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

55

Total P&L

$1475.33

Notional: $1721046.70
Total Return

0.09%

Weighted by notional
Win Rate

43.6%

24 W / 31 L
CouldWin Rate

87.3%

48 could / 55 total
Avg P&L

$26.82

Avg Return: 0.09%
Best Win

$4102.42

Largest Loss

$-2464.50

Trade Details 55 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5722129 AMD Buy $208.06 $210.12 150 0.99% ($309.00) True $205.75 06/10/25 14:32 06/10/25 15:01 29m
5722128 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
5722127 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
5721968 CRON Buy $3.04 $3.10 10313 1.98% ($618.78) True $3.01 29/09/25 14:52 29/09/25 15:24 32m
5721967 CRON Buy $3.03 $3.03 10347 0.17% ($51.74) True $2.99 29/09/25 14:47 29/09/25 14:51 4m
5721966 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
5721973 LAC Buy $5.96 $6.04 5250 1.24% ($387.45) True $5.82 24/09/25 14:57 24/09/25 15:55 58m
5721972 LAC Buy $6.02 $5.99 5203 -0.46% ($-142.56) True $5.85 24/09/25 14:55 24/09/25 14:56 1m
5721971 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
5721970 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
5721969 LAC Buy $5.30 $5.73 5911 8.19% ($2564.19) True $5.13 24/09/25 13:32 24/09/25 14:13 41m
5721989 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
5722137 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
5722150 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
5722149 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
5722148 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
5722147 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
5722146 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
5722145 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
5722144 LPSN Buy $1.22 $1.23 25655 0.82% ($256.55) True $1.16 06/08/25 14:06 06/08/25 14:23 17m
5722143 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
5722142 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
5722009 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
5722025 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
5722024 SPCE Buy $3.85 $3.83 8140 -0.45% ($-141.64) True $3.70 17/07/25 14:05 17/07/25 14:50 45m
5722008 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
5722007 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
5722022 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
5722169 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
5722011 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
5722010 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
5722006 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
5722005 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
5722003 QS Buy $6.01 $6.08 5207 1.08% ($337.93) True $5.82 25/06/25 14:01 25/06/25 14:06 5m
5722002 QS Buy $5.99 $5.95 5225 -0.66% ($-207.43) True $5.76 25/06/25 13:36 25/06/25 14:00 24m
5722067 JOBY Buy $8.58 $8.80 3650 2.62% ($821.25) True $8.48 28/05/25 14:39 28/05/25 15:14 35m
5722066 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
5722064 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
5722063 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
5722062 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
5722061 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
5722060 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
5722059 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
5722058 SPCE Buy $4.58 $4.54 6837 -0.82% ($-257.07) True $4.39 16/05/25 14:38 16/05/25 14:39 1m
5722057 SPCE Buy $4.10 $4.52 7630 10.19% ($3188.58) True $3.93 16/05/25 13:47 16/05/25 14:37 50m
5722039 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
5722038 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
5722037 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
5722035 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
5722091 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
5722090 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
5722089 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
5722088 GME Buy $27.92 $29.06 1120 4.07% ($1273.78) True $27.34 26/03/25 14:02 26/03/25 14:41 39m
5722087 GME Buy $27.89 $28.03 1122 0.48% ($151.47) True $27.29 26/03/25 13:56 26/03/25 14:01 5m
5722086 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_123811
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), 30, 4))) OR (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 7))) AND (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 7))) AND CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4)))))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk