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
87
Total P&L
$5409.81
Notional: $2722131.78Total Return
0.2%
Weighted by notionalWin Rate
47.1%
41 W / 46 LCouldWin Rate
79.3%
69 could / 87 totalAvg P&L
$62.18
Avg Return: 0.2%Best Win
$2902.90
Largest Loss
$-2244.51
Trade Details
87 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5741985 | AMD | Buy | $211.45 | $210.93 | 148 | -0.25% ($-77.89) | False | $209.50 | 06/10/25 14:58 | 06/10/25 15:00 | 2m |
| 5741984 | AMD | Buy | $210.76 | $211.29 | 148 | 0.25% ($78.11) | True | $208.83 | 06/10/25 14:56 | 06/10/25 14:57 | 1m |
| 5741983 | AMD | Buy | $209.54 | $210.83 | 149 | 0.62% ($192.69) | True | $207.07 | 06/10/25 14:40 | 06/10/25 14:55 | 15m |
| 5741982 | 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 |
| 5741981 | AMD | Buy | $209.21 | $208.28 | 149 | -0.44% ($-138.64) | False | $207.21 | 06/10/25 14:27 | 06/10/25 14:31 | 4m |
| 5741980 | AMD | Buy | $208.97 | $208.71 | 149 | -0.13% ($-39.50) | False | $206.77 | 06/10/25 14:23 | 06/10/25 14:26 | 3m |
| 5741979 | 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 |
| 5741978 | 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 |
| 5741824 | 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 |
| 5741823 | CRON | Buy | $3.04 | $3.06 | 10313 | 0.66% ($206.26) | True | $3.00 | 29/09/25 14:45 | 29/09/25 14:55 | 10m |
| 5741822 | CRON | Buy | $3.00 | $3.04 | 10433 | 1.17% ($365.16) | True | $2.97 | 29/09/25 14:17 | 29/09/25 14:44 | 27m |
| 5741833 | LAC | Buy | $6.00 | $5.96 | 5216 | -0.73% ($-228.46) | True | $5.82 | 24/09/25 14:53 | 24/09/25 15:11 | 18m |
| 5741832 | LAC | Buy | $5.79 | $6.05 | 5405 | 4.4% ($1378.28) | True | $5.62 | 24/09/25 14:26 | 24/09/25 14:52 | 26m |
| 5741831 | 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 |
| 5741830 | 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 |
| 5741829 | LAC | Buy | $5.79 | $5.84 | 5401 | 0.7% ($217.66) | True | $5.56 | 24/09/25 14:08 | 24/09/25 14:18 | 10m |
| 5741828 | LAC | Buy | $5.76 | $5.76 | 5434 | -0.03% ($-10.87) | True | $5.50 | 24/09/25 13:52 | 24/09/25 14:07 | 15m |
| 5741827 | LAC | Buy | $5.30 | $5.57 | 5911 | 5.1% ($1595.97) | True | $5.13 | 24/09/25 13:32 | 24/09/25 13:51 | 19m |
| 5741826 | 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 |
| 5741956 | 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 |
| 5741971 | 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 |
| 5741970 | 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 |
| 5741969 | 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 |
| 5741968 | 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 |
| 5741966 | LPSN | Buy | $1.24 | $1.23 | 25329 | -0.46% ($-144.38) | True | $1.17 | 06/08/25 14:24 | 06/08/25 14:38 | 14m |
| 5741965 | 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 |
| 5741964 | 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 |
| 5741963 | 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 |
| 5741962 | LPSN | Buy | $1.23 | $1.23 | 25447 | -0.37% ($-114.51) | True | $1.12 | 06/08/25 13:45 | 06/08/25 13:58 | 13m |
| 5741961 | LPSN | Buy | $1.32 | $1.29 | 23712 | -2.27% ($-711.36) | False | $1.20 | 06/08/25 13:43 | 06/08/25 13:44 | 1m |
| 5741960 | 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 |
| 5741959 | 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 |
| 5741880 | LCID | Buy | $2.97 | $3.24 | 10556 | 9.27% ($2902.90) | True | $2.91 | 17/07/25 14:48 | 17/07/25 15:26 | 38m |
| 5741914 | 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 |
| 5741913 | SPCE | Buy | $3.85 | $3.83 | 8132 | -0.55% ($-172.40) | True | $3.78 | 17/07/25 14:45 | 17/07/25 14:50 | 5m |
| 5741879 | LCID | Buy | $2.90 | $2.96 | 10793 | 2.07% ($647.58) | True | $2.82 | 17/07/25 14:26 | 17/07/25 14:47 | 21m |
| 5741912 | SPCE | Buy | $3.83 | $3.83 | 8183 | 0.19% ($58.92) | True | $3.75 | 17/07/25 14:33 | 17/07/25 14:44 | 11m |
| 5741911 | SPCE | Buy | $3.79 | $3.83 | 8255 | 0.97% ($302.96) | True | $3.72 | 17/07/25 14:29 | 17/07/25 14:32 | 3m |
| 5741910 | SPCE | Buy | $3.81 | $3.79 | 8215 | -0.65% ($-203.73) | True | $3.65 | 17/07/25 14:01 | 17/07/25 14:28 | 27m |
| 5741878 | 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 |
| 5741877 | LCID | Buy | $3.06 | $3.02 | 10228 | -1.3% ($-407.07) | True | $2.97 | 17/07/25 14:08 | 17/07/25 14:09 | 1m |
| 5741876 | LCID | Buy | $3.05 | $3.04 | 10261 | -0.35% ($-109.79) | True | $2.95 | 17/07/25 14:06 | 17/07/25 14:07 | 1m |
| 5741875 | LCID | Buy | $3.08 | $3.05 | 10162 | -1.14% ($-355.67) | True | $2.96 | 17/07/25 14:02 | 17/07/25 14:05 | 3m |
| 5741874 | 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 |
| 5741988 | 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 |
| 5741926 | 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 |
| 5741925 | 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 |
| 5741924 | QS | Buy | $5.82 | $5.70 | 5378 | -2.15% ($-672.25) | False | $5.71 | 25/06/25 14:40 | 25/06/25 14:42 | 2m |
| 5741923 | QS | Buy | $5.83 | $5.79 | 5370 | -0.66% ($-205.13) | False | $5.71 | 25/06/25 14:38 | 25/06/25 14:39 | 1m |
| 5741922 | QS | Buy | $5.83 | $5.85 | 5364 | 0.26% ($79.92) | True | $5.68 | 25/06/25 14:32 | 25/06/25 14:37 | 5m |
| 5741921 | QS | Buy | $5.92 | $5.85 | 5287 | -1.18% ($-367.98) | False | $5.76 | 25/06/25 14:30 | 25/06/25 14:31 | 1m |
| 5741920 | 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 |
| 5741919 | 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 |
| 5741918 | QS | Buy | $6.01 | $6.19 | 5207 | 2.99% ($936.74) | True | $5.82 | 25/06/25 14:01 | 25/06/25 14:05 | 4m |
| 5741917 | QS | Buy | $6.16 | $5.95 | 5081 | -3.41% ($-1066.50) | False | $5.98 | 25/06/25 13:58 | 25/06/25 14:00 | 2m |
| 5741916 | QS | Buy | $6.18 | $6.16 | 5068 | -0.32% ($-101.36) | False | $5.88 | 25/06/25 13:41 | 25/06/25 13:57 | 16m |
| 5741915 | 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 |
| 5741905 | JOBY | Buy | $8.62 | $8.86 | 3631 | 2.73% ($853.29) | True | $8.53 | 28/05/25 14:47 | 28/05/25 15:12 | 25m |
| 5741903 | JOBY | Buy | $8.57 | $8.65 | 3652 | 0.93% ($292.53) | True | $8.48 | 28/05/25 14:44 | 28/05/25 14:46 | 2m |
| 5741902 | JOBY | Buy | $8.60 | $8.58 | 3639 | -0.23% ($-71.69) | True | $8.50 | 28/05/25 14:42 | 28/05/25 14:43 | 1m |
| 5741900 | 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 |
| 5741899 | 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 |
| 5741898 | JOBY | Buy | $8.57 | $8.61 | 3652 | 0.41% ($127.82) | True | $8.44 | 28/05/25 14:24 | 28/05/25 14:31 | 7m |
| 5741897 | JOBY | Buy | $8.61 | $8.59 | 3637 | -0.19% ($-58.92) | True | $8.47 | 28/05/25 14:16 | 28/05/25 14:23 | 7m |
| 5741936 | 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 |
| 5741935 | 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 |
| 5741934 | 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 |
| 5741933 | 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 |
| 5741932 | 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 |
| 5741931 | SPCE | Buy | $4.61 | $4.66 | 6796 | 1.19% ($371.74) | True | $4.39 | 16/05/25 14:34 | 16/05/25 14:35 | 1m |
| 5741930 | SPCE | Buy | $4.34 | $4.63 | 7212 | 6.68% ($2092.20) | True | $4.19 | 16/05/25 14:13 | 16/05/25 14:33 | 20m |
| 5741929 | 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 |
| 5741928 | SPCE | Buy | $4.08 | $4.15 | 7671 | 1.63% ($510.12) | True | $3.93 | 16/05/25 13:58 | 16/05/25 13:59 | 1m |
| 5741927 | SPCE | Buy | $4.10 | $4.08 | 7630 | -0.58% ($-182.36) | True | $3.93 | 16/05/25 13:47 | 16/05/25 13:57 | 10m |
| 5741909 | 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 |
| 5741908 | 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 |
| 5741907 | 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 |
| 5741953 | GME | Buy | $29.39 | $29.33 | 1065 | -0.19% ($-58.68) | False | $28.96 | 26/03/25 14:59 | 26/03/25 15:04 | 5m |
| 5741952 | 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 |
| 5741951 | GME | Buy | $28.93 | $29.23 | 1081 | 1.03% ($320.73) | True | $28.53 | 26/03/25 14:46 | 26/03/25 14:48 | 2m |
| 5741950 | GME | Buy | $29.16 | $28.71 | 1073 | -1.55% ($-484.67) | False | $28.78 | 26/03/25 14:42 | 26/03/25 14:45 | 3m |
| 5741948 | GME | Buy | $29.18 | $29.06 | 1072 | -0.41% ($-128.64) | False | $28.76 | 26/03/25 14:32 | 26/03/25 14:41 | 9m |
| 5741947 | GME | Buy | $28.93 | $29.01 | 1081 | 0.28% ($86.48) | True | $28.41 | 26/03/25 14:23 | 26/03/25 14:31 | 8m |
| 5741946 | GME | Buy | $28.46 | $28.76 | 1099 | 1.07% ($335.20) | True | $27.91 | 26/03/25 14:07 | 26/03/25 14:22 | 15m |
| 5741945 | 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 |
| 5741944 | 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 |
| 5741943 | 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_022452
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))) OR (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 7))) AND (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 8))) 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