Backtest Results

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

62

Total P&L

$6193.07

Notional: $1940492.57

Total Return

0.32%

Weighted by notional

Win Rate

37.1%

23 W / 39 L

CouldWin Rate

96.8%

60 could / 62 total

Avg P&L

$99.89

Avg Return: 0.32%

Best Win

$9024.76

Largest Loss

$-2244.51

Trade Details 62 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
5812763	AMD	Buy	$207.11	$203.18	151	-1.9% ($-593.43)	True	$204.13	06/10/25 14:13	06/10/25 19:55	5.7h
5812182	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
5812168	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
5812314	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
5812274	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
5812248	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
5812758	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
5812823	LPSN	Buy	$1.19	$1.19	26322	-0.05% ($-15.79)	True	$1.13	06/08/25 15:00	06/08/25 15:01	1m
5812822	LPSN	Buy	$1.22	$1.20	25655	-1.26% ($-395.09)	True	$1.18	06/08/25 14:44	06/08/25 14:57	13m
5812818	LPSN	Buy	$1.23	$1.21	25447	-1.54% ($-480.95)	True	$1.18	06/08/25 14:38	06/08/25 14:43	5m
5812817	LPSN	Buy	$1.22	$1.22	25697	0.17% ($53.96)	True	$1.16	06/08/25 14:36	06/08/25 14:37	1m
5812816	LPSN	Buy	$1.22	$1.21	25655	-0.82% ($-256.55)	True	$1.16	06/08/25 14:33	06/08/25 14:35	2m
5812812	LPSN	Buy	$1.22	$1.22	25672	-0.34% ($-107.82)	True	$1.15	06/08/25 14:31	06/08/25 14:32	1m
5812809	LPSN	Buy	$1.24	$1.20	25344	-2.8% ($-876.90)	True	$1.16	06/08/25 14:26	06/08/25 14:30	4m
5812806	LPSN	Buy	$1.25	$1.21	25070	-3.48% ($-1090.55)	True	$1.19	06/08/25 14:15	06/08/25 14:25	10m
5812800	LPSN	Buy	$1.20	$1.22	26192	2.09% ($654.80)	True	$1.14	06/08/25 14:12	06/08/25 14:14	2m
5812797	LPSN	Buy	$1.21	$1.21	25859	-0.03% ($-10.34)	True	$1.15	06/08/25 14:10	06/08/25 14:11	1m
5812794	LPSN	Buy	$1.21	$1.19	25842	-1.75% ($-547.85)	True	$1.15	06/08/25 14:08	06/08/25 14:09	1m
5812793	LPSN	Buy	$1.22	$1.22	25655	-0.41% ($-128.28)	True	$1.16	06/08/25 14:06	06/08/25 14:07	1m
5812789	LPSN	Buy	$1.24	$1.22	25243	-1.6% ($-502.34)	True	$1.20	06/08/25 14:00	06/08/25 14:05	5m
5812788	LPSN	Buy	$1.23	$1.22	25540	-0.45% ($-140.47)	True	$1.17	06/08/25 13:58	06/08/25 13:59	1m
5812786	LPSN	Buy	$1.19	$1.20	26306	0.86% ($268.32)	True	$1.13	06/08/25 13:56	06/08/25 13:57	1m
5812785	LPSN	Buy	$1.19	$1.18	26324	-0.85% ($-265.87)	True	$1.11	06/08/25 13:53	06/08/25 13:54	1m
5812784	LPSN	Buy	$1.19	$1.18	26302	-1.26% ($-394.53)	True	$1.10	06/08/25 13:50	06/08/25 13:51	1m
5812783	LPSN	Buy	$1.21	$1.21	25975	0.41% ($129.88)	True	$1.10	06/08/25 13:47	06/08/25 13:48	1m
5812781	LPSN	Buy	$1.27	$1.21	24645	-4.72% ($-1478.70)	True	$1.17	06/08/25 13:33	06/08/25 13:46	13m
5812777	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
5812689	LCID	Buy	$3.02	$3.11	10375	3.1% ($970.06)	True	$2.96	17/07/25 14:52	17/07/25 20:00	5.1h
5812311	SPCE	Buy	$3.81	$3.64	8215	-4.46% ($-1396.55)	True	$3.65	17/07/25 14:01	17/07/25 17:43	3.7h
5812645	LCID	Buy	$3.00	$3.02	10450	0.67% ($209.00)	True	$2.94	17/07/25 14:50	17/07/25 14:51	1m
5812627	LCID	Buy	$2.97	$2.98	10556	0.34% ($105.56)	True	$2.91	17/07/25 14:48	17/07/25 14:49	1m
5812586	LCID	Buy	$2.99	$2.96	10479	-0.89% ($-279.79)	True	$2.93	17/07/25 14:46	17/07/25 14:47	1m
5812520	LCID	Buy	$3.01	$3.00	10400	-0.32% ($-98.80)	True	$2.94	17/07/25 14:42	17/07/25 14:43	1m
5812514	LCID	Buy	$3.00	$3.02	10433	0.66% ($207.62)	True	$2.93	17/07/25 14:40	17/07/25 14:41	1m
5812505	LCID	Buy	$2.98	$2.98	10503	-0.17% ($-52.52)	True	$2.91	17/07/25 14:38	17/07/25 14:39	1m
5812499	LCID	Buy	$2.99	$2.96	10485	-0.84% ($-262.13)	True	$2.91	17/07/25 14:36	17/07/25 14:37	1m
5812482	LCID	Buy	$2.93	$2.97	10680	1.52% ($474.19)	True	$2.86	17/07/25 14:34	17/07/25 14:35	1m
5812473	LCID	Buy	$2.89	$2.92	10849	1.04% ($326.55)	True	$2.81	17/07/25 14:32	17/07/25 14:33	1m
5812465	LCID	Buy	$2.88	$2.89	10886	0.5% ($155.67)	True	$2.79	17/07/25 14:30	17/07/25 14:31	1m
5812451	LCID	Buy	$2.91	$2.86	10754	-1.73% ($-542.00)	True	$2.83	17/07/25 14:28	17/07/25 14:29	1m
5812441	LCID	Buy	$2.90	$2.93	10793	1.03% ($323.79)	True	$2.82	17/07/25 14:26	17/07/25 14:27	1m
5812426	LCID	Buy	$2.92	$2.89	10719	-1.02% ($-320.50)	True	$2.84	17/07/25 14:24	17/07/25 14:25	1m
5812411	LCID	Buy	$3.00	$2.95	10450	-1.52% ($-476.52)	True	$2.92	17/07/25 14:22	17/07/25 14:23	1m
5812398	LCID	Buy	$2.96	$2.98	10591	0.85% ($265.83)	True	$2.88	17/07/25 14:20	17/07/25 14:21	1m
5812383	LCID	Buy	$2.98	$2.97	10521	-0.34% ($-105.21)	True	$2.90	17/07/25 14:18	17/07/25 14:19	1m
5812364	LCID	Buy	$2.96	$3.02	10574	2.03% ($634.44)	True	$2.89	17/07/25 14:16	17/07/25 14:17	1m
5812349	LCID	Buy	$2.99	$3.00	10485	0.38% ($119.53)	True	$2.91	17/07/25 14:14	17/07/25 14:15	1m
5812321	LCID	Buy	$2.99	$2.98	10468	-0.33% ($-104.68)	True	$2.91	17/07/25 14:12	17/07/25 14:13	1m
5812310	LCID	Buy	$3.01	$3.00	10398	-0.49% ($-152.85)	True	$2.92	17/07/25 14:10	17/07/25 14:11	1m
5812297	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
5812275	LCID	Buy	$3.03	$3.04	10330	0.31% ($97.10)	True	$2.92	17/07/25 14:00	17/07/25 14:07	7m
5812252	LCID	Buy	$2.96	$2.99	10574	0.84% ($264.35)	True	$2.83	17/07/25 13:58	17/07/25 13:59	1m
5812796	LPSN	Buy	$0.95	$0.93	32947	-1.72% ($-537.04)	True	$0.94	26/06/25 14:52	26/06/25 16:16	1.4h
5812428	QS	Buy	$5.42	$5.66	5775	4.43% ($1386.58)	True	$5.31	25/06/25 14:59	25/06/25 20:00	5h
5812417	QS	Buy	$5.59	$5.46	5599	-2.33% ($-728.43)	True	$5.46	25/06/25 14:49	25/06/25 14:55	6m
5812394	QS	Buy	$5.70	$5.58	5496	-2.1% ($-657.32)	True	$5.58	25/06/25 14:42	25/06/25 14:48	6m
5812376	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
5812308	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
5812463	SPCE	Buy	$4.10	$5.29	7630	28.83% ($9024.76)	True	$3.93	16/05/25 13:47	16/05/25 19:15	5.5h
5812500	QBTS	Buy	$8.95	$10.44	3497	16.65% ($5210.53)	True	$8.73	08/05/25 14:39	08/05/25 20:00	5.4h
5812469	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
5812531	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_RegimeAdaptiveChandelier_032100

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: 
  (ADX(sym,1d,14) > 25) AND (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d),20) - 3.0 * ATR(sym,1d,14))) OR (ADX(sym,1d,14) <= 25) AND (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d),10) - 1.5 * 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

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: 
  (ADX(sym,1d,14) > 25) AND (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d),20) - 3.0 * ATR(sym,1d,14))) OR (ADX(sym,1d,14) <= 25) AND (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d),10) - 1.5 * 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