Backtest Results
Test ID: EXO-EXO-EXO-
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
80
Total P&L
$5235.33
Notional: $2503216.95Total Return
0.21%
Weighted by notionalWin Rate
57.5%
46 W / 34 LCouldWin Rate
83.8%
67 could / 80 totalAvg P&L
$65.44
Avg Return: 0.21%Best Win
$3253.94
Largest Loss
$-2464.50
Trade Details
80 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5731741 | AMD | Buy | $209.54 | $210.52 | 149 | 0.47% ($146.50) | True | $207.07 | 06/10/25 14:40 | 06/10/25 15:02 | 22m |
| 5731740 | AMD | Buy | $207.67 | $209.19 | 150 | 0.74% ($229.25) | True | $205.24 | 06/10/25 14:36 | 06/10/25 14:39 | 3m |
| 5731739 | AMD | Buy | $209.47 | $207.31 | 149 | -1.03% ($-321.08) | False | $207.47 | 06/10/25 14:28 | 06/10/25 14:32 | 4m |
| 5731738 | AMD | Buy | $209.31 | $209.21 | 149 | -0.05% ($-14.84) | False | $207.21 | 06/10/25 14:24 | 06/10/25 14:27 | 3m |
| 5731737 | AMD | Buy | $209.66 | $208.97 | 149 | -0.33% ($-102.81) | False | $207.00 | 06/10/25 14:17 | 06/10/25 14:23 | 6m |
| 5731736 | AMD | Buy | $207.11 | $209.02 | 151 | 0.92% ($287.78) | True | $204.13 | 06/10/25 14:13 | 06/10/25 14:16 | 3m |
| 5731360 | CRON | Buy | $3.06 | $3.03 | 10228 | -0.98% ($-306.84) | True | $3.03 | 29/09/25 14:56 | 29/09/25 15:32 | 36m |
| 5731359 | CRON | Buy | $3.03 | $3.06 | 10315 | 0.68% ($212.49) | True | $3.01 | 29/09/25 14:53 | 29/09/25 14:55 | 2m |
| 5731358 | CRON | Buy | $3.04 | $3.04 | 10299 | -0.13% ($-40.17) | True | $3.01 | 29/09/25 14:49 | 29/09/25 14:52 | 3m |
| 5731357 | CRON | Buy | $3.00 | $3.04 | 10433 | 1.21% ($379.76) | True | $2.97 | 29/09/25 14:17 | 29/09/25 14:48 | 31m |
| 5731378 | LAC | Buy | $5.99 | $5.93 | 5226 | -0.99% ($-310.42) | True | $5.84 | 24/09/25 14:56 | 24/09/25 15:17 | 21m |
| 5731374 | LAC | Buy | $5.84 | $6.02 | 5361 | 3.04% ($951.58) | True | $5.66 | 24/09/25 14:29 | 24/09/25 14:55 | 26m |
| 5731373 | LAC | Buy | $5.63 | $5.84 | 5560 | 3.76% ($1175.94) | True | $5.46 | 24/09/25 14:23 | 24/09/25 14:28 | 5m |
| 5731372 | LAC | Buy | $5.78 | $5.60 | 5415 | -3.12% ($-976.32) | True | $5.60 | 24/09/25 14:19 | 24/09/25 14:22 | 3m |
| 5731371 | LAC | Buy | $5.73 | $5.84 | 5463 | 1.85% ($580.17) | True | $5.50 | 24/09/25 14:13 | 24/09/25 14:18 | 5m |
| 5731370 | LAC | Buy | $5.83 | $5.78 | 5365 | -0.9% ($-282.20) | True | $5.59 | 24/09/25 14:09 | 24/09/25 14:12 | 3m |
| 5731369 | LAC | Buy | $5.30 | $5.79 | 5911 | 9.44% ($2953.73) | True | $5.13 | 24/09/25 13:32 | 24/09/25 14:08 | 36m |
| 5731361 | 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 |
| 5731625 | 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 |
| 5731698 | LPSN | Buy | $1.19 | $1.19 | 26322 | 0.07% ($21.06) | True | $1.13 | 06/08/25 15:00 | 06/08/25 15:18 | 18m |
| 5731697 | LPSN | Buy | $1.26 | $1.20 | 24841 | -4.4% ($-1376.19) | False | $1.21 | 06/08/25 14:49 | 06/08/25 14:57 | 8m |
| 5731696 | LPSN | Buy | $1.23 | $1.25 | 25424 | 1.13% ($353.39) | True | $1.19 | 06/08/25 14:46 | 06/08/25 14:48 | 2m |
| 5731695 | LPSN | Buy | $1.21 | $1.24 | 25844 | 2.37% ($741.72) | True | $1.17 | 06/08/25 14:43 | 06/08/25 14:45 | 2m |
| 5731694 | LPSN | Buy | $1.24 | $1.25 | 25344 | 0.81% ($253.44) | True | $1.19 | 06/08/25 14:41 | 06/08/25 14:42 | 1m |
| 5731693 | LPSN | Buy | $1.21 | $1.24 | 25867 | 2.07% ($646.68) | True | $1.16 | 06/08/25 14:35 | 06/08/25 14:40 | 5m |
| 5731692 | LPSN | Buy | $1.24 | $1.24 | 25344 | 0.04% ($12.67) | True | $1.16 | 06/08/25 14:28 | 06/08/25 14:34 | 6m |
| 5731691 | LPSN | Buy | $1.21 | $1.24 | 25975 | 2.9% ($909.13) | True | $1.13 | 06/08/25 14:25 | 06/08/25 14:27 | 2m |
| 5731690 | LPSN | Buy | $1.22 | $1.24 | 25655 | 1.29% ($402.78) | True | $1.16 | 06/08/25 14:14 | 06/08/25 14:24 | 10m |
| 5731689 | LPSN | Buy | $1.21 | $1.24 | 25842 | 2.37% ($741.67) | True | $1.15 | 06/08/25 14:08 | 06/08/25 14:13 | 5m |
| 5731688 | LPSN | Buy | $1.27 | $1.21 | 24668 | -4.63% ($-1450.48) | True | $1.22 | 06/08/25 14:01 | 06/08/25 14:05 | 4m |
| 5731687 | 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 |
| 5731686 | 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 |
| 5731451 | LCID | Buy | $2.99 | $3.28 | 10485 | 9.88% ($3093.08) | True | $2.91 | 17/07/25 14:36 | 17/07/25 15:27 | 51m |
| 5731405 | SPCE | Buy | $3.83 | $3.72 | 8183 | -2.75% ($-859.22) | True | $3.75 | 17/07/25 14:33 | 17/07/25 14:53 | 20m |
| 5731450 | LCID | Buy | $2.90 | $2.97 | 10793 | 2.58% ($808.40) | True | $2.82 | 17/07/25 14:26 | 17/07/25 14:35 | 9m |
| 5731404 | SPCE | Buy | $3.79 | $3.83 | 8269 | 1.13% ($353.09) | True | $3.71 | 17/07/25 14:28 | 17/07/25 14:32 | 4m |
| 5731403 | SPCE | Buy | $3.90 | $3.74 | 8035 | -3.98% ($-1245.43) | False | $3.75 | 17/07/25 14:04 | 17/07/25 14:25 | 21m |
| 5731449 | LCID | Buy | $2.98 | $2.89 | 10521 | -2.85% ($-893.23) | True | $2.90 | 17/07/25 14:18 | 17/07/25 14:25 | 7m |
| 5731448 | LCID | Buy | $3.02 | $3.02 | 10363 | -0.01% ($-2.07) | True | $2.93 | 17/07/25 14:09 | 17/07/25 14:17 | 8m |
| 5731447 | LCID | Buy | $3.07 | $3.06 | 10195 | -0.33% ($-101.95) | True | $2.95 | 17/07/25 14:01 | 17/07/25 14:08 | 7m |
| 5731402 | SPCE | Buy | $3.81 | $3.93 | 8215 | 3.02% ($944.73) | True | $3.65 | 17/07/25 14:01 | 17/07/25 14:03 | 2m |
| 5731446 | LCID | Buy | $2.96 | $3.03 | 10574 | 2.36% ($740.18) | True | $2.83 | 17/07/25 13:58 | 17/07/25 14:00 | 2m |
| 5731733 | LPSN | Buy | $0.96 | $0.97 | 32556 | 0.89% ($279.98) | True | $0.95 | 26/06/25 14:56 | 26/06/25 15:16 | 20m |
| 5731727 | LPSN | Buy | $0.95 | $0.95 | 32947 | 0.16% ($49.42) | True | $0.94 | 26/06/25 14:52 | 26/06/25 14:55 | 3m |
| 5731425 | 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 |
| 5731424 | QS | Buy | $5.69 | $5.55 | 5500 | -2.46% ($-770.00) | True | $5.57 | 25/06/25 14:43 | 25/06/25 14:48 | 5m |
| 5731422 | QS | Buy | $5.83 | $5.70 | 5370 | -2.29% ($-715.28) | False | $5.71 | 25/06/25 14:38 | 25/06/25 14:42 | 4m |
| 5731419 | QS | Buy | $5.92 | $5.85 | 5287 | -1.2% ($-375.38) | False | $5.76 | 25/06/25 14:30 | 25/06/25 14:37 | 7m |
| 5731416 | QS | Buy | $5.82 | $5.91 | 5378 | 1.55% ($484.56) | True | $5.63 | 25/06/25 14:18 | 25/06/25 14:29 | 11m |
| 5731413 | QS | Buy | $6.08 | $5.85 | 5152 | -3.7% ($-1159.20) | False | $5.87 | 25/06/25 14:06 | 25/06/25 14:15 | 9m |
| 5731411 | QS | Buy | $6.12 | $6.19 | 5114 | 1.14% ($357.98) | True | $5.91 | 25/06/25 14:04 | 25/06/25 14:05 | 1m |
| 5731410 | QS | Buy | $6.18 | $6.12 | 5068 | -0.89% ($-278.74) | False | $5.88 | 25/06/25 13:41 | 25/06/25 14:03 | 22m |
| 5731409 | QS | Buy | $5.99 | $6.00 | 5225 | 0.17% ($54.34) | True | $5.76 | 25/06/25 13:36 | 25/06/25 13:40 | 4m |
| 5731578 | JOBY | Buy | $8.62 | $8.83 | 3631 | 2.44% ($762.51) | True | $8.53 | 28/05/25 14:47 | 28/05/25 15:28 | 41m |
| 5731577 | JOBY | Buy | $8.60 | $8.65 | 3639 | 0.59% ($185.59) | True | $8.50 | 28/05/25 14:42 | 28/05/25 14:46 | 4m |
| 5731575 | JOBY | Buy | $8.64 | $8.60 | 3624 | -0.41% ($-126.84) | True | $8.53 | 28/05/25 14:32 | 28/05/25 14:41 | 9m |
| 5731574 | JOBY | Buy | $8.56 | $8.61 | 3656 | 0.53% ($164.52) | True | $8.45 | 28/05/25 14:26 | 28/05/25 14:31 | 5m |
| 5731573 | JOBY | Buy | $8.61 | $8.58 | 3637 | -0.29% ($-92.02) | True | $8.47 | 28/05/25 14:16 | 28/05/25 14:25 | 9m |
| 5731460 | SPCE | Buy | $4.57 | $4.64 | 6849 | 1.53% ($480.11) | True | $4.44 | 16/05/25 15:00 | 16/05/25 15:02 | 2m |
| 5731459 | SPCE | Buy | $4.62 | $4.59 | 6775 | -0.62% ($-194.44) | True | $4.49 | 16/05/25 14:55 | 16/05/25 14:59 | 4m |
| 5731458 | SPCE | Buy | $4.64 | $4.49 | 6745 | -3.34% ($-1044.80) | True | $4.49 | 16/05/25 14:45 | 16/05/25 14:52 | 7m |
| 5731457 | SPCE | Buy | $4.60 | $4.61 | 6808 | 0.34% ($104.84) | True | $4.42 | 16/05/25 14:43 | 16/05/25 14:44 | 1m |
| 5731456 | SPCE | Buy | $4.58 | $4.62 | 6841 | 0.96% ($298.95) | True | $4.39 | 16/05/25 14:41 | 16/05/25 14:42 | 1m |
| 5731455 | SPCE | Buy | $4.54 | $4.61 | 6894 | 1.43% ($448.11) | True | $4.35 | 16/05/25 14:39 | 16/05/25 14:40 | 1m |
| 5731454 | SPCE | Buy | $4.15 | $4.58 | 7548 | 10.4% ($3253.94) | True | $4.00 | 16/05/25 13:59 | 16/05/25 14:38 | 39m |
| 5731452 | SPCE | Buy | $4.10 | $4.08 | 7630 | -0.54% ($-169.39) | True | $3.93 | 16/05/25 13:47 | 16/05/25 13:58 | 11m |
| 5731518 | QBTS | Buy | $9.12 | $9.19 | 3432 | 0.71% ($223.08) | True | $8.93 | 08/05/25 14:44 | 08/05/25 15:01 | 17m |
| 5731517 | QBTS | Buy | $8.96 | $9.00 | 3493 | 0.45% ($139.72) | True | $8.77 | 08/05/25 14:42 | 08/05/25 14:43 | 1m |
| 5731516 | QBTS | Buy | $8.95 | $8.97 | 3497 | 0.22% ($68.89) | True | $8.73 | 08/05/25 14:39 | 08/05/25 14:41 | 2m |
| 5731515 | 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 |
| 5731543 | GME | Buy | $29.35 | $29.31 | 1066 | -0.17% ($-51.91) | False | $28.94 | 26/03/25 15:00 | 26/03/25 15:10 | 10m |
| 5731542 | GME | Buy | $29.23 | $29.39 | 1071 | 0.55% ($171.57) | True | $28.82 | 26/03/25 14:48 | 26/03/25 14:59 | 11m |
| 5731541 | GME | Buy | $28.94 | $29.11 | 1081 | 0.58% ($182.26) | True | $28.54 | 26/03/25 14:43 | 26/03/25 14:47 | 4m |
| 5731539 | GME | Buy | $29.18 | $29.16 | 1072 | -0.07% ($-21.44) | False | $28.77 | 26/03/25 14:35 | 26/03/25 14:42 | 7m |
| 5731536 | GME | Buy | $29.10 | $29.20 | 1075 | 0.33% ($102.02) | True | $28.69 | 26/03/25 14:33 | 26/03/25 14:34 | 1m |
| 5731532 | GME | Buy | $28.46 | $29.18 | 1099 | 2.55% ($796.78) | True | $27.91 | 26/03/25 14:07 | 26/03/25 14:32 | 25m |
| 5731530 | GME | Buy | $28.12 | $28.38 | 1113 | 0.92% ($289.38) | True | $27.56 | 26/03/25 14:04 | 26/03/25 14:06 | 2m |
| 5731529 | GME | Buy | $28.03 | $28.22 | 1116 | 0.7% ($217.62) | True | $27.44 | 26/03/25 14:01 | 26/03/25 14:03 | 2m |
| 5731528 | GME | Buy | $28.06 | $28.12 | 1115 | 0.21% ($66.90) | True | $27.50 | 26/03/25 13:59 | 26/03/25 14:00 | 1m |
| 5731527 | GME | Buy | $28.37 | $27.70 | 1103 | -2.36% ($-739.01) | True | $27.71 | 26/03/25 13:50 | 26/03/25 13:57 | 7m |
Strategy DSL
CreativeExit_crossover-logic-invert_203324
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, 8))) AND (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) AND (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 21, 4))) OR CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 4)))))) OR (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) OR CROSSOVER(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