Backtest Results
Test ID: EXO-EXO-EXO-
Job Notes
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Symbols
3
LPSN, JOBY, LAC
Performance Summary
Total Trades
13
Total P&L
$-4536.76
Notional: $406887.02Total Return
-1.11%
Weighted by notionalWin Rate
23.1%
3 W / 10 LCouldWin Rate
92.3%
12 could / 13 totalAvg P&L
$-348.98
Avg Return: -1.11%Best Win
$3871.71
Largest Loss
$-2244.51
Trade Details
13 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5859282 | 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 |
| 5859294 | LPSN | Buy | $1.19 | $1.19 | 26322 | -0.05% ($-15.79) | True | $1.13 | 06/08/25 15:00 | 06/08/25 15:01 | 1m |
| 5859293 | LPSN | Buy | $1.22 | $1.16 | 25672 | -4.86% ($-1519.78) | True | $1.15 | 06/08/25 14:31 | 06/08/25 14:58 | 27m |
| 5859292 | LPSN | Buy | $1.24 | $1.20 | 25243 | -3.19% ($-997.10) | True | $1.18 | 06/08/25 14:13 | 06/08/25 14:30 | 17m |
| 5859291 | LPSN | Buy | $1.21 | $1.20 | 25859 | -1.27% ($-398.23) | True | $1.15 | 06/08/25 14:10 | 06/08/25 14:12 | 2m |
| 5859290 | LPSN | Buy | $1.23 | $1.19 | 25540 | -2.9% ($-906.67) | True | $1.17 | 06/08/25 13:58 | 06/08/25 14:09 | 11m |
| 5859289 | LPSN | Buy | $1.19 | $1.20 | 26306 | 0.86% ($268.32) | True | $1.13 | 06/08/25 13:56 | 06/08/25 13:57 | 1m |
| 5859288 | LPSN | Buy | $1.19 | $1.18 | 26324 | -0.85% ($-265.87) | True | $1.11 | 06/08/25 13:53 | 06/08/25 13:54 | 1m |
| 5859287 | LPSN | Buy | $1.19 | $1.18 | 26302 | -1.26% ($-394.53) | True | $1.10 | 06/08/25 13:50 | 06/08/25 13:51 | 1m |
| 5859286 | LPSN | Buy | $1.27 | $1.18 | 24645 | -7.08% ($-2215.59) | True | $1.17 | 06/08/25 13:33 | 06/08/25 13:49 | 16m |
| 5859285 | LPSN | Buy | $1.41 | $1.31 | 22179 | -7.17% ($-2244.51) | False | $1.33 | 06/08/25 13:30 | 06/08/25 13:31 | 1m |
| 5859295 | LPSN | Buy | $0.95 | $0.93 | 32947 | -1.72% ($-537.04) | True | $0.94 | 26/06/25 14:52 | 26/06/25 16:16 | 1.4h |
| 5859296 | 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] CreativeExit_ZscoreVolExit_225449 | EXIT Opt: AdaptiveVolChandelier22
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:
LAST(CLOSE(sym,1d)) < HIGHEST(HIGH(sym,1d),22) - (2.0 + ATR_RATIO(sym,1d,7,28)) * ATR(sym,1d,22)
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk