Backtest Results
Test ID: EXO-EXO-EXO-
Job Notes
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Symbols
3
QS, CRON, LAC
Performance Summary
Total Trades
14
Total P&L
$270.00
Notional: $438173.05Total Return
0.06%
Weighted by notionalWin Rate
21.4%
3 W / 11 LCouldWin Rate
100%
14 could / 14 totalAvg P&L
$19.29
Avg Return: 0.06%Best Win
$3871.71
Largest Loss
$-1356.93
Trade Details
14 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5801372 | CRON | Buy | $3.00 | $2.97 | 10433 | -1.17% ($-365.16) | True | $2.97 | 29/09/25 14:17 | 29/09/25 15:56 | 1.7h |
| 5801374 | LAC | Buy | $5.30 | $5.95 | 5911 | 12.37% ($3871.71) | True | $5.13 | 24/09/25 13:32 | 24/09/25 20:00 | 6.5h |
| 5801380 | CRON | Buy | $2.41 | $2.42 | 12987 | 0.21% ($64.94) | True | $2.39 | 11/08/25 15:00 | 11/08/25 15:01 | 1m |
| 5801378 | CRON | Buy | $2.43 | $2.42 | 12885 | -0.58% ($-181.68) | True | $2.41 | 11/08/25 14:56 | 11/08/25 14:57 | 1m |
| 5801377 | CRON | Buy | $2.43 | $2.43 | 12881 | -0.14% ($-43.80) | True | $2.41 | 11/08/25 14:54 | 11/08/25 14:55 | 1m |
| 5801415 | QS | Buy | $5.39 | $5.38 | 5807 | -0.18% ($-57.49) | True | $5.28 | 25/06/25 15:00 | 25/06/25 15:01 | 1m |
| 5801414 | QS | Buy | $5.45 | $5.42 | 5738 | -0.64% ($-199.68) | True | $5.34 | 25/06/25 14:58 | 25/06/25 14:59 | 1m |
| 5801413 | QS | Buy | $5.51 | $5.47 | 5680 | -0.73% ($-227.77) | True | $5.39 | 25/06/25 14:56 | 25/06/25 14:57 | 1m |
| 5801412 | QS | Buy | $5.52 | $5.48 | 5675 | -0.66% ($-207.71) | True | $5.39 | 25/06/25 14:54 | 25/06/25 14:55 | 1m |
| 5801411 | QS | Buy | $5.53 | $5.50 | 5659 | -0.55% ($-170.90) | True | $5.40 | 25/06/25 14:52 | 25/06/25 14:53 | 1m |
| 5801410 | QS | Buy | $5.61 | $5.55 | 5584 | -0.98% ($-306.00) | True | $5.48 | 25/06/25 14:50 | 25/06/25 14:51 | 1m |
| 5801409 | QS | Buy | $5.58 | $5.59 | 5613 | 0.26% ($82.51) | True | $5.45 | 25/06/25 14:48 | 25/06/25 14:49 | 1m |
| 5801408 | QS | Buy | $5.70 | $5.58 | 5496 | -2.02% ($-632.04) | True | $5.58 | 25/06/25 14:42 | 25/06/25 14:47 | 5m |
| 5801407 | QS | Buy | $5.99 | $5.73 | 5225 | -4.34% ($-1356.93) | True | $5.76 | 25/06/25 13:36 | 25/06/25 14:19 | 43m |
Strategy DSL
[bfda4] CreativeExit_crossover-logic-invert_200141 | EXIT Opt: Chandelier14x2ATR
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:
LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d),14) - 2.0 * ATR(sym,1d,14))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk