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

22

Total P&L

$22607.66

Notional: $688429.06
Total Return

3.28%

Weighted by notional
Win Rate

54.5%

12 W / 10 L
CouldWin Rate

90.9%

20 could / 22 total
Avg P&L

$1027.62

Avg Return: 3.28%
Best Win

$14557.28

Largest Loss

$-2244.51

Trade Details 22 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5737501 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
5737500 AMD Buy $207.11 $210.83 151 1.8% ($561.72) True $204.13 06/10/25 14:13 06/10/25 14:55 42m
5737424 CRON Buy $3.00 $3.10 10433 3.17% ($991.14) True $2.97 29/09/25 14:17 29/09/25 15:24 1.1h
5737426 LAC Buy $5.30 $6.11 5911 15.42% ($4825.74) True $5.13 24/09/25 13:32 24/09/25 15:53 2.4h
5737427 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
5737489 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
5737498 LPSN Buy $1.23 $1.17 25447 -4.85% ($-1516.64) True $1.12 06/08/25 13:45 06/08/25 16:05 2.3h
5737497 LPSN Buy $1.27 $1.29 24645 1.57% ($492.90) True $1.17 06/08/25 13:33 06/08/25 13:44 11m
5737496 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
5737445 LCID Buy $2.96 $3.24 10574 9.46% ($2960.72) True $2.83 17/07/25 13:58 17/07/25 15:26 1.5h
5737433 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
5737432 SPCE Buy $3.81 $3.83 8215 0.46% ($144.58) True $3.65 17/07/25 14:01 17/07/25 14:50 49m
5737504 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
5737458 QS Buy $5.42 $5.58 5775 2.86% ($895.70) True $5.31 25/06/25 14:59 25/06/25 17:32 2.6h
5737457 QS Buy $5.59 $5.46 5599 -2.33% ($-728.43) True $5.46 25/06/25 14:49 25/06/25 14:55 6m
5737456 QS Buy $5.70 $5.58 5496 -2.1% ($-657.32) True $5.58 25/06/25 14:42 25/06/25 14:48 6m
5737455 QS Buy $5.99 $5.73 5225 -4.34% ($-1356.93) True $5.76 25/06/25 13:36 25/06/25 14:19 43m
5737468 JOBY Buy $8.61 $8.79 3637 2.15% ($672.85) True $8.47 28/05/25 14:16 28/05/25 15:58 1.7h
5737442 SPCE Buy $4.10 $6.01 7630 46.51% ($14557.28) True $3.93 16/05/25 13:47 16/05/25 16:18 2.5h
5737451 QBTS Buy $8.95 $10.44 3497 16.65% ($5210.53) True $8.73 08/05/25 14:39 08/05/25 20:00 5.4h
5737450 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
5737492 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-ind-mix_232215
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), 18, 7))) AND LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m), 18) - 2.8 * ATR(sym,1m, 18))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk