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
65
Total P&L
$5826.79
Notional: $2033865.46Total Return
0.29%
Weighted by notionalWin Rate
58.5%
38 W / 27 LCouldWin Rate
86.2%
56 could / 65 totalAvg P&L
$89.64
Avg Return: 0.29%Best Win
$3627.30
Largest Loss
$-2464.50
Trade Details
65 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5796963 | AMD | Buy | $209.54 | $209.77 | 149 | 0.11% ($34.75) | True | $207.07 | 06/10/25 14:40 | 06/10/25 15:23 | 43m |
| 5796961 | AMD | Buy | $207.67 | $209.19 | 150 | 0.74% ($229.25) | True | $205.24 | 06/10/25 14:36 | 06/10/25 14:39 | 3m |
| 5796959 | AMD | Buy | $209.47 | $207.31 | 149 | -1.03% ($-321.08) | False | $207.47 | 06/10/25 14:28 | 06/10/25 14:32 | 4m |
| 5796957 | AMD | Buy | $209.31 | $209.21 | 149 | -0.05% ($-14.84) | False | $207.21 | 06/10/25 14:24 | 06/10/25 14:27 | 3m |
| 5796955 | AMD | Buy | $209.82 | $208.97 | 149 | -0.4% ($-125.89) | False | $207.18 | 06/10/25 14:18 | 06/10/25 14:23 | 5m |
| 5796954 | 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 |
| 5796915 | CRON | Buy | $3.06 | $3.03 | 10228 | -0.98% ($-306.84) | True | $3.03 | 29/09/25 14:56 | 29/09/25 15:32 | 36m |
| 5796914 | 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 |
| 5796913 | 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 |
| 5796912 | CRON | Buy | $3.00 | $3.04 | 10433 | 1.21% ($379.76) | True | $2.97 | 29/09/25 14:17 | 29/09/25 14:48 | 31m |
| 5796911 | LAC | Buy | $5.99 | $5.96 | 5226 | -0.51% ($-158.87) | True | $5.84 | 24/09/25 14:56 | 24/09/25 15:20 | 24m |
| 5796910 | LAC | Buy | $5.84 | $6.02 | 5361 | 3.04% ($951.58) | True | $5.66 | 24/09/25 14:29 | 24/09/25 14:55 | 26m |
| 5796909 | 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 |
| 5796908 | LAC | Buy | $5.63 | $5.79 | 5560 | 2.87% ($897.94) | True | $5.46 | 24/09/25 14:23 | 24/09/25 14:26 | 3m |
| 5796907 | 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 |
| 5796906 | 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 |
| 5796916 | 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 |
| 5796952 | 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 |
| 5796968 | LPSN | Buy | $1.19 | $1.19 | 26322 | 0.07% ($21.06) | True | $1.13 | 06/08/25 15:00 | 06/08/25 15:18 | 18m |
| 5796967 | LPSN | Buy | $1.23 | $1.16 | 25424 | -5.78% ($-1807.65) | True | $1.19 | 06/08/25 14:46 | 06/08/25 14:58 | 12m |
| 5796966 | 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 |
| 5796965 | LPSN | Buy | $1.21 | $1.25 | 25867 | 2.89% ($905.35) | True | $1.16 | 06/08/25 14:35 | 06/08/25 14:42 | 7m |
| 5796964 | LPSN | Buy | $1.24 | $1.24 | 25344 | 0.04% ($12.67) | True | $1.16 | 06/08/25 14:28 | 06/08/25 14:34 | 6m |
| 5796962 | LPSN | Buy | $1.22 | $1.24 | 25655 | 1.64% ($513.10) | True | $1.16 | 06/08/25 14:14 | 06/08/25 14:27 | 13m |
| 5796960 | 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 |
| 5796958 | 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 |
| 5796956 | 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 |
| 5796953 | 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 |
| 5796931 | LCID | Buy | $2.99 | $3.22 | 10485 | 7.87% ($2462.93) | True | $2.91 | 17/07/25 14:36 | 17/07/25 16:19 | 1.7h |
| 5796919 | SPCE | Buy | $3.83 | $3.72 | 8183 | -2.75% ($-859.22) | True | $3.75 | 17/07/25 14:33 | 17/07/25 14:53 | 20m |
| 5796930 | 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 |
| 5796918 | SPCE | Buy | $3.90 | $3.74 | 8035 | -3.98% ($-1245.43) | False | $3.75 | 17/07/25 14:04 | 17/07/25 14:25 | 21m |
| 5796929 | 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 |
| 5796928 | LCID | Buy | $3.07 | $3.06 | 10195 | -0.33% ($-101.95) | True | $2.95 | 17/07/25 14:01 | 17/07/25 14:08 | 7m |
| 5796917 | SPCE | Buy | $3.81 | $3.93 | 8215 | 3.02% ($944.73) | True | $3.65 | 17/07/25 14:01 | 17/07/25 14:03 | 2m |
| 5796927 | 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 |
| 5796970 | LPSN | Buy | $0.96 | $0.97 | 32556 | 0.89% ($279.98) | True | $0.95 | 26/06/25 14:56 | 26/06/25 15:16 | 20m |
| 5796969 | 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 |
| 5796926 | 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 |
| 5796925 | 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 |
| 5796924 | 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 |
| 5796923 | 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 |
| 5796922 | 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 |
| 5796921 | 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 |
| 5796920 | 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 |
| 5796946 | 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 |
| 5796945 | JOBY | Buy | $8.64 | $8.65 | 3624 | 0.17% ($54.36) | True | $8.53 | 28/05/25 14:32 | 28/05/25 14:46 | 14m |
| 5796944 | JOBY | Buy | $8.56 | $8.61 | 3656 | 0.53% ($164.52) | True | $8.45 | 28/05/25 14:26 | 28/05/25 14:31 | 5m |
| 5796943 | JOBY | Buy | $8.61 | $8.58 | 3637 | -0.29% ($-92.02) | True | $8.47 | 28/05/25 14:16 | 28/05/25 14:25 | 9m |
| 5796941 | SPCE | Buy | $4.57 | $4.64 | 6849 | 1.53% ($480.11) | True | $4.44 | 16/05/25 15:00 | 16/05/25 15:02 | 2m |
| 5796939 | SPCE | Buy | $4.62 | $4.59 | 6775 | -0.62% ($-194.44) | True | $4.49 | 16/05/25 14:55 | 16/05/25 14:59 | 4m |
| 5796938 | SPCE | Buy | $4.50 | $4.62 | 6955 | 2.7% ($844.34) | True | $4.38 | 16/05/25 14:53 | 16/05/25 14:54 | 1m |
| 5796936 | SPCE | Buy | $4.65 | $4.50 | 6738 | -3.12% ($-977.01) | True | $4.50 | 16/05/25 14:46 | 16/05/25 14:50 | 4m |
| 5796935 | 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 |
| 5796934 | 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 |
| 5796933 | 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 |
| 5796932 | SPCE | Buy | $4.10 | $4.58 | 7630 | 11.59% ($3627.30) | True | $3.93 | 16/05/25 13:47 | 16/05/25 14:38 | 51m |
| 5796942 | QBTS | Buy | $9.12 | $9.19 | 3432 | 0.71% ($223.08) | True | $8.93 | 08/05/25 14:44 | 08/05/25 15:01 | 17m |
| 5796940 | 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 |
| 5796937 | 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 |
| 5796951 | GME | Buy | $29.35 | $29.31 | 1066 | -0.17% ($-51.91) | False | $28.94 | 26/03/25 15:00 | 26/03/25 15:10 | 10m |
| 5796950 | GME | Buy | $29.23 | $29.39 | 1071 | 0.55% ($171.57) | True | $28.82 | 26/03/25 14:48 | 26/03/25 14:59 | 11m |
| 5796949 | GME | Buy | $28.94 | $29.11 | 1081 | 0.58% ($182.26) | True | $28.54 | 26/03/25 14:43 | 26/03/25 14:47 | 4m |
| 5796948 | GME | Buy | $28.12 | $29.16 | 1113 | 3.7% ($1157.52) | True | $27.56 | 26/03/25 14:04 | 26/03/25 14:42 | 38m |
| 5796947 | GME | Buy | $28.37 | $27.70 | 1103 | -2.36% ($-739.01) | True | $27.71 | 26/03/25 13:50 | 26/03/25 13:57 | 7m |
Strategy DSL
CreativeExit_crossover-ind-mix_153958
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))) AND (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 28, 6))) OR (CROSSOVER(CLOSE(sym,1m), MID(BBANDS(CLOSE(sym,1m), 20, 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 (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