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
105
Total P&L
$4864.58
Notional: $3285442.19Total Return
0.15%
Weighted by notionalWin Rate
51.4%
54 W / 51 LCouldWin Rate
83.8%
88 could / 105 totalAvg P&L
$46.33
Avg Return: 0.15%Best Win
$3114.02
Largest Loss
$-2244.51
Trade Details
105 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5763036 | 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 |
| 5763035 | 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 |
| 5763034 | 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 |
| 5763033 | 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 |
| 5763032 | 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 |
| 5763031 | 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 |
| 5763030 | 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 |
| 5763029 | 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 |
| 5762777 | 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 |
| 5762776 | CRON | Buy | $3.03 | $3.06 | 10318 | 0.71% ($221.84) | True | $3.01 | 29/09/25 14:50 | 29/09/25 14:55 | 5m |
| 5762775 | CRON | Buy | $3.04 | $3.04 | 10313 | 0.13% ($40.22) | True | $3.00 | 29/09/25 14:45 | 29/09/25 14:49 | 4m |
| 5762773 | CRON | Buy | $3.01 | $3.01 | 10398 | 0.05% ($16.64) | True | $2.97 | 29/09/25 14:26 | 29/09/25 14:32 | 6m |
| 5762772 | CRON | Buy | $3.00 | $3.00 | 10433 | 0% ($1.04) | True | $2.98 | 29/09/25 14:20 | 29/09/25 14:25 | 5m |
| 5762771 | CRON | Buy | $3.00 | $2.99 | 10433 | -0.33% ($-104.33) | True | $2.97 | 29/09/25 14:17 | 29/09/25 14:19 | 2m |
| 5762792 | LAC | Buy | $6.00 | $5.98 | 5216 | -0.33% ($-104.84) | True | $5.82 | 24/09/25 14:53 | 24/09/25 15:05 | 12m |
| 5762791 | LAC | Buy | $6.10 | $6.05 | 5131 | -0.9% ($-282.21) | True | $5.90 | 24/09/25 14:48 | 24/09/25 14:52 | 4m |
| 5762790 | LAC | Buy | $5.79 | $6.02 | 5405 | 4.03% ($1262.07) | True | $5.62 | 24/09/25 14:26 | 24/09/25 14:47 | 21m |
| 5762789 | 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 |
| 5762788 | 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 |
| 5762787 | LAC | Buy | $5.76 | $5.84 | 5435 | 1.34% ($418.50) | True | $5.52 | 24/09/25 14:07 | 24/09/25 14:18 | 11m |
| 5762786 | LAC | Buy | $5.76 | $5.87 | 5434 | 1.82% ($570.57) | True | $5.50 | 24/09/25 13:52 | 24/09/25 14:06 | 14m |
| 5762785 | LAC | Buy | $5.60 | $5.57 | 5584 | -0.7% ($-219.45) | True | $5.33 | 24/09/25 13:49 | 24/09/25 13:51 | 2m |
| 5762784 | LAC | Buy | $5.45 | $5.53 | 5748 | 1.53% ($479.96) | True | $5.13 | 24/09/25 13:46 | 24/09/25 13:48 | 2m |
| 5762783 | LAC | Buy | $5.51 | $5.48 | 5680 | -0.64% ($-198.80) | True | $5.16 | 24/09/25 13:42 | 24/09/25 13:45 | 3m |
| 5762782 | LAC | Buy | $5.30 | $5.40 | 5911 | 1.98% ($620.66) | True | $5.13 | 24/09/25 13:32 | 24/09/25 13:41 | 9m |
| 5762796 | 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 |
| 5763004 | 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 |
| 5763060 | LPSN | Buy | $1.20 | $1.17 | 25983 | -2.71% ($-847.05) | True | $1.15 | 06/08/25 14:57 | 06/08/25 15:14 | 17m |
| 5763059 | 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 |
| 5763058 | 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 |
| 5763057 | 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 |
| 5763056 | LPSN | Buy | $1.22 | $1.23 | 25697 | 0.99% ($308.36) | True | $1.16 | 06/08/25 14:36 | 06/08/25 14:38 | 2m |
| 5763055 | LPSN | Buy | $1.24 | $1.21 | 25344 | -2.02% ($-633.60) | True | $1.16 | 06/08/25 14:28 | 06/08/25 14:35 | 7m |
| 5763054 | LPSN | Buy | $1.24 | $1.24 | 25329 | 0.35% ($108.91) | True | $1.17 | 06/08/25 14:24 | 06/08/25 14:27 | 3m |
| 5763053 | 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 |
| 5763052 | 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 |
| 5763051 | LPSN | Buy | $1.21 | $1.24 | 25842 | 2.37% ($741.67) | True | $1.15 | 06/08/25 14:08 | 06/08/25 14:13 | 5m |
| 5763050 | LPSN | Buy | $1.27 | $1.21 | 24668 | -4.63% ($-1450.48) | True | $1.22 | 06/08/25 14:01 | 06/08/25 14:05 | 4m |
| 5763049 | LPSN | Buy | $1.22 | $1.24 | 25655 | 1.63% ($510.53) | True | $1.17 | 06/08/25 13:59 | 06/08/25 14:00 | 1m |
| 5763048 | 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 |
| 5763047 | 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 |
| 5763046 | 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 |
| 5763045 | 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 |
| 5762821 | LCID | Buy | $2.97 | $3.26 | 10556 | 9.95% ($3114.02) | True | $2.91 | 17/07/25 14:48 | 17/07/25 15:25 | 37m |
| 5762812 | SPCE | Buy | $3.75 | $3.79 | 8346 | 1.07% ($333.84) | True | $3.69 | 17/07/25 14:58 | 17/07/25 15:01 | 3m |
| 5762811 | 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 |
| 5762810 | SPCE | Buy | $3.85 | $3.83 | 8140 | -0.45% ($-141.64) | True | $3.79 | 17/07/25 14:47 | 17/07/25 14:50 | 3m |
| 5762820 | LCID | Buy | $2.99 | $2.96 | 10485 | -0.84% ($-262.13) | True | $2.91 | 17/07/25 14:36 | 17/07/25 14:47 | 11m |
| 5762809 | SPCE | Buy | $3.85 | $3.84 | 8132 | -0.15% ($-47.98) | True | $3.78 | 17/07/25 14:45 | 17/07/25 14:46 | 1m |
| 5762808 | 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 |
| 5762818 | LCID | Buy | $2.92 | $2.97 | 10719 | 1.88% ($588.47) | True | $2.84 | 17/07/25 14:24 | 17/07/25 14:35 | 11m |
| 5762807 | SPCE | Buy | $3.79 | $3.83 | 8269 | 1.13% ($353.09) | True | $3.71 | 17/07/25 14:28 | 17/07/25 14:32 | 4m |
| 5762806 | SPCE | Buy | $3.81 | $3.84 | 8215 | 0.66% ($205.38) | True | $3.65 | 17/07/25 14:01 | 17/07/25 14:27 | 26m |
| 5762817 | LCID | Buy | $2.97 | $2.95 | 10556 | -0.53% ($-164.67) | True | $2.89 | 17/07/25 14:19 | 17/07/25 14:23 | 4m |
| 5762816 | LCID | Buy | $3.02 | $2.98 | 10363 | -1.5% ($-468.41) | True | $2.93 | 17/07/25 14:09 | 17/07/25 14:18 | 9m |
| 5762815 | LCID | Buy | $3.08 | $3.06 | 10162 | -0.65% ($-203.24) | True | $2.96 | 17/07/25 14:02 | 17/07/25 14:08 | 6m |
| 5762813 | 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 |
| 5763062 | 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 |
| 5762854 | 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 |
| 5762853 | 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 |
| 5762852 | 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 |
| 5762851 | QS | Buy | $5.80 | $5.85 | 5396 | 0.85% ($265.48) | True | $5.65 | 25/06/25 14:33 | 25/06/25 14:37 | 4m |
| 5762850 | QS | Buy | $5.92 | $5.83 | 5287 | -1.45% ($-454.15) | False | $5.76 | 25/06/25 14:30 | 25/06/25 14:32 | 2m |
| 5762849 | QS | Buy | $5.86 | $5.91 | 5340 | 0.85% ($264.86) | True | $5.67 | 25/06/25 14:20 | 25/06/25 14:29 | 9m |
| 5762848 | QS | Buy | $6.02 | $5.80 | 5195 | -3.73% ($-1167.84) | False | $5.81 | 25/06/25 14:09 | 25/06/25 14:17 | 8m |
| 5762847 | QS | Buy | $6.08 | $6.03 | 5152 | -0.68% ($-213.81) | False | $5.87 | 25/06/25 14:06 | 25/06/25 14:08 | 2m |
| 5762846 | 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 |
| 5762845 | QS | Buy | $6.16 | $5.95 | 5085 | -3.33% ($-1042.43) | False | $5.98 | 25/06/25 13:57 | 25/06/25 14:00 | 3m |
| 5762844 | QS | Buy | $6.18 | $6.20 | 5068 | 0.32% ($101.36) | True | $5.88 | 25/06/25 13:41 | 25/06/25 13:56 | 15m |
| 5762843 | QS | Buy | $5.84 | $6.00 | 5359 | 2.74% ($857.98) | True | $5.59 | 25/06/25 13:38 | 25/06/25 13:40 | 2m |
| 5762842 | QS | Buy | $5.99 | $5.91 | 5225 | -1.33% ($-416.43) | True | $5.76 | 25/06/25 13:36 | 25/06/25 13:37 | 1m |
| 5762896 | 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 |
| 5762895 | 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 |
| 5762894 | 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 |
| 5762893 | 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 |
| 5762892 | 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 |
| 5762891 | 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 |
| 5762890 | 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 |
| 5762879 | 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 |
| 5762878 | 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 |
| 5762877 | 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 |
| 5762876 | 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 |
| 5762875 | SPCE | Buy | $4.61 | $4.64 | 6786 | 0.6% ($187.29) | True | $4.46 | 16/05/25 14:44 | 16/05/25 14:45 | 1m |
| 5762874 | SPCE | Buy | $4.56 | $4.60 | 6871 | 0.92% ($287.89) | True | $4.35 | 16/05/25 14:36 | 16/05/25 14:43 | 7m |
| 5762873 | SPCE | Buy | $4.63 | $4.66 | 6761 | 0.66% ($207.56) | True | $4.41 | 16/05/25 14:31 | 16/05/25 14:35 | 4m |
| 5762858 | SPCE | Buy | $4.30 | $4.59 | 7279 | 6.74% ($2110.91) | True | $4.15 | 16/05/25 14:12 | 16/05/25 14:30 | 18m |
| 5762857 | SPCE | Buy | $4.12 | $4.20 | 7597 | 1.82% ($569.78) | True | $3.98 | 16/05/25 14:00 | 16/05/25 14:11 | 11m |
| 5762856 | SPCE | Buy | $4.08 | $4.15 | 7674 | 1.67% ($523.37) | True | $3.92 | 16/05/25 13:57 | 16/05/25 13:59 | 2m |
| 5762855 | SPCE | Buy | $4.10 | $4.10 | 7630 | -0.18% ($-54.94) | True | $3.93 | 16/05/25 13:47 | 16/05/25 13:56 | 9m |
| 5762937 | QBTS | Buy | $9.18 | $9.11 | 3410 | -0.78% ($-243.82) | True | $8.98 | 08/05/25 14:56 | 08/05/25 15:00 | 4m |
| 5762936 | QBTS | Buy | $9.20 | $9.16 | 3404 | -0.44% ($-136.16) | True | $9.00 | 08/05/25 14:45 | 08/05/25 14:55 | 10m |
| 5762935 | QBTS | Buy | $8.98 | $9.12 | 3485 | 1.56% ($487.90) | True | $8.76 | 08/05/25 14:38 | 08/05/25 14:44 | 6m |
| 5762934 | QBTS | Buy | $9.26 | $9.06 | 3380 | -2.21% ($-692.90) | True | $9.05 | 08/05/25 14:31 | 08/05/25 14:37 | 6m |
| 5762981 | GME | Buy | $29.35 | $29.28 | 1066 | -0.27% ($-84.96) | False | $28.94 | 26/03/25 15:00 | 26/03/25 15:11 | 11m |
| 5762980 | GME | Buy | $29.24 | $29.39 | 1070 | 0.49% ($153.97) | True | $28.80 | 26/03/25 14:58 | 26/03/25 14:59 | 1m |
| 5762979 | GME | Buy | $29.39 | $29.29 | 1064 | -0.34% ($-106.40) | False | $28.99 | 26/03/25 14:49 | 26/03/25 14:57 | 8m |
| 5762978 | 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 |
| 5762977 | GME | Buy | $29.20 | $28.71 | 1071 | -1.68% ($-526.29) | False | $28.82 | 26/03/25 14:40 | 26/03/25 14:45 | 5m |
| 5762976 | GME | Buy | $29.18 | $29.17 | 1072 | -0.03% ($-10.72) | False | $28.77 | 26/03/25 14:35 | 26/03/25 14:39 | 4m |
| 5762975 | GME | Buy | $29.18 | $29.20 | 1072 | 0.05% ($16.08) | True | $28.76 | 26/03/25 14:32 | 26/03/25 14:34 | 2m |
| 5762974 | 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 |
| 5762973 | 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 |
| 5762972 | 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 |
| 5762971 | 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 |
| 5762970 | 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-swap_013301
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), 16, 9))) OR CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 6)))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk