Backtest Results

Test ID: EXO-EXO-EXO-
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Symbols 3

CRON, AMD, GME

Performance Summary

Total Trades

24

Total P&L

$-2519.12

Notional: $751144.77
Total Return

-0.34%

Weighted by notional
Win Rate

41.7%

10 W / 14 L
CouldWin Rate

95.8%

23 could / 24 total
Avg P&L

$-104.96

Avg Return: -0.34%
Best Win

$117.96

Largest Loss

$-739.01

Trade Details 24 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5827639 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
5827661 CRON Buy $3.09 $3.09 10145 0.16% ($50.73) True $3.06 29/09/25 14:59 29/09/25 15:00 1m
5827660 CRON Buy $3.07 $3.07 10195 -0.16% ($-50.98) False $3.04 29/09/25 14:57 29/09/25 14:58 1m
5827659 CRON Buy $3.06 $3.03 10245 -0.98% ($-307.35) True $3.03 29/09/25 14:55 29/09/25 14:55 0m
5827658 CRON Buy $3.03 $3.03 10315 -0.31% ($-96.96) True $3.01 29/09/25 14:53 29/09/25 14:54 1m
5827657 CRON Buy $3.03 $3.04 10330 0.17% ($51.65) True $3.00 29/09/25 14:51 29/09/25 14:52 1m
5827656 CRON Buy $3.04 $3.03 10299 -0.18% ($-55.61) True $3.01 29/09/25 14:49 29/09/25 14:50 1m
5827655 CRON Buy $3.03 $3.04 10347 0.38% ($117.96) True $2.99 29/09/25 14:47 29/09/25 14:48 1m
5827654 CRON Buy $3.04 $3.03 10313 -0.33% ($-103.13) True $3.00 29/09/25 14:45 29/09/25 14:46 1m
5827653 CRON Buy $3.04 $3.04 10296 -0.16% ($-51.48) True $3.01 29/09/25 14:43 29/09/25 14:44 1m
5827652 CRON Buy $3.05 $3.04 10261 -0.33% ($-103.64) True $3.02 29/09/25 14:41 29/09/25 14:42 1m
5827651 CRON Buy $3.06 $3.06 10229 0.13% ($41.94) True $3.02 29/09/25 14:39 29/09/25 14:40 1m
5827650 CRON Buy $3.05 $3.06 10258 0.12% ($38.98) True $3.01 29/09/25 14:37 29/09/25 14:38 1m
5827649 CRON Buy $3.05 $3.05 10279 0.21% ($64.76) True $3.00 29/09/25 14:35 29/09/25 14:36 1m
5827648 CRON Buy $3.04 $3.03 10313 -0.33% ($-103.13) True $2.99 29/09/25 14:33 29/09/25 14:34 1m
5827647 CRON Buy $3.03 $3.01 10347 -0.44% ($-138.65) True $2.98 29/09/25 14:31 29/09/25 14:32 1m
5827646 CRON Buy $3.03 $3.02 10330 -0.29% ($-90.90) True $2.99 29/09/25 14:29 29/09/25 14:30 1m
5827645 CRON Buy $3.04 $3.04 10313 0.02% ($6.19) True $2.99 29/09/25 14:27 29/09/25 14:28 1m
5827644 CRON Buy $3.00 $3.01 10433 0.33% ($104.33) True $2.96 29/09/25 14:25 29/09/25 14:26 1m
5827643 CRON Buy $3.03 $2.99 10325 -1.36% ($-425.39) True $3.00 29/09/25 14:23 29/09/25 14:23 0m
5827642 CRON Buy $3.00 $3.00 10443 0.05% ($16.71) True $2.97 29/09/25 14:21 29/09/25 14:22 1m
5827641 CRON Buy $2.99 $3.00 10468 0.33% ($103.63) True $2.97 29/09/25 14:19 29/09/25 14:20 1m
5827670 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
5827692 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 [bfda4] CreativeExit_RangeMomDecay_071618 | EXIT Opt: RSIHighMomWeak
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: 
  RSI(CLOSE(sym,1d),7) > 70 AND MOMENTUM_QUALITY(CLOSE(sym,1d),5) < 20
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk