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

62

Total P&L

$1524.19

Notional: $1939956.11
Total Return

0.08%

Weighted by notional
Win Rate

40.3%

25 W / 37 L
CouldWin Rate

77.4%

48 could / 62 total
Avg P&L

$24.58

Avg Return: 0.08%
Best Win

$4027.28

Largest Loss

$-2911.56

Trade Details 62 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5765943 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
5765942 AMD Buy $208.06 $210.76 150 1.3% ($405.00) True $205.75 06/10/25 14:32 06/10/25 14:56 24m
5765940 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
5765939 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
5765937 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
5765829 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
5765828 CRON Buy $3.00 $3.04 10433 1.17% ($365.16) True $2.97 29/09/25 14:17 29/09/25 14:44 27m
5765827 LAC Buy $6.00 $5.88 5216 -2% ($-627.48) True $5.82 24/09/25 14:53 24/09/25 15:12 19m
5765826 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
5765825 LAC Buy $5.79 $5.78 5401 -0.25% ($-79.39) True $5.56 24/09/25 14:08 24/09/25 14:19 11m
5765824 LAC Buy $5.46 $5.76 5732 5.46% ($1708.14) True $5.17 24/09/25 13:47 24/09/25 14:07 20m
5765823 LAC Buy $5.30 $5.45 5911 2.83% ($886.65) True $5.13 24/09/25 13:32 24/09/25 13:46 14m
5765830 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
5765921 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
5765934 LPSN Buy $1.20 $1.17 25983 -2.87% ($-899.01) True $1.15 06/08/25 14:57 06/08/25 15:17 20m
5765933 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
5765932 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
5765931 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
5765930 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
5765929 LPSN Buy $1.19 $1.22 26302 2.52% ($789.06) True $1.13 06/08/25 14:09 06/08/25 14:14 5m
5765928 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
5765927 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
5765926 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
5765925 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
5765923 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
5765871 LCID Buy $2.90 $3.24 10793 11.72% ($3669.62) True $2.82 17/07/25 14:26 17/07/25 15:26 1h
5765841 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
5765840 SPCE Buy $3.85 $3.83 8132 -0.55% ($-172.40) True $3.78 17/07/25 14:45 17/07/25 14:50 5m
5765839 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
5765838 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
5765870 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
5765869 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
5765868 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
5765867 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
5765946 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
5765866 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
5765865 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
5765864 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
5765863 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
5765862 QS Buy $5.87 $5.85 5336 -0.25% ($-77.37) False $5.68 25/06/25 14:17 25/06/25 14:31 14m
5765861 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
5765859 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
5765918 JOBY Buy $8.57 $8.83 3652 3.04% ($949.89) True $8.48 28/05/25 14:44 28/05/25 15:43 59m
5765917 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
5765916 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
5765915 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
5765897 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
5765896 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
5765895 SPCE Buy $4.52 $4.60 6924 1.66% ($518.61) True $4.33 16/05/25 14:37 16/05/25 14:47 10m
5765894 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
5765893 SPCE Buy $4.08 $4.61 7671 12.87% ($4027.28) True $3.93 16/05/25 13:58 16/05/25 14:34 36m
5765892 SPCE Buy $4.10 $4.08 7630 -0.58% ($-182.36) True $3.93 16/05/25 13:47 16/05/25 13:57 10m
5765900 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
5765899 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
5765912 GME Buy $29.39 $29.33 1065 -0.19% ($-58.68) False $28.96 26/03/25 14:59 26/03/25 15:04 5m
5765911 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
5765910 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
5765909 GME Buy $29.20 $29.06 1072 -0.46% ($-144.72) False $28.79 26/03/25 14:34 26/03/25 14:41 7m
5765908 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
5765907 GME Buy $28.15 $29.01 1111 3.06% ($955.57) True $27.61 26/03/25 14:05 26/03/25 14:31 26m
5765906 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
5765905 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_024754
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, 7))) OR (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 8))) AND (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) AND (CROSSOVER(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, 6))) OR (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 7))) OR (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 8))) AND (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) AND (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) OR CROSSUNDER(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