Backtest Results
Test ID: EXO-EXO-EXO-
Job Notes
No notes yet. Click "Edit Notes" to add.
Symbols
3
JOBY, LAC, LCID
Performance Summary
Total Trades
17
Total P&L
$5156.07
Notional: $532019.51Total Return
0.97%
Weighted by notionalWin Rate
70.6%
12 W / 5 LCouldWin Rate
94.1%
16 could / 17 totalAvg P&L
$303.30
Avg Return: 0.97%Best Win
$3871.71
Largest Loss
$-656.75
Trade Details
17 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5850517 | 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 |
| 5850519 | LCID | Buy | $2.96 | $3.11 | 10574 | 5.07% ($1588.21) | True | $2.83 | 17/07/25 13:58 | 17/07/25 20:00 | 6h |
| 5850536 | JOBY | Buy | $8.82 | $8.85 | 3550 | 0.34% ($106.50) | True | $8.69 | 28/05/25 14:59 | 28/05/25 15:00 | 1m |
| 5850535 | JOBY | Buy | $8.81 | $8.83 | 3550 | 0.12% ($36.21) | True | $8.69 | 28/05/25 14:57 | 28/05/25 14:58 | 1m |
| 5850534 | JOBY | Buy | $8.82 | $8.82 | 3550 | 0.06% ($20.24) | True | $8.69 | 28/05/25 14:55 | 28/05/25 14:56 | 1m |
| 5850533 | JOBY | Buy | $8.76 | $8.76 | 3575 | 0.06% ($17.88) | True | $8.63 | 28/05/25 14:53 | 28/05/25 14:54 | 1m |
| 5850532 | JOBY | Buy | $8.69 | $8.72 | 3603 | 0.35% ($108.09) | True | $8.56 | 28/05/25 14:51 | 28/05/25 14:52 | 1m |
| 5850531 | JOBY | Buy | $8.82 | $8.63 | 3550 | -2.1% ($-656.75) | False | $8.70 | 28/05/25 14:49 | 28/05/25 14:49 | 0m |
| 5850530 | JOBY | Buy | $8.62 | $8.64 | 3631 | 0.17% ($54.47) | True | $8.53 | 28/05/25 14:47 | 28/05/25 14:48 | 1m |
| 5850529 | JOBY | Buy | $8.59 | $8.65 | 3643 | 0.7% ($218.94) | True | $8.49 | 28/05/25 14:38 | 28/05/25 14:46 | 8m |
| 5850528 | JOBY | Buy | $8.65 | $8.61 | 3618 | -0.45% ($-141.10) | True | $8.55 | 28/05/25 14:36 | 28/05/25 14:37 | 1m |
| 5850527 | JOBY | Buy | $8.62 | $8.65 | 3631 | 0.34% ($106.39) | True | $8.52 | 28/05/25 14:34 | 28/05/25 14:35 | 1m |
| 5850526 | JOBY | Buy | $8.64 | $8.64 | 3624 | 0.06% ($17.76) | True | $8.53 | 28/05/25 14:32 | 28/05/25 14:33 | 1m |
| 5850525 | JOBY | Buy | $8.63 | $8.61 | 3628 | -0.23% ($-72.56) | True | $8.50 | 28/05/25 14:22 | 28/05/25 14:31 | 9m |
| 5850524 | JOBY | Buy | $8.65 | $8.64 | 3620 | -0.06% ($-18.10) | True | $8.51 | 28/05/25 14:20 | 28/05/25 14:21 | 1m |
| 5850523 | JOBY | Buy | $8.67 | $8.62 | 3610 | -0.63% ($-198.55) | True | $8.53 | 28/05/25 14:18 | 28/05/25 14:19 | 1m |
| 5850522 | JOBY | Buy | $8.61 | $8.63 | 3637 | 0.31% ($96.74) | True | $8.47 | 28/05/25 14:16 | 28/05/25 14:17 | 1m |
Strategy DSL
[bfda4] [bfda4] CreativeExit_crossover-safety_145014 | EXIT Opt: RegimeAdaptiveChandelier | EXIT Opt: RSIExhaustMomQualLow
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) > 72 AND MOMENTUM_QUALITY(CLOSE(sym,1d), 12) < 35
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk