Backtest Results
Test ID: EXO-EXO-EXO-
Job Notes
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Symbols
3
JOBY, QBTS, CRON
Performance Summary
Total Trades
25
Total P&L
$4098.57
Notional: $782472.38Total Return
0.52%
Weighted by notionalWin Rate
48%
12 W / 13 LCouldWin Rate
96%
24 could / 25 totalAvg P&L
$163.94
Avg Return: 0.52%Best Win
$5210.53
Largest Loss
$-743.60
Trade Details
25 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5848304 | 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 |
| 5848303 | 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 |
| 5848302 | 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 |
| 5848301 | 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 |
| 5848300 | 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 |
| 5848299 | 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 |
| 5848298 | 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 |
| 5848297 | 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 |
| 5848296 | 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 |
| 5848295 | 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 |
| 5848294 | 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 |
| 5848293 | 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 |
| 5848292 | 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 |
| 5848291 | 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 |
| 5848290 | 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 |
| 5848289 | 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 |
| 5848288 | 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 |
| 5848287 | 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 |
| 5848286 | 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 |
| 5848285 | 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 |
| 5848284 | 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 |
| 5848306 | 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 |
| 5848311 | 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 |
| 5848316 | 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 |
| 5848315 | 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_MomQualDecay_141433 | EXIT Opt: MomDecayShift
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), 10) < 30) AND (MOMENTUM_QUALITY(CLOSE(sym,1d), 5) < MOMENTUM_QUALITY(CLOSE(sym,1d), 10))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk