Backtest Results
Test ID: EXO-EXO-EXO-
Job Notes
No notes yet. Click "Edit Notes" to add.
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
78
Total P&L
$2336.80
Notional: $2440631.50Total Return
0.1%
Weighted by notionalWin Rate
61.5%
48 W / 30 LCouldWin Rate
82.1%
64 could / 78 totalAvg P&L
$29.96
Avg Return: 0.1%Best Win
$2978.25
Largest Loss
$-3319.68
Trade Details
78 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5742382 | 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 |
| 5742381 | 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 |
| 5742378 | 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 |
| 5742377 | 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 |
| 5742374 | 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 |
| 5742371 | 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 |
| 5742369 | 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 |
| 5742185 | 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 |
| 5742184 | 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 |
| 5742182 | 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 |
| 5742197 | 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 |
| 5742194 | 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 |
| 5742193 | 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 |
| 5742192 | 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 |
| 5742191 | 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 |
| 5742190 | 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 |
| 5742189 | 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 |
| 5742187 | 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 |
| 5742198 | 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 |
| 5742368 | 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 |
| 5742383 | 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 |
| 5742380 | 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 |
| 5742379 | 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 |
| 5742376 | LPSN | Buy | $1.24 | $1.23 | 25344 | -0.4% ($-126.72) | True | $1.16 | 06/08/25 14:28 | 06/08/25 14:38 | 10m |
| 5742375 | LPSN | Buy | $1.24 | $1.24 | 25344 | 0.4% ($126.72) | True | $1.16 | 06/08/25 14:26 | 06/08/25 14:27 | 1m |
| 5742373 | 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 |
| 5742372 | 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 |
| 5742370 | 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 |
| 5742367 | 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 |
| 5742366 | 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 |
| 5742365 | 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 |
| 5742364 | 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 |
| 5742273 | 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 |
| 5742251 | 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 |
| 5742250 | 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 |
| 5742249 | 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 |
| 5742272 | LCID | Buy | $2.97 | $2.98 | 10521 | 0% ($1.05) | True | $2.90 | 17/07/25 14:35 | 17/07/25 14:49 | 14m |
| 5742248 | 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 |
| 5742247 | 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 |
| 5742271 | LCID | Buy | $2.89 | $2.93 | 10830 | 1.4% ($437.53) | True | $2.81 | 17/07/25 14:25 | 17/07/25 14:34 | 9m |
| 5742246 | 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 |
| 5742270 | 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 |
| 5742269 | 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 |
| 5742268 | 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 |
| 5742385 | 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 |
| 5742244 | 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 |
| 5742243 | 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 |
| 5742242 | 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 |
| 5742241 | 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 |
| 5742240 | 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 |
| 5742239 | 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 |
| 5742233 | 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 |
| 5742232 | 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 |
| 5742277 | 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 |
| 5742276 | 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 |
| 5742275 | 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 |
| 5742288 | 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 |
| 5742287 | 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 |
| 5742286 | 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 |
| 5742285 | 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 |
| 5742284 | 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 |
| 5742283 | 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 |
| 5742282 | 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 |
| 5742281 | 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 |
| 5742280 | 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 |
| 5742279 | 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 |
| 5742315 | 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 |
| 5742314 | 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 |
| 5742313 | 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 |
| 5742300 | GME | Buy | $29.35 | $29.45 | 1066 | 0.32% ($101.59) | True | $28.94 | 26/03/25 15:00 | 26/03/25 15:03 | 3m |
| 5742299 | 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 |
| 5742298 | 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 |
| 5742297 | 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 |
| 5742296 | 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 |
| 5742295 | 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 |
| 5742294 | 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 |
| 5742293 | 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 |
| 5742292 | 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-logic-invert_023324
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))) AND (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) OR (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) AND CROSSUNDER(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