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

37

Total P&L

$5540.33

Notional: $1157576.47
Total Return

0.48%

Weighted by notional
Win Rate

51.4%

19 W / 18 L
CouldWin Rate

86.5%

32 could / 37 total
Avg P&L

$149.74

Avg Return: 0.48%
Best Win

$4102.65

Largest Loss

$-2464.50

Trade Details 37 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5740284 AMD Buy $209.54 $209.41 149 -0.06% ($-18.89) False $207.07 06/10/25 14:40 06/10/25 15:32 52m
5740283 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
5740282 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
5740281 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
5740280 AMD Buy $207.11 $208.97 151 0.9% ($280.88) True $204.13 06/10/25 14:13 06/10/25 14:23 10m
5740200 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
5740199 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
5740203 LAC Buy $5.63 $6.03 5560 7.08% ($2215.10) True $5.46 24/09/25 14:23 24/09/25 16:43 2.3h
5740202 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
5740201 LAC Buy $5.30 $5.84 5911 10.2% ($3191.94) True $5.13 24/09/25 13:32 24/09/25 14:18 46m
5740205 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
5740278 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
5740261 LPSN Buy $1.19 $1.20 26322 0.91% ($284.28) True $1.13 06/08/25 15:00 06/08/25 15:44 44m
5740260 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
5740259 LPSN Buy $1.22 $1.24 25655 1.62% ($507.97) True $1.16 06/08/25 14:14 06/08/25 14:45 31m
5740257 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
5740256 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
5740218 LCID Buy $2.96 $3.22 10574 8.78% ($2748.18) True $2.83 17/07/25 13:58 17/07/25 16:19 2.4h
5740208 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
5740207 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
5740286 LPSN Buy $0.95 $0.96 32947 0.71% ($220.74) True $0.94 26/06/25 14:52 26/06/25 15:54 1h
5740276 QS Buy $5.42 $5.66 5775 4.39% ($1375.03) True $5.31 25/06/25 14:59 25/06/25 17:21 2.4h
5740275 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
5740274 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
5740273 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
5740225 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
5740224 JOBY Buy $8.64 $8.65 3624 0.17% ($54.36) True $8.53 28/05/25 14:32 28/05/25 14:46 14m
5740216 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
5740215 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
5740214 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
5740213 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
5740212 SPCE Buy $4.10 $4.64 7630 13.11% ($4102.65) True $3.93 16/05/25 13:47 16/05/25 14:45 58m
5740233 QBTS Buy $8.95 $9.23 3497 3.13% ($979.51) True $8.73 08/05/25 14:39 08/05/25 15:05 26m
5740232 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
5740271 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
5740270 GME Buy $28.12 $29.39 1113 4.5% ($1408.17) True $27.56 26/03/25 14:04 26/03/25 14:59 55m
5740269 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-asym-strict_004901
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), 18, 7))) AND (CROSSUNDER(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 CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 4)))))) AND CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 7)))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk