win

$3973.39

Largest Loss

$-2464.50

Trade Details 56 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5721401 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
5721400 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
5721399 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
5721398 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
5721185 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
5721183 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
5721181 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
5721201 LAC Buy $5.98 $5.92 5230 -1.15% ($-360.35) True $5.81 24/09/25 14:54 24/09/25 15:18 24m
5721194 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
5721188 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
5721187 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
5721186 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
5721209 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
5721408 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
5721413 LPSN Buy $1.20 $1.19 25983 -1.28% ($-400.14) True $1.15 06/08/25 14:57 06/08/25 15:34 37m
5721412 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
5721411 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
5721410 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
5721409 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
5721407 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
5721406 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
5721405 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
5721273 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
5721297 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
5721270 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
5721267 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
5721258 SPCE Buy $3.81 $3.79 8215 -0.65% ($-203.73) True $3.65 17/07/25 14:01 17/07/25 14:28 27m
5721259 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
5721257 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
5721221 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
5721418 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
5721354 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
5721339 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
5721330 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
5721323 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
5721306 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
5721283 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
5721278 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
5721269 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
5721353 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
5721338 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
5721336 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
5721333 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
5721357 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
5721355 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
5721352 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
5721348 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
5721340 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
5721341 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
5721337 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
5721386 GME Buy $28.95 $29.07 1081 0.43% ($135.13) True $28.57 26/03/25 14:44 26/03/25 15:05 21m
5721385 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
5721383 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
5721379 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
5721366 GME Buy $27.89 $28.06 1122 0.61% ($190.74) True $27.31 26/03/25 13:57 26/03/25 13:59 2m
5721360 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-mix_115601
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))) OR CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 23, 7)))) AND (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) OR CROSSUNDER(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