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

40

Total P&L

$5284.07

Notional: $1251472.80
Total Return

0.42%

Weighted by notional
Win Rate

42.5%

17 W / 23 L
CouldWin Rate

80%

32 could / 40 total
Avg P&L

$132.10

Avg Return: 0.42%
Best Win

$4825.74

Largest Loss

$-2464.50

Trade Details 40 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5785684 AMD Buy $208.06 $208.66 150 0.29% ($89.99) True $205.75 06/10/25 14:32 06/10/25 15:29 57m
5785683 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
5785682 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
5785681 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
5785592 CRON Buy $3.00 $3.10 10433 3.17% ($991.14) True $2.97 29/09/25 14:17 29/09/25 15:24 1.1h
5785593 LAC Buy $5.30 $6.11 5911 15.42% ($4825.74) True $5.13 24/09/25 13:32 24/09/25 15:53 2.4h
5785595 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
5785679 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
5785678 LPSN Buy $1.20 $1.19 25983 -1.21% ($-379.35) True $1.15 06/08/25 14:57 06/08/25 15:47 50m
5785677 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
5785676 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
5785675 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
5785674 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
5785673 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
5785605 LCID Buy $2.90 $3.28 10793 13.11% ($4102.42) True $2.82 17/07/25 14:26 17/07/25 15:46 1.3h
5785616 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
5785615 SPCE Buy $3.79 $3.83 8255 0.96% ($300.48) True $3.72 17/07/25 14:29 17/07/25 14:50 21m
5785614 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
5785604 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
5785603 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
5785602 LCID Buy $2.96 $3.04 10574 2.68% ($839.58) True $2.83 17/07/25 13:58 17/07/25 14:07 9m
5785685 LPSN Buy $0.95 $0.96 32947 1.19% ($372.30) True $0.94 26/06/25 14:52 26/06/25 15:23 31m
5785611 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
5785610 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
5785609 QS Buy $5.87 $5.68 5336 -3.24% ($-1013.84) False $5.68 25/06/25 14:17 25/06/25 14:42 25m
5785608 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
5785607 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
5785658 JOBY Buy $8.58 $8.79 3650 2.51% ($784.75) True $8.48 28/05/25 14:39 28/05/25 15:58 1.3h
5785657 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
5785656 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
5785632 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
5785631 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
5785630 SPCE Buy $4.10 $4.60 7630 12.01% ($3760.06) True $3.93 16/05/25 13:47 16/05/25 14:47 1h
5785626 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
5785625 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
5785665 GME Buy $29.39 $29.38 1065 -0.02% ($-5.54) False $28.96 26/03/25 14:59 26/03/25 15:29 30m
5785664 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
5785663 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
5785661 GME Buy $27.89 $29.06 1122 4.2% ($1312.74) True $27.29 26/03/25 13:56 26/03/25 14:41 45m
5785660 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_mutated-Mixed_065954
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))) AND (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 7))) AND (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 8))) OR (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) OR (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) AND CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 4)))))))) OR (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 6))) AND (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 7))) AND (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 8))) OR (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) OR (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 30, 4))) AND 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