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
82
Total P&L
$-181.36
Notional: $2565769.19Total Return
-0.01%
Weighted by notionalWin Rate
42.7%
35 W / 47 LCouldWin Rate
81.7%
67 could / 82 totalAvg P&L
$-2.21
Avg Return: -0.01%Best Win
$3114.02
Largest Loss
$-2911.56
Trade Details
82 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5764126 | AMD | Buy | $210.76 | $210.93 | 148 | 0.08% ($24.67) | True | $208.83 | 06/10/25 14:56 | 06/10/25 15:00 | 4m |
| 5764124 | AMD | Buy | $208.06 | $210.83 | 150 | 1.33% ($415.50) | True | $205.75 | 06/10/25 14:32 | 06/10/25 14:55 | 23m |
| 5764122 | 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 |
| 5764121 | 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 |
| 5764120 | 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 |
| 5763866 | CRON | Buy | $3.04 | $3.10 | 10313 | 1.98% ($618.78) | True | $3.00 | 29/09/25 14:45 | 29/09/25 15:24 | 39m |
| 5763864 | 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 |
| 5763863 | CRON | Buy | $3.00 | $3.00 | 10433 | 0% ($1.04) | True | $2.98 | 29/09/25 14:20 | 29/09/25 14:25 | 5m |
| 5763862 | 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 |
| 5763918 | 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 |
| 5763917 | 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 |
| 5763916 | 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 |
| 5763915 | LAC | Buy | $5.76 | $5.78 | 5435 | 0.38% ($119.57) | True | $5.52 | 24/09/25 14:07 | 24/09/25 14:19 | 12m |
| 5763914 | 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 |
| 5763913 | LAC | Buy | $5.45 | $5.57 | 5748 | 2.2% ($689.76) | True | $5.13 | 24/09/25 13:46 | 24/09/25 13:51 | 5m |
| 5763904 | 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 |
| 5763903 | 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 |
| 5763925 | 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 |
| 5764119 | 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 |
| 5764146 | 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 |
| 5764145 | 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 |
| 5764144 | LPSN | Buy | $1.22 | $1.21 | 25697 | -0.57% ($-177.31) | True | $1.16 | 06/08/25 14:36 | 06/08/25 14:43 | 7m |
| 5764143 | LPSN | Buy | $1.22 | $1.21 | 25630 | -0.92% ($-287.06) | True | $1.15 | 06/08/25 14:29 | 06/08/25 14:35 | 6m |
| 5764142 | 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 |
| 5764141 | LPSN | Buy | $1.25 | $1.23 | 25070 | -1.48% ($-463.80) | True | $1.19 | 06/08/25 14:15 | 06/08/25 14:23 | 8m |
| 5764140 | LPSN | Buy | $1.21 | $1.22 | 25842 | 0.73% ($227.41) | True | $1.15 | 06/08/25 14:08 | 06/08/25 14:14 | 6m |
| 5764139 | LPSN | Buy | $1.24 | $1.22 | 25243 | -2.01% ($-628.55) | True | $1.20 | 06/08/25 14:00 | 06/08/25 14:07 | 7m |
| 5764138 | LPSN | Buy | $1.19 | $1.22 | 26324 | 2.61% ($816.04) | True | $1.11 | 06/08/25 13:53 | 06/08/25 13:59 | 6m |
| 5764137 | LPSN | Buy | $1.29 | $1.17 | 24263 | -9.3% ($-2911.56) | False | $1.18 | 06/08/25 13:44 | 06/08/25 13:49 | 5m |
| 5764136 | LPSN | Buy | $1.27 | $1.32 | 24645 | 3.94% ($1232.25) | True | $1.17 | 06/08/25 13:33 | 06/08/25 13:43 | 10m |
| 5764135 | 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 |
| 5763957 | 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 |
| 5763994 | 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 |
| 5763993 | 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 |
| 5763992 | 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 |
| 5763956 | LCID | Buy | $2.92 | $2.96 | 10719 | 1.37% ($428.76) | True | $2.84 | 17/07/25 14:24 | 17/07/25 14:47 | 23m |
| 5763991 | 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 |
| 5763990 | SPCE | Buy | $3.79 | $3.83 | 8255 | 1.08% ($338.46) | True | $3.72 | 17/07/25 14:29 | 17/07/25 14:44 | 15m |
| 5763989 | 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 |
| 5763955 | 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 |
| 5763954 | LCID | Buy | $3.01 | $2.98 | 10398 | -1.16% ($-363.93) | True | $2.92 | 17/07/25 14:10 | 17/07/25 14:18 | 8m |
| 5763953 | 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 |
| 5763952 | 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 |
| 5763950 | LCID | Buy | $2.96 | $3.05 | 10574 | 2.87% ($898.79) | True | $2.83 | 17/07/25 13:58 | 17/07/25 14:05 | 7m |
| 5764154 | 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 |
| 5763973 | 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 |
| 5763972 | 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 |
| 5763971 | QS | Buy | $5.79 | $5.68 | 5405 | -1.99% ($-621.58) | False | $5.68 | 25/06/25 14:39 | 25/06/25 14:42 | 3m |
| 5763970 | QS | Buy | $5.83 | $5.83 | 5364 | -0.1% ($-32.18) | False | $5.68 | 25/06/25 14:32 | 25/06/25 14:38 | 6m |
| 5763969 | QS | Buy | $5.86 | $5.85 | 5340 | -0.17% ($-52.87) | False | $5.67 | 25/06/25 14:20 | 25/06/25 14:31 | 11m |
| 5763968 | 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 |
| 5763966 | QS | Buy | $6.13 | $6.03 | 5106 | -1.57% ($-492.22) | False | $5.93 | 25/06/25 14:07 | 25/06/25 14:08 | 1m |
| 5763965 | QS | Buy | $6.01 | $6.08 | 5207 | 1.08% ($337.93) | True | $5.82 | 25/06/25 14:01 | 25/06/25 14:06 | 5m |
| 5763963 | 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 |
| 5763961 | QS | Buy | $5.84 | $6.20 | 5359 | 6.08% ($1902.45) | True | $5.59 | 25/06/25 13:38 | 25/06/25 13:56 | 18m |
| 5763959 | 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 |
| 5764001 | JOBY | Buy | $8.57 | $8.86 | 3652 | 3.33% ($1041.19) | True | $8.48 | 28/05/25 14:44 | 28/05/25 15:12 | 28m |
| 5764000 | JOBY | Buy | $8.58 | $8.58 | 3650 | 0.05% ($15.70) | True | $8.48 | 28/05/25 14:39 | 28/05/25 14:43 | 4m |
| 5763999 | JOBY | Buy | $8.57 | $8.59 | 3652 | 0.23% ($72.67) | True | $8.44 | 28/05/25 14:24 | 28/05/25 14:38 | 14m |
| 5763998 | 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 |
| 5764064 | 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 |
| 5764063 | 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 |
| 5764062 | SPCE | Buy | $4.61 | $4.60 | 6786 | -0.38% ($-117.40) | True | $4.46 | 16/05/25 14:44 | 16/05/25 14:47 | 3m |
| 5764061 | SPCE | Buy | $4.52 | $4.60 | 6924 | 1.7% ($531.76) | True | $4.33 | 16/05/25 14:37 | 16/05/25 14:43 | 6m |
| 5764060 | SPCE | Buy | $4.66 | $4.56 | 6717 | -2.25% ($-703.27) | True | $4.45 | 16/05/25 14:35 | 16/05/25 14:36 | 1m |
| 5764059 | SPCE | Buy | $4.63 | $4.61 | 6761 | -0.52% ($-162.26) | True | $4.41 | 16/05/25 14:31 | 16/05/25 14:34 | 3m |
| 5764058 | 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 |
| 5764057 | SPCE | Buy | $4.08 | $4.20 | 7674 | 2.86% ($895.56) | True | $3.92 | 16/05/25 13:57 | 16/05/25 14:11 | 14m |
| 5764056 | 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 |
| 5764041 | 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 |
| 5764040 | QBTS | Buy | $8.98 | $9.16 | 3485 | 1.95% ($609.88) | True | $8.76 | 08/05/25 14:38 | 08/05/25 14:55 | 17m |
| 5764039 | 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 |
| 5764104 | GME | Buy | $29.24 | $29.35 | 1070 | 0.39% ($121.34) | True | $28.80 | 26/03/25 14:58 | 26/03/25 15:00 | 2m |
| 5764103 | GME | Buy | $28.93 | $29.29 | 1081 | 1.25% ($391.00) | True | $28.53 | 26/03/25 14:46 | 26/03/25 14:57 | 11m |
| 5764102 | 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 |
| 5764101 | GME | Buy | $29.20 | $29.06 | 1071 | -0.48% ($-149.62) | False | $28.82 | 26/03/25 14:40 | 26/03/25 14:41 | 1m |
| 5764100 | GME | Buy | $29.20 | $29.17 | 1072 | -0.09% ($-26.80) | False | $28.79 | 26/03/25 14:34 | 26/03/25 14:39 | 5m |
| 5764099 | GME | Buy | $29.18 | $29.10 | 1072 | -0.27% ($-85.65) | False | $28.76 | 26/03/25 14:32 | 26/03/25 14:33 | 1m |
| 5764098 | 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 |
| 5764097 | GME | Buy | $28.15 | $28.76 | 1111 | 2.17% ($677.82) | True | $27.61 | 26/03/25 14:05 | 26/03/25 14:22 | 17m |
| 5764096 | GME | Buy | $27.89 | $28.12 | 1122 | 0.82% ($258.06) | True | $27.29 | 26/03/25 13:56 | 26/03/25 14:04 | 8m |
| 5764095 | 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_015219
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, 7))) OR CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 16, 9)))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk