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

74

Total P&L

$4902.89

Notional: $2315419.00
Total Return

0.21%

Weighted by notional
Win Rate

59.5%

44 W / 30 L
CouldWin Rate

82.4%

61 could / 74 total
Avg P&L

$66.26

Avg Return: 0.21%
Best Win

$3093.08

Largest Loss

$-3319.68

Trade Details 74 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5780864 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
5780863 AMD Buy $209.54 $211.29 149 0.84% ($260.90) True $207.07 06/10/25 14:40 06/10/25 14:57 17m
5780862 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
5780861 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
5780860 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
5780856 AMD Buy $209.66 $208.97 149 -0.33% ($-102.81) False $207.00 06/10/25 14:17 06/10/25 14:23 6m
5780855 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
5780737 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
5780736 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
5780733 CRON Buy $3.00 $3.04 10433 1.3% ($405.84) True $2.97 29/09/25 14:17 29/09/25 14:49 32m
5780741 LAC Buy $5.79 $5.96 5405 2.88% ($899.93) True $5.62 24/09/25 14:26 24/09/25 15:11 45m
5780740 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
5780739 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
5780738 LAC Buy $5.83 $5.84 5373 0.17% ($53.73) True $5.57 24/09/25 13:53 24/09/25 14:18 25m
5780735 LAC Buy $5.60 $5.76 5584 2.78% ($869.43) True $5.33 24/09/25 13:49 24/09/25 13:52 3m
5780734 LAC Buy $5.30 $5.53 5911 4.41% ($1380.22) True $5.13 24/09/25 13:32 24/09/25 13:48 16m
5780752 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
5780838 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
5780858 LPSN Buy $1.19 $1.18 26322 -1.02% ($-318.50) True $1.13 06/08/25 15:00 06/08/25 15:16 16m
5780854 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
5780853 LPSN Buy $1.23 $1.24 25424 0.71% ($221.19) True $1.18 06/08/25 14:39 06/08/25 14:45 6m
5780852 LPSN Buy $1.24 $1.23 25344 -0.4% ($-126.72) True $1.16 06/08/25 14:28 06/08/25 14:38 10m
5780851 LPSN Buy $1.24 $1.24 25344 0.4% ($126.72) True $1.16 06/08/25 14:26 06/08/25 14:27 1m
5780850 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
5780849 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
5780848 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
5780847 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
5780846 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
5780844 LPSN Buy $1.19 $1.23 26302 2.98% ($933.72) True $1.10 06/08/25 13:50 06/08/25 13:58 8m
5780843 LPSN Buy $1.32 $1.18 23712 -10.61% ($-3319.68) False $1.20 06/08/25 13:43 06/08/25 13:46 3m
5780842 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
5780841 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
5780765 LCID Buy $2.99 $3.28 10485 9.88% ($3093.08) True $2.91 17/07/25 14:36 17/07/25 15:27 51m
5780751 SPCE Buy $3.76 $3.81 8330 1.26% ($395.68) True $3.70 17/07/25 14:52 17/07/25 15:02 10m
5780750 SPCE Buy $3.84 $3.78 8144 -1.64% ($-512.26) True $3.78 17/07/25 14:46 17/07/25 14:51 5m
5780749 SPCE Buy $3.83 $3.85 8183 0.62% ($194.76) True $3.75 17/07/25 14:33 17/07/25 14:45 12m
5780764 LCID Buy $2.89 $2.97 10830 2.93% ($918.38) True $2.81 17/07/25 14:25 17/07/25 14:35 10m
5780748 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
5780747 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
5780763 LCID Buy $3.02 $2.92 10363 -3.32% ($-1038.37) True $2.93 17/07/25 14:09 17/07/25 14:20 11m
5780762 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
5780761 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
5780873 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
5780773 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
5780772 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
5780771 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
5780770 QS Buy $5.92 $5.85 5287 -1.2% ($-375.38) False $5.76 25/06/25 14:30 25/06/25 14:37 7m
5780769 QS Buy $5.82 $5.91 5378 1.55% ($484.56) True $5.63 25/06/25 14:18 25/06/25 14:29 11m
5780768 QS Buy $6.08 $5.85 5152 -3.7% ($-1159.20) False $5.87 25/06/25 14:06 25/06/25 14:15 9m
5780767 QS Buy $6.18 $6.19 5068 0.24% ($76.02) True $5.88 25/06/25 13:41 25/06/25 14:05 24m
5780766 QS Buy $5.99 $6.00 5225 0.17% ($54.34) True $5.76 25/06/25 13:36 25/06/25 13:40 4m
5780795 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
5780794 JOBY Buy $8.60 $8.65 3639 0.59% ($185.59) True $8.50 28/05/25 14:42 28/05/25 14:46 4m
5780793 JOBY Buy $8.64 $8.60 3624 -0.41% ($-126.84) True $8.53 28/05/25 14:32 28/05/25 14:41 9m
5780781 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
5780780 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
5780779 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
5780778 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
5780777 SPCE Buy $4.56 $4.64 6871 1.86% ($583.35) True $4.35 16/05/25 14:36 16/05/25 14:45 9m
5780776 SPCE Buy $4.34 $4.66 7212 7.37% ($2306.40) True $4.19 16/05/25 14:13 16/05/25 14:35 22m
5780775 SPCE Buy $4.12 $4.30 7597 4.37% ($1367.46) True $3.98 16/05/25 14:00 16/05/25 14:12 12m
5780774 SPCE Buy $4.10 $4.15 7630 1.08% ($338.01) True $3.93 16/05/25 13:47 16/05/25 13:59 12m
5780815 QBTS Buy $9.20 $9.23 3404 0.38% ($119.48) True $9.00 08/05/25 14:45 08/05/25 15:05 20m
5780814 QBTS Buy $8.95 $9.12 3497 1.9% ($594.49) True $8.73 08/05/25 14:39 08/05/25 14:44 5m
5780813 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
5780828 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
5780827 GME Buy $29.39 $29.39 1064 -0.02% ($-5.11) False $28.99 26/03/25 14:49 26/03/25 14:59 10m
5780826 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
5780825 GME Buy $29.18 $28.71 1072 -1.62% ($-505.66) False $28.77 26/03/25 14:35 26/03/25 14:45 10m
5780824 GME Buy $29.10 $29.20 1075 0.33% ($102.02) True $28.69 26/03/25 14:33 26/03/25 14:34 1m
5780822 GME Buy $28.89 $29.18 1083 1% ($314.07) True $28.39 26/03/25 14:24 26/03/25 14:32 8m
5780820 GME Buy $28.46 $28.93 1099 1.67% ($522.03) True $27.91 26/03/25 14:07 26/03/25 14:23 16m
5780819 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
5780818 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_022232
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: 
  (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 6))) OR (CROSSOVER(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, 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 (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))))))))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk