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

65

Total P&L

$4511.19

Notional: $2033777.46
Total Return

0.22%

Weighted by notional
Win Rate

55.4%

36 W / 29 L
CouldWin Rate

80%

52 could / 65 total
Avg P&L

$69.40

Avg Return: 0.22%
Best Win

$4222.62

Largest Loss

$-3319.68

Trade Details 65 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5739542 AMD Buy $211.45 $209.31 148 -1.01% ($-317.16) False $209.50 06/10/25 14:58 06/10/25 15:04 6m
5739541 AMD Buy $209.54 $211.29 149 0.84% ($260.90) True $207.07 06/10/25 14:40 06/10/25 14:57 17m
5739540 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
5739538 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
5739537 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
5739536 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
5739535 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
5738940 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
5738939 CRON Buy $3.00 $3.06 10433 1.83% ($573.82) True $2.97 29/09/25 14:17 29/09/25 14:55 38m
5738956 LAC Buy $5.79 $5.96 5405 2.88% ($899.93) True $5.62 24/09/25 14:26 24/09/25 15:11 45m
5738954 LAC Buy $5.63 $5.77 5560 2.49% ($780.07) True $5.46 24/09/25 14:23 24/09/25 14:25 2m
5738950 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
5738946 LAC Buy $5.83 $5.84 5373 0.17% ($53.73) True $5.57 24/09/25 13:53 24/09/25 14:18 25m
5738944 LAC Buy $5.30 $5.76 5911 8.78% ($2748.62) True $5.13 24/09/25 13:32 24/09/25 13:52 20m
5738941 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
5739602 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
5739600 LPSN Buy $1.19 $1.18 26322 -1.02% ($-318.50) True $1.13 06/08/25 15:00 06/08/25 15:16 16m
5739599 LPSN Buy $1.23 $1.16 25424 -5.78% ($-1807.65) True $1.19 06/08/25 14:46 06/08/25 14:58 12m
5739598 LPSN Buy $1.23 $1.24 25424 0.71% ($221.19) True $1.18 06/08/25 14:39 06/08/25 14:45 6m
5739597 LPSN Buy $1.24 $1.23 25344 -0.4% ($-126.72) True $1.16 06/08/25 14:26 06/08/25 14:38 12m
5739596 LPSN Buy $1.29 $1.22 24357 -5.06% ($-1583.21) False $1.23 06/08/25 14:16 06/08/25 14:21 5m
5739595 LPSN Buy $1.22 $1.25 25655 2.34% ($731.17) True $1.16 06/08/25 14:14 06/08/25 14:15 1m
5739594 LPSN Buy $1.22 $1.24 25655 1.63% ($510.53) True $1.17 06/08/25 13:59 06/08/25 14:13 14m
5739593 LPSN Buy $1.19 $1.23 26302 2.98% ($933.72) True $1.10 06/08/25 13:50 06/08/25 13:58 8m
5739592 LPSN Buy $1.32 $1.18 23712 -10.61% ($-3319.68) False $1.20 06/08/25 13:43 06/08/25 13:46 3m
5739591 LPSN Buy $1.27 $1.34 24645 5.51% ($1725.15) True $1.17 06/08/25 13:33 06/08/25 13:42 9m
5739590 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
5738951 LCID Buy $2.89 $3.28 10830 13.49% ($4222.62) True $2.81 17/07/25 14:25 17/07/25 15:27 1h
5738964 SPCE Buy $3.76 $3.81 8330 1.26% ($395.68) True $3.70 17/07/25 14:52 17/07/25 15:02 10m
5738961 SPCE Buy $3.84 $3.78 8144 -1.64% ($-512.26) True $3.78 17/07/25 14:46 17/07/25 14:51 5m
5738955 SPCE Buy $3.83 $3.85 8183 0.62% ($194.76) True $3.75 17/07/25 14:33 17/07/25 14:45 12m
5738952 SPCE Buy $3.81 $3.83 8215 0.47% ($147.05) True $3.65 17/07/25 14:01 17/07/25 14:32 31m
5738949 LCID Buy $3.02 $2.94 10364 -2.65% ($-829.12) True $2.94 17/07/25 14:17 17/07/25 14:19 2m
5738945 LCID Buy $3.08 $2.96 10162 -3.9% ($-1219.44) True $2.96 17/07/25 14:02 17/07/25 14:16 14m
5738942 LCID Buy $2.96 $3.07 10574 3.72% ($1163.14) True $2.83 17/07/25 13:58 17/07/25 14:01 3m
5739624 LPSN Buy $0.95 $0.97 32947 2.11% ($658.94) True $0.94 26/06/25 14:52 26/06/25 15:16 24m
5738974 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
5738971 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
5738967 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
5738966 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
5738965 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
5738962 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
5738959 QS Buy $6.18 $6.19 5068 0.24% ($76.02) True $5.88 25/06/25 13:41 25/06/25 14:05 24m
5738957 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
5739226 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
5739224 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
5739223 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
5739038 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
5739036 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
5739034 SPCE Buy $4.50 $4.62 6955 2.7% ($844.34) True $4.38 16/05/25 14:53 16/05/25 14:54 1m
5739033 SPCE Buy $4.65 $4.50 6738 -3.12% ($-977.01) True $4.50 16/05/25 14:46 16/05/25 14:50 4m
5739032 SPCE Buy $4.56 $4.64 6871 1.86% ($583.35) True $4.35 16/05/25 14:36 16/05/25 14:45 9m
5739030 SPCE Buy $4.34 $4.66 7212 7.37% ($2306.40) True $4.19 16/05/25 14:13 16/05/25 14:35 22m
5739028 SPCE Buy $4.12 $4.30 7597 4.37% ($1367.46) True $3.98 16/05/25 14:00 16/05/25 14:12 12m
5739021 SPCE Buy $4.10 $4.15 7630 1.08% ($338.01) True $3.93 16/05/25 13:47 16/05/25 13:59 12m
5739011 QBTS Buy $9.20 $9.23 3404 0.38% ($119.48) True $9.00 08/05/25 14:45 08/05/25 15:05 20m
5739009 QBTS Buy $8.95 $9.12 3497 1.9% ($594.49) True $8.73 08/05/25 14:39 08/05/25 14:44 5m
5739007 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
5739218 GME Buy $29.35 $29.51 1066 0.52% ($164.27) True $28.94 26/03/25 15:00 26/03/25 15:30 30m
5739217 GME Buy $29.39 $29.39 1064 -0.02% ($-5.11) False $28.99 26/03/25 14:49 26/03/25 14:59 10m
5739212 GME Buy $29.10 $28.64 1075 -1.58% ($-494.61) False $28.69 26/03/25 14:33 26/03/25 14:45 12m
5739211 GME Buy $28.89 $29.18 1083 1% ($314.07) True $28.39 26/03/25 14:24 26/03/25 14:32 8m
5739209 GME Buy $28.46 $28.93 1099 1.67% ($522.03) True $27.91 26/03/25 14:07 26/03/25 14:23 16m
5739208 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
5739205 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_mutated-Mixed_235812
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: 
  (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 8))) OR (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) AND (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) OR CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 4)))))) AND CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 18, 7)))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk