Backtest Results
Test ID: EXO-EXO-EXO-
Job Notes
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Symbols
3
JOBY, LAC, LCID
Performance Summary
Total Trades
16
Total P&L
$7167.72
Notional: $500782.92Total Return
1.43%
Weighted by notionalWin Rate
75%
12 W / 4 LCouldWin Rate
100%
16 could / 16 totalAvg P&L
$447.98
Avg Return: 1.43%Best Win
$3871.71
Largest Loss
$-893.23
Trade Details
16 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5831839 | 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 |
| 5831859 | LCID | Buy | $3.11 | $3.15 | 10049 | 0.97% ($304.48) | True | $3.05 | 17/07/25 15:00 | 17/07/25 15:01 | 1m |
| 5831858 | LCID | Buy | $3.13 | $3.11 | 10016 | -0.48% ($-150.24) | True | $3.06 | 17/07/25 14:58 | 17/07/25 14:59 | 1m |
| 5831857 | LCID | Buy | $3.10 | $3.12 | 10098 | 0.66% ($207.01) | True | $3.04 | 17/07/25 14:56 | 17/07/25 14:57 | 1m |
| 5831856 | LCID | Buy | $3.08 | $3.10 | 10146 | 0.33% ($104.50) | True | $3.03 | 17/07/25 14:54 | 17/07/25 14:55 | 1m |
| 5831855 | LCID | Buy | $3.02 | $3.07 | 10375 | 1.6% ($501.11) | True | $2.96 | 17/07/25 14:52 | 17/07/25 14:53 | 1m |
| 5831854 | LCID | Buy | $3.01 | $3.02 | 10400 | 0.18% ($56.16) | True | $2.94 | 17/07/25 14:42 | 17/07/25 14:51 | 9m |
| 5831853 | LCID | Buy | $2.90 | $3.02 | 10793 | 4.13% ($1294.08) | True | $2.82 | 17/07/25 14:26 | 17/07/25 14:41 | 15m |
| 5831851 | LCID | Buy | $2.98 | $2.89 | 10521 | -2.85% ($-893.23) | True | $2.90 | 17/07/25 14:18 | 17/07/25 14:25 | 7m |
| 5831850 | LCID | Buy | $3.02 | $3.02 | 10363 | -0.01% ($-2.07) | True | $2.93 | 17/07/25 14:09 | 17/07/25 14:17 | 8m |
| 5831849 | LCID | Buy | $3.04 | $3.06 | 10298 | 0.68% ($212.14) | True | $2.94 | 17/07/25 14:07 | 17/07/25 14:08 | 1m |
| 5831848 | LCID | Buy | $3.05 | $3.05 | 10279 | 0.17% ($52.42) | True | $2.93 | 17/07/25 14:05 | 17/07/25 14:06 | 1m |
| 5831847 | LCID | Buy | $3.08 | $3.08 | 10162 | -0.16% ($-50.81) | True | $2.96 | 17/07/25 14:03 | 17/07/25 14:04 | 1m |
| 5831846 | LCID | Buy | $3.07 | $3.08 | 10195 | 0.33% ($101.95) | True | $2.95 | 17/07/25 14:01 | 17/07/25 14:02 | 1m |
| 5831845 | LCID | Buy | $2.96 | $3.03 | 10574 | 2.36% ($740.18) | True | $2.83 | 17/07/25 13:58 | 17/07/25 14:00 | 2m |
| 5831863 | 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] [bfda4] CreativeExit_AdaptiveChandelier_ADX_075925 | EXIT Opt: RegimeChandelier | EXIT Opt: ADXTrailBBRange | EXIT Opt: MomQualDecayDivergence
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), 7) < 30 AND MOMENTUM_QUALITY(CLOSE(sym,1d), 21) > 40
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk