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
5722205 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
5722204 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
5722203 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
5722202 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
5722047 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
5722046 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
5722045 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
5722053 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
5722052 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
5722051 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
5722050 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
5722049 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
5722056 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
5722172 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
5722181 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
5722180 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
5722179 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
5722178 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
5722177 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
5722176 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
5722175 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
5722174 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
5722085 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
5722099 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
5722098 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
5722084 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
5722097 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
5722082 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
5722081 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
5722080 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
5722193 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
5722078 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
5722077 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
5722076 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
5722075 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
5722074 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
5722073 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
5722072 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
5722071 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
5722123 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
5722122 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
5722121 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
5722118 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
5722114 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
5722113 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
5722112 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
5722111 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
5722110 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
5722126 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
5722125 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
5722108 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
5722107 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
5722106 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
5722105 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
5722103 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
5722102 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_mutated-Mixed_124033
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 CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 7))))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk