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
83
Total P&L
$4413.48
Notional: $2597122.55Total Return
0.17%
Weighted by notionalWin Rate
61.4%
51 W / 32 LCouldWin Rate
84.3%
70 could / 83 totalAvg P&L
$53.17
Avg Return: 0.17%Best Win
$2978.25
Largest Loss
$-3319.68
Trade Details
83 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5740036 | 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 |
| 5740035 | 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 |
| 5740034 | AMD | Buy | $208.06 | $209.19 | 150 | 0.54% ($170.00) | True | $205.75 | 06/10/25 14:32 | 06/10/25 14:39 | 7m |
| 5740033 | AMD | Buy | $209.47 | $208.28 | 149 | -0.57% ($-176.58) | False | $207.47 | 06/10/25 14:28 | 06/10/25 14:31 | 3m |
| 5740032 | AMD | Buy | $208.97 | $209.21 | 149 | 0.11% ($35.80) | True | $206.77 | 06/10/25 14:23 | 06/10/25 14:27 | 4m |
| 5740031 | AMD | Buy | $209.66 | $208.62 | 149 | -0.5% ($-154.97) | False | $207.00 | 06/10/25 14:17 | 06/10/25 14:22 | 5m |
| 5740030 | 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 |
| 5739926 | CRON | Buy | $3.06 | $3.10 | 10228 | 1.14% ($357.98) | True | $3.03 | 29/09/25 14:56 | 29/09/25 15:24 | 28m |
| 5739924 | CRON | Buy | $3.03 | $3.06 | 10347 | 0.99% ($310.41) | True | $2.97 | 29/09/25 14:34 | 29/09/25 14:55 | 21m |
| 5739904 | CRON | Buy | $3.00 | $3.01 | 10433 | 0.33% ($104.33) | True | $2.97 | 29/09/25 14:17 | 29/09/25 14:26 | 9m |
| 5739948 | LAC | Buy | $5.94 | $5.96 | 5269 | 0.28% ($86.94) | True | $5.79 | 24/09/25 14:59 | 24/09/25 15:11 | 12m |
| 5739946 | LAC | Buy | $6.13 | $5.92 | 5104 | -3.51% ($-1099.91) | False | $5.94 | 24/09/25 14:49 | 24/09/25 14:58 | 9m |
| 5739943 | LAC | Buy | $5.79 | $6.10 | 5405 | 5.35% ($1675.55) | True | $5.62 | 24/09/25 14:26 | 24/09/25 14:48 | 22m |
| 5739942 | 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 |
| 5739933 | 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 |
| 5739932 | 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 |
| 5739930 | LAC | Buy | $5.65 | $5.76 | 5544 | 2.04% ($637.56) | True | $5.39 | 24/09/25 13:50 | 24/09/25 13:52 | 2m |
| 5739928 | LAC | Buy | $5.30 | $5.60 | 5911 | 5.84% ($1828.27) | True | $5.13 | 24/09/25 13:32 | 24/09/25 13:49 | 17m |
| 5739935 | 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 |
| 5740028 | 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 |
| 5740026 | LPSN | Buy | $1.20 | $1.18 | 25983 | -2.29% ($-717.13) | True | $1.15 | 06/08/25 14:57 | 06/08/25 15:16 | 19m |
| 5740025 | LPSN | Buy | $1.23 | $1.23 | 25424 | -0.08% ($-25.42) | True | $1.19 | 06/08/25 14:46 | 06/08/25 14:56 | 10m |
| 5740024 | LPSN | Buy | $1.22 | $1.24 | 25655 | 1.62% ($507.97) | True | $1.18 | 06/08/25 14:44 | 06/08/25 14:45 | 1m |
| 5740023 | LPSN | Buy | $1.23 | $1.21 | 25424 | -1.62% ($-508.48) | True | $1.18 | 06/08/25 14:39 | 06/08/25 14:43 | 4m |
| 5740022 | LPSN | Buy | $1.22 | $1.23 | 25630 | 0.72% ($225.54) | True | $1.15 | 06/08/25 14:29 | 06/08/25 14:38 | 9m |
| 5740021 | 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 |
| 5740020 | 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 |
| 5740019 | 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 |
| 5740018 | 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 |
| 5740017 | 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 |
| 5740016 | 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 |
| 5740015 | 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 |
| 5740014 | 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 |
| 5739967 | LCID | Buy | $3.00 | $3.28 | 10450 | 9.52% ($2978.25) | True | $2.94 | 17/07/25 14:50 | 17/07/25 15:27 | 37m |
| 5739976 | SPCE | Buy | $3.76 | $3.81 | 8324 | 1.2% ($374.58) | True | $3.70 | 17/07/25 14:53 | 17/07/25 15:02 | 9m |
| 5739974 | SPCE | Buy | $3.83 | $3.76 | 8177 | -1.83% ($-573.21) | True | $3.78 | 17/07/25 14:50 | 17/07/25 14:52 | 2m |
| 5739970 | SPCE | Buy | $3.85 | $3.86 | 8140 | 0.26% ($81.40) | True | $3.79 | 17/07/25 14:48 | 17/07/25 14:49 | 1m |
| 5739965 | LCID | Buy | $2.97 | $2.98 | 10521 | 0% ($1.05) | True | $2.90 | 17/07/25 14:35 | 17/07/25 14:49 | 14m |
| 5739964 | SPCE | Buy | $3.84 | $3.85 | 8144 | 0.05% ($17.10) | True | $3.78 | 17/07/25 14:46 | 17/07/25 14:47 | 1m |
| 5739959 | 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 |
| 5739960 | LCID | Buy | $2.90 | $2.93 | 10793 | 1.05% ($329.19) | True | $2.82 | 17/07/25 14:26 | 17/07/25 14:34 | 8m |
| 5739953 | 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 |
| 5739955 | 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 |
| 5739950 | LCID | Buy | $3.08 | $3.02 | 10162 | -1.94% ($-607.69) | True | $2.96 | 17/07/25 14:02 | 17/07/25 14:09 | 7m |
| 5739949 | 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 |
| 5740027 | LPSN | Buy | $0.95 | $0.96 | 32947 | 1.35% ($421.72) | True | $0.94 | 26/06/25 14:52 | 26/06/25 15:10 | 18m |
| 5739983 | 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 |
| 5739982 | 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 |
| 5739981 | 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 |
| 5739979 | 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 |
| 5739975 | 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 |
| 5739972 | 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 |
| 5739966 | 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 |
| 5739962 | 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 |
| 5739980 | 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 |
| 5739978 | 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 |
| 5739977 | JOBY | Buy | $8.58 | $8.60 | 3650 | 0.29% ($91.25) | True | $8.48 | 28/05/25 14:39 | 28/05/25 14:41 | 2m |
| 5739973 | JOBY | Buy | $8.64 | $8.59 | 3624 | -0.52% ($-163.44) | True | $8.53 | 28/05/25 14:32 | 28/05/25 14:38 | 6m |
| 5739969 | JOBY | Buy | $8.58 | $8.61 | 3648 | 0.29% ($92.29) | True | $8.46 | 28/05/25 14:25 | 28/05/25 14:31 | 6m |
| 5739961 | 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 |
| 5740011 | 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 |
| 5740010 | SPCE | Buy | $4.62 | $4.58 | 6775 | -0.97% ($-304.20) | True | $4.49 | 16/05/25 14:55 | 16/05/25 14:58 | 3m |
| 5740009 | SPCE | Buy | $4.56 | $4.62 | 6860 | 1.3% ($406.80) | True | $4.42 | 16/05/25 14:48 | 16/05/25 14:54 | 6m |
| 5740007 | SPCE | Buy | $4.65 | $4.60 | 6738 | -1.08% ($-336.90) | True | $4.50 | 16/05/25 14:46 | 16/05/25 14:47 | 1m |
| 5740006 | 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 |
| 5740005 | SPCE | Buy | $4.64 | $4.66 | 6745 | 0.42% ($132.20) | True | $4.42 | 16/05/25 14:32 | 16/05/25 14:35 | 3m |
| 5740004 | SPCE | Buy | $4.34 | $4.63 | 7212 | 6.66% ($2084.99) | True | $4.19 | 16/05/25 14:13 | 16/05/25 14:31 | 18m |
| 5740003 | SPCE | Buy | $4.28 | $4.30 | 7311 | 0.44% ($138.91) | True | $4.14 | 16/05/25 14:03 | 16/05/25 14:12 | 9m |
| 5740002 | SPCE | Buy | $4.12 | $4.22 | 7597 | 2.47% ($772.61) | True | $3.98 | 16/05/25 14:00 | 16/05/25 14:02 | 2m |
| 5740001 | 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 |
| 5739971 | QBTS | Buy | $9.20 | $9.11 | 3404 | -0.98% ($-306.36) | True | $9.00 | 08/05/25 14:45 | 08/05/25 15:00 | 15m |
| 5739968 | 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 |
| 5739963 | 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 |
| 5739994 | GME | Buy | $29.39 | $29.45 | 1065 | 0.22% ($69.01) | True | $28.96 | 26/03/25 14:59 | 26/03/25 15:03 | 4m |
| 5739993 | GME | Buy | $29.39 | $29.24 | 1064 | -0.51% ($-158.22) | False | $28.99 | 26/03/25 14:49 | 26/03/25 14:58 | 9m |
| 5739992 | GME | Buy | $29.06 | $28.64 | 1077 | -1.45% ($-452.34) | False | $28.67 | 26/03/25 14:41 | 26/03/25 14:45 | 4m |
| 5739991 | GME | Buy | $29.10 | $29.20 | 1075 | 0.34% ($107.07) | True | $28.69 | 26/03/25 14:33 | 26/03/25 14:40 | 7m |
| 5739990 | GME | Buy | $29.15 | $29.18 | 1073 | 0.1% ($32.08) | True | $28.68 | 26/03/25 14:26 | 26/03/25 14:32 | 6m |
| 5739989 | GME | Buy | $28.89 | $29.02 | 1083 | 0.46% ($145.12) | True | $28.39 | 26/03/25 14:24 | 26/03/25 14:25 | 1m |
| 5739988 | 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 |
| 5739987 | 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 |
| 5739986 | GME | Buy | $27.89 | $28.22 | 1122 | 1.18% ($370.26) | True | $27.29 | 26/03/25 13:56 | 26/03/25 14:03 | 7m |
| 5739985 | 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-logic-invert_003157
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 (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) OR (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) AND CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 4)))))) OR 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