Backtest Results
Test ID: EXO-EXO-EXO-
Job Notes
No notes yet. Click "Edit Notes" to add.
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
77
Total P&L
$-308.82
Notional: $2409299.77Total Return
-0.01%
Weighted by notionalWin Rate
40.3%
31 W / 46 LCouldWin Rate
83.1%
64 could / 77 totalAvg P&L
$-4.01
Avg Return: -0.01%Best Win
$4219.05
Largest Loss
$-2911.56
Trade Details
77 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5726285 | AMD | Buy | $210.76 | $210.93 | 148 | 0.08% ($24.67) | True | $208.83 | 06/10/25 14:56 | 06/10/25 15:00 | 4m |
| 5726284 | AMD | Buy | $208.06 | $210.83 | 150 | 1.33% ($415.50) | True | $205.75 | 06/10/25 14:32 | 06/10/25 14:55 | 23m |
| 5726283 | 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 |
| 5726282 | 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 |
| 5726281 | 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 |
| 5726200 | 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 |
| 5726199 | 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 |
| 5726198 | CRON | Buy | $3.04 | $3.03 | 10313 | -0.33% ($-103.13) | True | $3.00 | 29/09/25 14:45 | 29/09/25 14:46 | 1m |
| 5726197 | CRON | Buy | $3.00 | $3.04 | 10433 | 1.17% ($365.16) | True | $2.97 | 29/09/25 14:17 | 29/09/25 14:44 | 27m |
| 5726209 | LAC | Buy | $5.96 | $5.88 | 5250 | -1.36% ($-426.30) | True | $5.82 | 24/09/25 14:57 | 24/09/25 15:12 | 15m |
| 5726208 | 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 |
| 5726207 | LAC | Buy | $6.00 | $5.98 | 5216 | -0.27% ($-85.54) | True | $5.82 | 24/09/25 14:53 | 24/09/25 14:54 | 1m |
| 5726206 | 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 |
| 5726205 | 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 |
| 5726204 | LAC | Buy | $5.79 | $5.73 | 5401 | -1.14% ($-355.93) | True | $5.56 | 24/09/25 14:08 | 24/09/25 14:13 | 5m |
| 5726203 | LAC | Buy | $5.76 | $5.76 | 5434 | -0.03% ($-10.87) | True | $5.50 | 24/09/25 13:52 | 24/09/25 14:07 | 15m |
| 5726201 | LAC | Buy | $5.30 | $5.57 | 5911 | 5.1% ($1595.97) | True | $5.13 | 24/09/25 13:32 | 24/09/25 13:51 | 19m |
| 5726210 | 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 |
| 5726275 | 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 |
| 5726298 | LPSN | Buy | $1.20 | $1.17 | 25983 | -2.87% ($-899.01) | True | $1.15 | 06/08/25 14:57 | 06/08/25 15:17 | 20m |
| 5726297 | 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 |
| 5726296 | 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 |
| 5726295 | 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 |
| 5726294 | 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 |
| 5726293 | 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 |
| 5726292 | LPSN | Buy | $1.25 | $1.23 | 25070 | -1.48% ($-463.80) | True | $1.19 | 06/08/25 14:15 | 06/08/25 14:23 | 8m |
| 5726290 | LPSN | Buy | $1.19 | $1.22 | 26324 | 2.61% ($816.04) | True | $1.11 | 06/08/25 13:53 | 06/08/25 14:05 | 12m |
| 5726289 | LPSN | Buy | $1.29 | $1.17 | 24263 | -9.3% ($-2911.56) | False | $1.18 | 06/08/25 13:44 | 06/08/25 13:49 | 5m |
| 5726288 | LPSN | Buy | $1.27 | $1.32 | 24645 | 3.94% ($1232.25) | True | $1.17 | 06/08/25 13:33 | 06/08/25 13:43 | 10m |
| 5726287 | 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 |
| 5726244 | LCID | Buy | $2.97 | $3.24 | 10556 | 9.27% ($2902.90) | True | $2.91 | 17/07/25 14:48 | 17/07/25 15:26 | 38m |
| 5726238 | 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 |
| 5726237 | SPCE | Buy | $3.85 | $3.83 | 8132 | -0.55% ($-172.40) | True | $3.78 | 17/07/25 14:45 | 17/07/25 14:50 | 5m |
| 5726243 | LCID | Buy | $2.90 | $2.96 | 10793 | 2.07% ($647.58) | True | $2.82 | 17/07/25 14:26 | 17/07/25 14:47 | 21m |
| 5726236 | SPCE | Buy | $3.79 | $3.83 | 8255 | 1.08% ($338.46) | True | $3.72 | 17/07/25 14:29 | 17/07/25 14:44 | 15m |
| 5726235 | 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 |
| 5726242 | 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 |
| 5726241 | LCID | Buy | $3.06 | $3.02 | 10228 | -1.3% ($-407.07) | True | $2.97 | 17/07/25 14:08 | 17/07/25 14:09 | 1m |
| 5726240 | LCID | Buy | $3.05 | $3.04 | 10261 | -0.35% ($-109.79) | True | $2.95 | 17/07/25 14:06 | 17/07/25 14:07 | 1m |
| 5726239 | 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 |
| 5726234 | 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 |
| 5726301 | 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 |
| 5726223 | 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 |
| 5726222 | 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 |
| 5726221 | 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 |
| 5726220 | 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 |
| 5726219 | 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 |
| 5726218 | 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 |
| 5726217 | 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 |
| 5726216 | QS | Buy | $6.16 | $5.95 | 5081 | -3.41% ($-1066.50) | False | $5.98 | 25/06/25 13:58 | 25/06/25 14:00 | 2m |
| 5726215 | QS | Buy | $5.99 | $6.16 | 5225 | 2.76% ($863.69) | True | $5.76 | 25/06/25 13:36 | 25/06/25 13:57 | 21m |
| 5726233 | JOBY | Buy | $8.57 | $8.86 | 3652 | 3.33% ($1041.19) | True | $8.48 | 28/05/25 14:44 | 28/05/25 15:12 | 28m |
| 5726232 | 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 |
| 5726231 | 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 |
| 5726230 | JOBY | Buy | $8.57 | $8.56 | 3652 | -0.12% ($-36.52) | True | $8.44 | 28/05/25 14:24 | 28/05/25 14:26 | 2m |
| 5726229 | JOBY | Buy | $8.61 | $8.59 | 3637 | -0.19% ($-58.92) | True | $8.47 | 28/05/25 14:16 | 28/05/25 14:23 | 7m |
| 5726266 | 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 |
| 5726265 | 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 |
| 5726264 | 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 |
| 5726263 | 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 |
| 5726262 | 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 |
| 5726261 | SPCE | Buy | $4.61 | $4.52 | 6796 | -1.84% ($-576.98) | True | $4.39 | 16/05/25 14:34 | 16/05/25 14:37 | 3m |
| 5726260 | SPCE | Buy | $4.08 | $4.63 | 7671 | 13.48% ($4219.05) | True | $3.93 | 16/05/25 13:58 | 16/05/25 14:33 | 35m |
| 5726259 | 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 |
| 5726273 | 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 |
| 5726270 | 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 |
| 5726269 | 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 |
| 5726268 | 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 |
| 5726258 | GME | Buy | $29.39 | $29.33 | 1065 | -0.19% ($-58.68) | False | $28.96 | 26/03/25 14:59 | 26/03/25 15:04 | 5m |
| 5726257 | 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 |
| 5726256 | 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 |
| 5726255 | 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 |
| 5726254 | GME | Buy | $28.93 | $29.01 | 1081 | 0.28% ($86.48) | True | $28.41 | 26/03/25 14:23 | 26/03/25 14:31 | 8m |
| 5726252 | GME | Buy | $28.15 | $28.76 | 1111 | 2.17% ($677.82) | True | $27.61 | 26/03/25 14:05 | 26/03/25 14:22 | 17m |
| 5726251 | 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 |
| 5726250 | 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 |
| 5726249 | 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-swap_171927
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), 18, 7))) OR CROSSUNDER(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