Backtest Results
Test ID: EXO-EXO-EXO-
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
99
Total P&L
$5580.89
Notional: $3097889.73Total Return
0.18%
Weighted by notionalWin Rate
49.5%
49 W / 50 LCouldWin Rate
79.8%
79 could / 99 totalAvg P&L
$56.37
Avg Return: 0.18%Best Win
$4027.28
Largest Loss
$-2911.56
Trade Details
99 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5786748 | 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 |
| 5786747 | AMD | Buy | $209.54 | $210.76 | 149 | 0.58% ($182.26) | True | $207.07 | 06/10/25 14:40 | 06/10/25 14:56 | 16m |
| 5786746 | AMD | Buy | $208.06 | $209.19 | 150 | 0.54% ($170.00) | True | $205.75 | 06/10/25 14:32 | 06/10/25 14:39 | 7m |
| 5786745 | 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 |
| 5786744 | 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 |
| 5786743 | AMD | Buy | $209.82 | $208.62 | 149 | -0.57% ($-178.06) | False | $207.18 | 06/10/25 14:18 | 06/10/25 14:22 | 4m |
| 5786742 | AMD | Buy | $207.11 | $209.66 | 151 | 1.23% ($385.07) | True | $204.13 | 06/10/25 14:13 | 06/10/25 14:17 | 4m |
| 5786569 | CRON | Buy | $3.06 | $3.10 | 10228 | 1.14% ($357.98) | True | $3.03 | 29/09/25 14:56 | 29/09/25 15:24 | 28m |
| 5786566 | CRON | Buy | $3.03 | $3.06 | 10315 | 0.68% ($212.49) | True | $3.01 | 29/09/25 14:53 | 29/09/25 14:55 | 2m |
| 5786565 | CRON | Buy | $3.04 | $3.04 | 10299 | -0.13% ($-40.17) | True | $3.01 | 29/09/25 14:49 | 29/09/25 14:52 | 3m |
| 5786564 | CRON | Buy | $3.04 | $3.04 | 10313 | 0.05% ($14.44) | True | $3.00 | 29/09/25 14:45 | 29/09/25 14:48 | 3m |
| 5786563 | 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 |
| 5786554 | LAC | Buy | $5.99 | $5.88 | 5226 | -1.81% ($-565.45) | True | $5.84 | 24/09/25 14:56 | 24/09/25 15:12 | 16m |
| 5786552 | LAC | Buy | $6.00 | $6.02 | 5216 | 0.25% ($79.80) | True | $5.82 | 24/09/25 14:53 | 24/09/25 14:55 | 2m |
| 5786550 | LAC | Buy | $5.84 | $6.05 | 5361 | 3.54% ($1109.19) | True | $5.66 | 24/09/25 14:29 | 24/09/25 14:52 | 23m |
| 5786549 | LAC | Buy | $5.78 | $5.84 | 5419 | 1.13% ($352.24) | True | $5.60 | 24/09/25 14:27 | 24/09/25 14:28 | 1m |
| 5786548 | 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 |
| 5786547 | LAC | Buy | $5.84 | $5.78 | 5364 | -0.94% ($-295.02) | True | $5.66 | 24/09/25 14:18 | 24/09/25 14:19 | 1m |
| 5786546 | LAC | Buy | $5.79 | $5.80 | 5401 | 0.01% ($1.62) | True | $5.56 | 24/09/25 14:08 | 24/09/25 14:17 | 9m |
| 5786545 | 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 |
| 5786544 | 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 |
| 5786577 | 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 |
| 5786755 | 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 |
| 5786741 | 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 |
| 5786740 | LPSN | Buy | $1.26 | $1.23 | 24841 | -2.37% ($-742.75) | False | $1.21 | 06/08/25 14:49 | 06/08/25 14:56 | 7m |
| 5786739 | LPSN | Buy | $1.23 | $1.25 | 25424 | 1.13% ($353.39) | True | $1.19 | 06/08/25 14:46 | 06/08/25 14:48 | 2m |
| 5786738 | LPSN | Buy | $1.21 | $1.24 | 25844 | 2.37% ($741.72) | True | $1.17 | 06/08/25 14:43 | 06/08/25 14:45 | 2m |
| 5786737 | LPSN | Buy | $1.24 | $1.25 | 25344 | 0.81% ($253.44) | True | $1.19 | 06/08/25 14:41 | 06/08/25 14:42 | 1m |
| 5786736 | LPSN | Buy | $1.21 | $1.24 | 25867 | 2.07% ($646.68) | True | $1.16 | 06/08/25 14:35 | 06/08/25 14:40 | 5m |
| 5786735 | LPSN | Buy | $1.22 | $1.24 | 25630 | 1.17% ($366.51) | True | $1.15 | 06/08/25 14:29 | 06/08/25 14:34 | 5m |
| 5786734 | LPSN | Buy | $1.24 | $1.24 | 25241 | -0.4% ($-126.21) | True | $1.17 | 06/08/25 14:27 | 06/08/25 14:28 | 1m |
| 5786733 | LPSN | Buy | $1.24 | $1.24 | 25329 | -0.06% ($-17.73) | True | $1.17 | 06/08/25 14:24 | 06/08/25 14:26 | 2m |
| 5786732 | LPSN | Buy | $1.22 | $1.23 | 25655 | 0.82% ($256.55) | True | $1.16 | 06/08/25 14:14 | 06/08/25 14:23 | 9m |
| 5786731 | LPSN | Buy | $1.19 | $1.24 | 26302 | 4.19% ($1312.47) | True | $1.13 | 06/08/25 14:09 | 06/08/25 14:13 | 4m |
| 5786730 | LPSN | Buy | $1.22 | $1.21 | 25655 | -0.72% ($-225.76) | True | $1.16 | 06/08/25 14:06 | 06/08/25 14:08 | 2m |
| 5786729 | LPSN | Buy | $1.28 | $1.22 | 24453 | -4.69% ($-1467.18) | False | $1.22 | 06/08/25 14:02 | 06/08/25 14:05 | 3m |
| 5786728 | LPSN | Buy | $1.24 | $1.27 | 25243 | 2.33% ($729.52) | True | $1.20 | 06/08/25 14:00 | 06/08/25 14:01 | 1m |
| 5786727 | 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 |
| 5786726 | 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 |
| 5786725 | 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 |
| 5786724 | 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 |
| 5786635 | LCID | Buy | $2.98 | $3.24 | 10521 | 8.91% ($2788.07) | True | $2.91 | 17/07/25 14:39 | 17/07/25 15:26 | 47m |
| 5786575 | 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 |
| 5786574 | 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 |
| 5786573 | SPCE | Buy | $3.89 | $3.83 | 8056 | -1.36% ($-425.36) | False | $3.80 | 17/07/25 14:35 | 17/07/25 14:44 | 9m |
| 5786634 | LCID | Buy | $2.99 | $2.98 | 10485 | -0.17% ($-52.43) | True | $2.91 | 17/07/25 14:36 | 17/07/25 14:38 | 2m |
| 5786633 | LCID | Buy | $2.90 | $2.97 | 10793 | 2.58% ($808.40) | True | $2.82 | 17/07/25 14:26 | 17/07/25 14:35 | 9m |
| 5786572 | SPCE | Buy | $3.83 | $3.90 | 8183 | 1.83% ($572.81) | True | $3.75 | 17/07/25 14:33 | 17/07/25 14:34 | 1m |
| 5786571 | SPCE | Buy | $3.79 | $3.83 | 8255 | 0.97% ($302.96) | True | $3.72 | 17/07/25 14:29 | 17/07/25 14:32 | 3m |
| 5786570 | SPCE | Buy | $3.76 | $3.79 | 8324 | 0.67% ($209.76) | True | $3.69 | 17/07/25 14:24 | 17/07/25 14:28 | 4m |
| 5786632 | 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 |
| 5786568 | SPCE | Buy | $3.93 | $3.77 | 7974 | -3.95% ($-1235.97) | False | $3.78 | 17/07/25 14:03 | 17/07/25 14:17 | 14m |
| 5786631 | 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 |
| 5786630 | 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 |
| 5786629 | LCID | Buy | $3.07 | $3.05 | 10195 | -0.81% ($-254.88) | True | $2.95 | 17/07/25 14:01 | 17/07/25 14:05 | 4m |
| 5786567 | SPCE | Buy | $3.81 | $3.87 | 8215 | 1.57% ($492.90) | True | $3.65 | 17/07/25 14:01 | 17/07/25 14:02 | 1m |
| 5786628 | LCID | Buy | $2.96 | $3.03 | 10574 | 2.36% ($740.18) | True | $2.83 | 17/07/25 13:58 | 17/07/25 14:00 | 2m |
| 5786754 | LPSN | Buy | $0.96 | $0.96 | 32556 | -0.06% ($-19.53) | False | $0.95 | 26/06/25 14:56 | 26/06/25 15:11 | 15m |
| 5786753 | LPSN | Buy | $0.95 | $0.95 | 32947 | 0.16% ($49.42) | True | $0.94 | 26/06/25 14:52 | 26/06/25 14:55 | 3m |
| 5786696 | 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 |
| 5786695 | 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 |
| 5786694 | 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 |
| 5786693 | 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 |
| 5786692 | QS | Buy | $5.86 | $5.85 | 5340 | -0.17% ($-52.87) | False | $5.67 | 25/06/25 14:20 | 25/06/25 14:31 | 11m |
| 5786691 | QS | Buy | $6.03 | $5.80 | 5187 | -3.87% ($-1211.16) | False | $5.82 | 25/06/25 14:08 | 25/06/25 14:17 | 9m |
| 5786690 | QS | Buy | $6.08 | $6.13 | 5152 | 0.9% ($282.84) | True | $5.87 | 25/06/25 14:06 | 25/06/25 14:07 | 1m |
| 5786689 | QS | Buy | $6.12 | $6.19 | 5114 | 1.14% ($357.98) | True | $5.91 | 25/06/25 14:04 | 25/06/25 14:05 | 1m |
| 5786688 | QS | Buy | $6.14 | $6.12 | 5097 | -0.33% ($-101.94) | True | $5.84 | 25/06/25 13:42 | 25/06/25 14:03 | 21m |
| 5786687 | QS | Buy | $5.99 | $6.18 | 5225 | 3.09% ($968.19) | True | $5.76 | 25/06/25 13:36 | 25/06/25 13:41 | 5m |
| 5786667 | JOBY | Buy | $8.62 | $8.80 | 3631 | 2.11% ($659.39) | True | $8.53 | 28/05/25 14:47 | 28/05/25 15:16 | 29m |
| 5786666 | JOBY | Buy | $8.57 | $8.65 | 3652 | 0.93% ($292.53) | True | $8.48 | 28/05/25 14:44 | 28/05/25 14:46 | 2m |
| 5786665 | JOBY | Buy | $8.60 | $8.58 | 3639 | -0.23% ($-71.69) | True | $8.50 | 28/05/25 14:42 | 28/05/25 14:43 | 1m |
| 5786664 | JOBY | Buy | $8.58 | $8.60 | 3650 | 0.29% ($91.25) | True | $8.48 | 28/05/25 14:39 | 28/05/25 14:41 | 2m |
| 5786663 | JOBY | Buy | $8.64 | $8.59 | 3624 | -0.52% ($-163.44) | True | $8.53 | 28/05/25 14:32 | 28/05/25 14:38 | 6m |
| 5786662 | JOBY | Buy | $8.58 | $8.61 | 3648 | 0.29% ($92.29) | True | $8.46 | 28/05/25 14:25 | 28/05/25 14:31 | 6m |
| 5786661 | 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 |
| 5786611 | 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 |
| 5786610 | SPCE | Buy | $4.62 | $4.58 | 6775 | -0.97% ($-304.20) | True | $4.49 | 16/05/25 14:55 | 16/05/25 14:58 | 3m |
| 5786609 | SPCE | Buy | $4.56 | $4.62 | 6860 | 1.3% ($406.80) | True | $4.42 | 16/05/25 14:48 | 16/05/25 14:54 | 6m |
| 5786608 | SPCE | Buy | $4.65 | $4.60 | 6738 | -1.08% ($-336.90) | True | $4.50 | 16/05/25 14:46 | 16/05/25 14:47 | 1m |
| 5786607 | SPCE | Buy | $4.60 | $4.64 | 6808 | 0.94% ($292.74) | True | $4.42 | 16/05/25 14:43 | 16/05/25 14:45 | 2m |
| 5786606 | SPCE | Buy | $4.58 | $4.62 | 6841 | 0.96% ($298.95) | True | $4.39 | 16/05/25 14:41 | 16/05/25 14:42 | 1m |
| 5786605 | SPCE | Buy | $4.54 | $4.61 | 6894 | 1.43% ($448.11) | True | $4.35 | 16/05/25 14:39 | 16/05/25 14:40 | 1m |
| 5786604 | SPCE | Buy | $4.52 | $4.58 | 6924 | 1.27% ($398.13) | True | $4.33 | 16/05/25 14:37 | 16/05/25 14:38 | 1m |
| 5786603 | 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 |
| 5786602 | 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 |
| 5786601 | 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 |
| 5786685 | QBTS | Buy | $9.12 | $9.11 | 3432 | -0.16% ($-51.48) | True | $8.93 | 08/05/25 14:44 | 08/05/25 15:00 | 16m |
| 5786684 | QBTS | Buy | $8.95 | $9.00 | 3497 | 0.56% ($174.85) | True | $8.73 | 08/05/25 14:39 | 08/05/25 14:43 | 4m |
| 5786683 | 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 |
| 5786658 | 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 |
| 5786657 | GME | Buy | $29.23 | $29.24 | 1071 | 0.06% ($17.46) | True | $28.82 | 26/03/25 14:48 | 26/03/25 14:58 | 10m |
| 5786656 | GME | Buy | $28.93 | $29.11 | 1081 | 0.62% ($194.90) | True | $28.53 | 26/03/25 14:46 | 26/03/25 14:47 | 1m |
| 5786655 | 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 |
| 5786654 | 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 |
| 5786653 | 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 |
| 5786652 | GME | Buy | $28.12 | $29.01 | 1113 | 3.17% ($990.57) | True | $27.56 | 26/03/25 14:04 | 26/03/25 14:31 | 27m |
| 5786650 | GME | Buy | $27.89 | $28.22 | 1122 | 1.18% ($370.26) | True | $27.29 | 26/03/25 13:56 | 26/03/25 14:03 | 7m |
| 5786649 | 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_074339
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), 33, 6))) OR (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 7))) AND (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 8))) OR (CROSSOVER(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), 28, 6)))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk