Backtest Results

Job Notes

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Symbols 3

JOBY, LAC, LCID

Performance Summary

Total Trades

9

Total P&L

$5871.34

Notional: $281690.19

Total Return

2.08%

Weighted by notional

Win Rate

66.7%

6 W / 3 L

CouldWin Rate

100%

9 could / 9 total

Avg P&L

$652.37

Avg Return: 2.08%

Best Win

$3871.71

Largest Loss

$-422.96

Trade Details 9 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
5806377	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
5806390	LCID	Buy	$2.97	$3.11	10521	4.55% ($1423.49)	True	$2.90	17/07/25 14:35	17/07/25 20:00	5.4h
5806389	LCID	Buy	$2.92	$2.93	10737	0.53% ($165.35)	True	$2.84	17/07/25 14:33	17/07/25 14:34	1m
5806388	LCID	Buy	$2.89	$2.89	10833	-0.15% ($-46.58)	True	$2.81	17/07/25 14:31	17/07/25 14:32	1m
5806387	LCID	Buy	$2.86	$2.88	10944	0.52% ($164.16)	True	$2.77	17/07/25 14:29	17/07/25 14:30	1m
5806386	LCID	Buy	$2.93	$2.91	10682	-0.67% ($-209.37)	True	$2.85	17/07/25 14:27	17/07/25 14:28	1m
5806385	LCID	Buy	$2.89	$2.90	10830	0.34% ($107.22)	True	$2.81	17/07/25 14:25	17/07/25 14:26	1m
5806384	LCID	Buy	$2.96	$2.92	10574	-1.35% ($-422.96)	True	$2.83	17/07/25 13:58	17/07/25 14:24	26m
5806392	JOBY	Buy	$8.61	$8.83	3637	2.61% ($818.33)	True	$8.47	28/05/25 14:16	28/05/25 20:00	5.7h

Strategy DSL [bfda4] [bfda4] CreativeExit_VolContractTrendWeak_010748 | EXIT Opt: RegimeAdaptiveChandelier | EXIT Opt: MomDecayAccel

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: 
  MOMENTUM_QUALITY(CLOSE(sym,1d), 5) < MOMENTUM_QUALITY(CLOSE(sym,1d), 10) AND MOMENTUM_QUALITY(CLOSE(sym,1d), 10) < 40
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk

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: 
  MOMENTUM_QUALITY(CLOSE(sym,1d), 5) < MOMENTUM_QUALITY(CLOSE(sym,1d), 10) AND MOMENTUM_QUALITY(CLOSE(sym,1d), 10) < 40
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk