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

24

Total P&L

$19036.09

Notional: $751102.71
Total Return

2.53%

Weighted by notional
Win Rate

45.8%

11 W / 13 L
CouldWin Rate

87.5%

21 could / 24 total
Avg P&L

$793.17

Avg Return: 2.53%
Best Win

$10316.76

Largest Loss

$-2464.50

Trade Details 24 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5742809 AMD Buy $211.29 $210.93 148 -0.17% ($-53.44) False $209.31 06/10/25 14:57 06/10/25 15:00 3m
5742808 AMD Buy $207.11 $210.76 151 1.76% ($551.15) True $204.13 06/10/25 14:13 06/10/25 14:56 43m
5742770 CRON Buy $3.00 $3.10 10433 3.17% ($991.14) True $2.97 29/09/25 14:17 29/09/25 15:24 1.1h
5742766 LAC Buy $5.30 $6.11 5911 15.42% ($4825.74) True $5.13 24/09/25 13:32 24/09/25 15:53 2.4h
5742773 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
5742810 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
5742814 LPSN Buy $1.19 $1.17 26302 -1.65% ($-515.52) True $1.13 06/08/25 14:09 06/08/25 16:05 1.9h
5742813 LPSN Buy $1.24 $1.21 25243 -2.31% ($-724.47) True $1.20 06/08/25 14:00 06/08/25 14:08 8m
5742812 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
5742811 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
5742774 LCID Buy $2.96 $3.24 10574 9.46% ($2960.72) True $2.83 17/07/25 13:58 17/07/25 15:26 1.5h
5742782 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
5742781 SPCE Buy $3.81 $3.83 8215 0.46% ($144.58) True $3.65 17/07/25 14:01 17/07/25 14:50 49m
5742815 LPSN Buy $0.95 $0.96 32947 1.14% ($355.83) True $0.94 26/06/25 14:52 26/06/25 15:11 19m
5742780 QS Buy $5.42 $5.58 5775 2.86% ($895.70) True $5.31 25/06/25 14:59 25/06/25 17:32 2.6h
5742779 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
5742778 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
5742777 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
5742789 JOBY Buy $8.61 $8.79 3637 2.15% ($672.85) True $8.47 28/05/25 14:16 28/05/25 15:58 1.7h
5742786 SPCE Buy $4.52 $6.01 6924 32.96% ($10316.76) True $4.33 16/05/25 14:37 16/05/25 16:18 1.7h
5742785 SPCE Buy $4.10 $4.56 7630 11.04% ($3454.86) True $3.93 16/05/25 13:47 16/05/25 14:36 49m
5742788 QBTS Buy $8.95 $10.44 3497 16.65% ($5210.53) True $8.73 08/05/25 14:39 08/05/25 20:00 5.4h
5742787 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
5742784 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-ind-mix_025919
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: 
  LAST(CLOSE(sym,1m)) < (HIGHEST(HIGH(sym,1m), 18) - 2.8 * ATR(sym,1m, 18)) 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))))))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk