Backtest Results

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

38

Total P&L

$2546.75

Notional: $1189002.15

Total Return

0.21%

Weighted by notional

Win Rate

44.7%

17 W / 21 L

CouldWin Rate

81.6%

31 could / 38 total

Avg P&L

$67.02

Avg Return: 0.21%

Best Win

$4102.42

Largest Loss

$-2464.50

Trade Details 38 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
5744767	AMD	Buy	$208.06	$208.66	150	0.29% ($89.99)	True	$205.75	06/10/25 14:32	06/10/25 15:29	57m
5744766	AMD	Buy	$208.97	$208.28	149	-0.33% ($-102.84)	False	$206.77	06/10/25 14:23	06/10/25 14:31	8m
5744765	AMD	Buy	$207.11	$208.62	151	0.73% ($228.01)	True	$204.13	06/10/25 14:13	06/10/25 14:22	9m
5744615	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
5744618	LAC	Buy	$5.77	$5.57	5425	-3.53% ($-1105.62)	True	$5.60	24/09/25 14:20	24/09/25 14:22	2m
5744617	LAC	Buy	$5.30	$5.78	5911	9.16% ($2866.84)	True	$5.13	24/09/25 13:32	24/09/25 14:19	47m
5744616	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
5744794	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
5744773	LPSN	Buy	$1.20	$1.19	25983	-1.21% ($-379.35)	True	$1.15	06/08/25 14:57	06/08/25 15:47	50m
5744772	LPSN	Buy	$1.22	$1.23	25655	0.83% ($259.12)	True	$1.18	06/08/25 14:44	06/08/25 14:56	12m
5744771	LPSN	Buy	$1.22	$1.21	25630	-0.83% ($-258.86)	True	$1.15	06/08/25 14:29	06/08/25 14:43	14m
5744770	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
5744769	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
5744768	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
5744626	LCID	Buy	$2.90	$3.28	10793	13.11% ($4102.42)	True	$2.82	17/07/25 14:26	17/07/25 15:46	1.3h
5744621	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
5744620	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
5744625	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
5744624	LCID	Buy	$2.96	$3.02	10574	2.03% ($636.55)	True	$2.83	17/07/25 13:58	17/07/25 14:09	11m
5744792	LPSN	Buy	$0.95	$0.96	32947	1.19% ($372.30)	True	$0.94	26/06/25 14:52	26/06/25 15:23	31m
5744632	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
5744631	QS	Buy	$5.67	$5.55	5520	-2.12% ($-662.40)	True	$5.55	25/06/25 14:45	25/06/25 14:48	3m
5744629	QS	Buy	$5.87	$5.68	5336	-3.24% ($-1013.84)	False	$5.68	25/06/25 14:17	25/06/25 14:42	25m
5744628	QS	Buy	$6.13	$5.85	5106	-4.57% ($-1429.17)	False	$5.93	25/06/25 14:07	25/06/25 14:15	8m
5744627	QS	Buy	$5.99	$6.08	5225	1.42% ($445.69)	True	$5.76	25/06/25 13:36	25/06/25 14:06	30m
5744666	JOBY	Buy	$8.58	$8.79	3650	2.51% ($784.75)	True	$8.48	28/05/25 14:39	28/05/25 15:58	1.3h
5744665	JOBY	Buy	$8.58	$8.59	3648	0.12% ($37.21)	True	$8.46	28/05/25 14:25	28/05/25 14:38	13m
5744664	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
5744635	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
5744634	SPCE	Buy	$4.56	$4.58	6860	0.28% ($88.49)	True	$4.42	16/05/25 14:48	16/05/25 14:58	10m
5744633	SPCE	Buy	$4.10	$4.60	7630	12.01% ($3760.06)	True	$3.93	16/05/25 13:47	16/05/25 14:47	1h
5744715	QBTS	Buy	$8.95	$9.11	3497	1.73% ($542.04)	True	$8.73	08/05/25 14:39	08/05/25 15:00	21m
5744714	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
5744675	GME	Buy	$29.39	$29.38	1065	-0.02% ($-5.54)	False	$28.96	26/03/25 14:59	26/03/25 15:29	30m
5744674	GME	Buy	$28.93	$29.24	1081	1.08% ($338.35)	True	$28.53	26/03/25 14:46	26/03/25 14:58	12m
5744673	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
5744672	GME	Buy	$27.89	$29.06	1122	4.2% ($1312.74)	True	$27.29	26/03/25 13:56	26/03/25 14:41	45m
5744671	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-ind-mix_035307

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: 
  (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 (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 8))) AND (CROSSUNDER(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

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))) 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 (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 8))) AND (CROSSUNDER(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