Backtest Results

Test ID: EXO-EXO-EXO-
Back to Queue
Job Notes

No notes yet. Click "Edit Notes" to add.

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

56

Total P&L

$6825.73

Notional: $1752142.36
Total Return

0.39%

Weighted by notional
Win Rate

48.2%

27 W / 29 L
CouldWin Rate

82.1%

46 could / 56 total
Avg P&L

$121.89

Avg Return: 0.39%
Best Win

$4102.65

Largest Loss

$-2464.50

Trade Details 56 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5787374 AMD Buy $209.54 $208.66 149 -0.42% ($-130.66) False $207.07 06/10/25 14:40 06/10/25 15:29 49m
5787373 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
5787372 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
5787371 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
5787370 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
5787277 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
5787276 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
5787280 LAC Buy $5.63 $6.11 5560 8.58% ($2684.92) True $5.46 24/09/25 14:23 24/09/25 15:53 1.5h
5787279 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
5787278 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
5787282 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
5787366 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
5787365 LPSN Buy $1.20 $1.19 25983 -1.22% ($-381.95) True $1.15 06/08/25 14:57 06/08/25 15:18 21m
5787364 LPSN Buy $1.23 $1.23 25424 -0.08% ($-25.42) True $1.19 06/08/25 14:46 06/08/25 14:56 10m
5787363 LPSN Buy $1.22 $1.24 25655 1.62% ($507.97) True $1.18 06/08/25 14:44 06/08/25 14:45 1m
5787362 LPSN Buy $1.24 $1.21 25344 -1.94% ($-605.72) True $1.16 06/08/25 14:28 06/08/25 14:43 15m
5787361 LPSN Buy $1.24 $1.24 25329 0.35% ($108.91) True $1.17 06/08/25 14:24 06/08/25 14:27 3m
5787360 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
5787359 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
5787358 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
5787357 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
5787356 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
5787336 LCID Buy $2.99 $3.28 10485 9.89% ($3094.12) True $2.91 17/07/25 14:36 17/07/25 15:46 1.2h
5787331 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
5787330 SPCE Buy $3.83 $3.83 8183 0.07% ($21.28) True $3.75 17/07/25 14:33 17/07/25 14:50 17m
5787335 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
5787329 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
5787328 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
5787334 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
5787333 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
5787332 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
5787369 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
5787327 QS Buy $5.39 $5.45 5807 1.02% ($319.39) True $5.28 25/06/25 15:00 25/06/25 15:15 15m
5787326 QS Buy $5.58 $5.45 5613 -2.25% ($-703.87) True $5.45 25/06/25 14:48 25/06/25 14:58 10m
5787325 QS Buy $5.82 $5.61 5378 -3.61% ($-1128.84) False $5.63 25/06/25 14:18 25/06/25 14:44 26m
5787324 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
5787323 QS Buy $5.99 $6.19 5225 3.34% ($1046.57) True $5.76 25/06/25 13:36 25/06/25 14:05 29m
5787350 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
5787349 JOBY Buy $8.58 $8.65 3650 0.87% ($273.75) True $8.48 28/05/25 14:39 28/05/25 14:46 7m
5787348 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
5787347 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
5787346 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
5787355 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
5787354 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
5787353 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
5787352 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
5787351 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
5787345 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
5787344 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
5787343 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
5787342 GME Buy $29.39 $29.24 1064 -0.51% ($-158.22) False $28.99 26/03/25 14:49 26/03/25 14:58 9m
5787341 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
5787340 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
5787339 GME Buy $28.12 $29.06 1113 3.34% ($1046.22) True $27.56 26/03/25 14:04 26/03/25 14:41 37m
5787338 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
5787337 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-ind-mix_080431
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), 28, 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 (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)))))))) AND (CROSSUNDER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 28, 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 (CROSSUNDER(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))))))))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk