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

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
5787905 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
5787904 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
5787903 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
5787902 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
5787901 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
5787752 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
5787751 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
5787794 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
5787793 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
5787792 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
5787815 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
5787868 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
5787879 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
5787878 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
5787877 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
5787875 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
5787874 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
5787873 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
5787872 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
5787871 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
5787870 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
5787869 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
5787814 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
5787833 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
5787832 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
5787813 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
5787831 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
5787830 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
5787811 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
5787807 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
5787806 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
5787907 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
5787802 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
5787801 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
5787800 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
5787799 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
5787798 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
5787851 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
5787850 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
5787849 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
5787848 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
5787847 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
5787856 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
5787855 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
5787854 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
5787853 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
5787852 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
5787858 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
5787857 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
5787846 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
5787845 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
5787844 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
5787843 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
5787842 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
5787841 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
5787840 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_082541
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 (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)))))))) AND (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))))))))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk