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

53

Total P&L

$7489.11

Notional: $1658322.63
Total Return

0.45%

Weighted by notional
Win Rate

52.8%

28 W / 25 L
CouldWin Rate

86.8%

46 could / 53 total
Avg P&L

$141.30

Avg Return: 0.45%
Best Win

$3774.56

Largest Loss

$-2464.50

Trade Details 53 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5793682 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
5793681 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
5793680 AMD Buy $209.47 $208.28 149 -0.57% ($-176.58) False $207.47 06/10/25 14:28 06/10/25 14:31 3m
5793679 AMD Buy $208.97 $209.21 149 0.11% ($35.80) True $206.77 06/10/25 14:23 06/10/25 14:27 4m
5793678 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
5793605 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
5793603 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
5793608 LAC Buy $5.63 $6.03 5560 7.08% ($2215.10) True $5.46 24/09/25 14:23 24/09/25 16:43 2.3h
5793607 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
5793606 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
5793612 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
5793675 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
5793671 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
5793670 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
5793669 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
5793668 LPSN Buy $1.22 $1.21 25697 -0.57% ($-177.31) True $1.16 06/08/25 14:36 06/08/25 14:43 7m
5793667 LPSN Buy $1.24 $1.21 25344 -2.02% ($-633.60) True $1.16 06/08/25 14:28 06/08/25 14:35 7m
5793666 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
5793665 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
5793664 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
5793663 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
5793662 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
5793661 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
5793626 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
5793617 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
5793616 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
5793625 LCID Buy $2.89 $2.97 10830 2.93% ($918.38) True $2.81 17/07/25 14:25 17/07/25 14:35 10m
5793615 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
5793614 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
5793623 LCID Buy $3.02 $2.92 10363 -3.32% ($-1038.37) True $2.93 17/07/25 14:09 17/07/25 14:20 11m
5793622 LCID Buy $2.96 $3.06 10574 3.38% ($1057.40) True $2.83 17/07/25 13:58 17/07/25 14:08 10m
5793674 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
5793641 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
5793640 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
5793639 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
5793638 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
5793637 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
5793646 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
5793645 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
5793644 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
5793632 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
5793631 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
5793630 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
5793629 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
5793628 SPCE Buy $4.61 $4.64 6786 0.6% ($187.29) True $4.46 16/05/25 14:44 16/05/25 14:45 1m
5793627 SPCE Buy $4.10 $4.60 7630 12.06% ($3774.56) True $3.93 16/05/25 13:47 16/05/25 14:43 56m
5793655 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
5793654 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
5793653 GME Buy $29.35 $29.51 1066 0.52% ($164.27) True $28.94 26/03/25 15:00 26/03/25 15:30 30m
5793652 GME Buy $29.39 $29.39 1064 -0.02% ($-5.11) False $28.99 26/03/25 14:49 26/03/25 14:59 10m
5793651 GME Buy $28.12 $29.23 1113 3.93% ($1229.87) True $27.56 26/03/25 14:04 26/03/25 14:48 44m
5793650 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
5793649 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_122341
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), 17, 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 CROSSUNDER(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 (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))))))))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk