Backtest Results

Job Notes

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Symbols 46

AMC, GME, PLTR, COIN, HOOD, RIOT, RGTI, IONQ, ACHR, SOFI, MARA, LAC, CRON, OKLO, ASTS, QBTS, SMCI, HIMS, OKTA, SPCE, PLUG, QS, NIO, LCID, JOBY, RKLB, MVIS, GSAT, NNDM, BB, AMCX, SOUN, BODI, LPSN, PCH, GDEV, OI, SDRL, HP, KLIC, TX, MSGE, AHT, NVDA, AMD, COKE

Performance Summary

Total Trades

47

Total P&L

$3723.24

Notional: $1470940.29

Total Return

0.25%

Weighted by notional

Win Rate

40.4%

19 W / 28 L

CouldWin Rate

93.6%

44 could / 47 total

Avg P&L

$79.22

Avg Return: 0.25%

Best Win

$5210.53

Largest Loss

$-2464.50

Trade Details 47 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
5861770	AMD	Buy	$207.11	$203.18	151	-1.9% ($-593.43)	True	$204.13	06/10/25 14:13	06/10/25 19:55	5.7h
5861756	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
5861753	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
5861746	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
5861741	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
5861736	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
5861734	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
5861727	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
5861720	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
5861717	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
5861713	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
5861710	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
5861695	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
5861680	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
5861674	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
5861670	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
5861666	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
5861662	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
5861658	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
5861650	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
5861647	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
5861642	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
5861637	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
5861664	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
5861763	SOUN	Buy	$14.18	$14.02	2206	-1.16% ($-362.89)	False	$14.02	08/08/25 14:53	08/08/25 15:04	11m
5861785	LPSN	Buy	$1.19	$1.11	26322	-6.64% ($-2079.44)	True	$1.13	06/08/25 15:00	06/08/25 16:06	1.1h
5861782	LPSN	Buy	$1.27	$1.17	24645	-7.87% ($-2464.50)	True	$1.17	06/08/25 13:33	06/08/25 13:49	16m
5861780	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
5861691	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
5861656	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
5861791	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
5861723	QS	Buy	$5.42	$5.66	5775	4.43% ($1386.58)	True	$5.31	25/06/25 14:59	25/06/25 20:00	5h
5861718	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
5861714	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
5861712	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
5861735	JOBY	Buy	$8.61	$8.94	3637	3.89% ($1218.40)	True	$8.47	28/05/25 14:16	28/05/25 15:02	46m
5861677	SPCE	Buy	$4.10	$4.75	7630	15.81% ($4949.58)	True	$3.93	16/05/25 13:47	16/05/25 20:00	6.2h
5861693	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
5861690	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
5861769	GME	Buy	$28.38	$28.33	1103	-0.16% ($-49.64)	True	$27.85	26/03/25 14:10	26/03/25 18:03	3.9h
5861766	GME	Buy	$28.38	$28.31	1102	-0.25% ($-77.14)	True	$27.84	26/03/25 14:06	26/03/25 14:09	3m
5861765	GME	Buy	$28.12	$28.15	1113	0.11% ($33.28)	True	$27.56	26/03/25 14:04	26/03/25 14:05	1m
5861762	GME	Buy	$27.92	$28.22	1120	1.06% ($332.98)	True	$27.34	26/03/25 14:02	26/03/25 14:03	1m
5861761	GME	Buy	$28.12	$28.03	1113	-0.34% ($-105.74)	True	$27.54	26/03/25 14:00	26/03/25 14:01	1m
5861760	GME	Buy	$28.10	$28.06	1114	-0.12% ($-38.99)	True	$27.51	26/03/25 13:58	26/03/25 13:59	1m
5861758	GME	Buy	$28.36	$28.08	1103	-0.99% ($-310.94)	True	$27.78	26/03/25 13:54	26/03/25 13:55	1m
5861757	GME	Buy	$28.37	$28.43	1103	0.21% ($65.74)	True	$27.71	26/03/25 13:50	26/03/25 13:53	3m

Strategy DSL CreativeExit_ExhaustMomWeak_023821

Job Like

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) > 75) AND (MOMENTUM_QUALITY(CLOSE(sym,1d),8) < 30)
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk

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) > 75) AND (MOMENTUM_QUALITY(CLOSE(sym,1d),8) < 30)
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk