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

39

Total P&L

$5539.41

Notional: $1220174.04
Total Return

0.45%

Weighted by notional
Win Rate

53.8%

21 W / 18 L
CouldWin Rate

87.2%

34 could / 39 total
Avg P&L

$142.04

Avg Return: 0.45%
Best Win

$4102.65

Largest Loss

$-2464.50

Trade Details 39 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5773438 AMD Buy $209.54 $209.41 149 -0.06% ($-18.89) False $207.07 06/10/25 14:40 06/10/25 15:32 52m
5773437 AMD Buy $207.67 $209.19 150 0.74% ($229.25) True $205.24 06/10/25 14:36 06/10/25 14:39 3m
5773436 AMD Buy $209.47 $207.31 149 -1.03% ($-321.08) False $207.47 06/10/25 14:28 06/10/25 14:32 4m
5773435 AMD Buy $209.31 $209.21 149 -0.05% ($-14.84) False $207.21 06/10/25 14:24 06/10/25 14:27 3m
5773434 AMD Buy $207.11 $208.97 151 0.9% ($280.88) True $204.13 06/10/25 14:13 06/10/25 14:23 10m
5773396 CRON Buy $3.06 $3.03 10228 -0.98% ($-306.84) True $3.03 29/09/25 14:56 29/09/25 15:32 36m
5773395 CRON Buy $3.00 $3.06 10433 1.83% ($573.82) True $2.97 29/09/25 14:17 29/09/25 14:55 38m
5773400 LAC Buy $5.63 $6.03 5560 7.08% ($2215.10) True $5.46 24/09/25 14:23 24/09/25 16:43 2.3h
5773399 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
5773398 LAC Buy $5.30 $5.84 5911 10.2% ($3191.94) True $5.13 24/09/25 13:32 24/09/25 14:18 46m
5773401 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
5773429 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
5773433 LPSN Buy $1.19 $1.20 26322 0.91% ($284.28) True $1.13 06/08/25 15:00 06/08/25 15:44 44m
5773432 LPSN Buy $1.23 $1.16 25424 -5.78% ($-1807.65) True $1.19 06/08/25 14:46 06/08/25 14:58 12m
5773431 LPSN Buy $1.24 $1.24 25344 0.39% ($121.65) True $1.16 06/08/25 14:28 06/08/25 14:45 17m
5773430 LPSN Buy $1.22 $1.24 25655 1.64% ($513.10) True $1.16 06/08/25 14:14 06/08/25 14:27 13m
5773428 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
5773427 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
5773406 LCID Buy $2.99 $3.22 10485 7.87% ($2462.93) True $2.91 17/07/25 14:36 17/07/25 16:19 1.7h
5773404 SPCE Buy $3.83 $3.72 8183 -2.75% ($-859.22) True $3.75 17/07/25 14:33 17/07/25 14:53 20m
5773405 LCID Buy $2.96 $2.97 10574 0.5% ($157.55) True $2.83 17/07/25 13:58 17/07/25 14:35 37m
5773403 SPCE Buy $3.81 $3.83 8215 0.47% ($147.05) True $3.65 17/07/25 14:01 17/07/25 14:32 31m
5773439 LPSN Buy $0.95 $0.96 32947 0.71% ($220.74) True $0.94 26/06/25 14:52 26/06/25 15:54 1h
5773420 QS Buy $5.42 $5.66 5775 4.39% ($1375.03) True $5.31 25/06/25 14:59 25/06/25 17:21 2.4h
5773419 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
5773418 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
5773417 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
5773416 JOBY Buy $8.62 $8.83 3631 2.44% ($762.51) True $8.53 28/05/25 14:47 28/05/25 15:28 41m
5773415 JOBY Buy $8.64 $8.65 3624 0.17% ($54.36) True $8.53 28/05/25 14:32 28/05/25 14:46 14m
5773413 SPCE Buy $4.57 $4.64 6849 1.53% ($480.11) True $4.44 16/05/25 15:00 16/05/25 15:02 2m
5773412 SPCE Buy $4.62 $4.59 6775 -0.62% ($-194.44) True $4.49 16/05/25 14:55 16/05/25 14:59 4m
5773411 SPCE Buy $4.50 $4.62 6955 2.7% ($844.34) True $4.38 16/05/25 14:53 16/05/25 14:54 1m
5773410 SPCE Buy $4.65 $4.50 6738 -3.12% ($-977.01) True $4.50 16/05/25 14:46 16/05/25 14:50 4m
5773409 SPCE Buy $4.10 $4.64 7630 13.11% ($4102.65) True $3.93 16/05/25 13:47 16/05/25 14:45 58m
5773408 QBTS Buy $8.95 $9.23 3497 3.13% ($979.51) True $8.73 08/05/25 14:39 08/05/25 15:05 26m
5773407 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
5773425 GME Buy $29.35 $29.51 1066 0.52% ($164.27) True $28.94 26/03/25 15:00 26/03/25 15:30 30m
5773424 GME Buy $28.12 $29.39 1113 4.5% ($1408.17) True $27.56 26/03/25 14:04 26/03/25 14:59 55m
5773423 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_mutated-Mixed_162122
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 (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 8))) AND (CROSSOVER(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 (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 7))) AND (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 8))) OR (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) OR (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) AND 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