Backtest Results
Test ID: EXO-EXO-EXO-
Job Notes
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Symbols
3
QBTS, SPCE, QS
Performance Summary
Total Trades
8
Total P&L
$11697.69
Notional: $250390.68Total Return
4.67%
Weighted by notionalWin Rate
25%
2 W / 6 LCouldWin Rate
100%
8 could / 8 totalAvg P&L
$1462.21
Avg Return: 4.67%Best Win
$11542.66
Largest Loss
$-1396.55
Trade Details
8 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5829970 | 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 |
| 5829974 | QS | Buy | $5.42 | $5.39 | 5775 | -0.55% ($-172.67) | True | $5.31 | 25/06/25 14:59 | 25/06/25 15:00 | 1m |
| 5829973 | 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 |
| 5829972 | 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 |
| 5829971 | 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 |
| 5829978 | SPCE | Buy | $4.10 | $5.62 | 7630 | 36.88% ($11542.66) | True | $3.93 | 16/05/25 13:47 | 16/05/25 16:22 | 2.6h |
| 5829981 | 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 |
| 5829980 | 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 |
Strategy DSL
[bfda4] CreativeExit_AdaptiveChandelier_ADX_075925 | EXIT Opt: VolRatioChand
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:
(ATR_RATIO(sym,1d,10,26)>1.2 AND LAST(CLOSE(sym,1d))<HIGHEST(HIGH(sym,1d),10)-3.0*ATR(sym,1d,26)) OR (ATR_RATIO(sym,1d,10,26)<=1.2 AND LAST(CLOSE(sym,1d))<HIGHEST(HIGH(sym,1d),10)-1.5*ATR(sym,1d,26))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk