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
5783225 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
5783224 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
5783222 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
5783221 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
5783219 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
5783013 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
5783011 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
5783026 LAC Buy $6.00 $5.88 5216 -2% ($-627.48) True $5.82 24/09/25 14:53 24/09/25 15:12 19m
5783016 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
5783015 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
5783014 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
5783012 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
5783027 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
5783321 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
5783307 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
5783306 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
5783305 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
5783304 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
5783303 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
5783302 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
5783301 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
5783299 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
5783298 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
5783297 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
5783296 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
5783059 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
5783058 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
5783055 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
5783047 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
5783044 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
5783056 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
5783051 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
5783048 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
5783045 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
5783334 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
5783079 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
5783073 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
5783070 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
5783067 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
5783064 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
5783062 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
5783060 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
5783074 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
5783071 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
5783065 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
5783063 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
5783087 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
5783084 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
5783082 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
5783080 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
5783075 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
5783072 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
5783089 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
5783083 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
5783118 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
5783117 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
5783116 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
5783110 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
5783105 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
5783100 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
5783096 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
5783095 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-logic-invert_041304
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), 28, 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 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 (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 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