Backtest Results

Job Notes

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Symbols 3

LAC, QBTS, SPCE

Performance Summary

Total Trades

5

Total P&L

$15966.85

Notional: $156494.63

Total Return

10.2%

Weighted by notional

Win Rate

60%

3 W / 2 L

CouldWin Rate

100%

5 could / 5 total

Avg P&L

$3193.37

Avg Return: 10.2%

Best Win

$9024.76

Largest Loss

$-1396.55

Trade Details 5 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
5864522	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
5864533	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
5864544	SPCE	Buy	$4.10	$5.29	7630	28.83% ($9024.76)	True	$3.93	16/05/25 13:47	16/05/25 19:15	5.5h
5864580	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
5864579	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

Child Jobs (2)

Test ID	Name	Status	Trades	Win %	CouldWin %	Total Return %	Total P&L	Created	Notes
df1699d9	*[v260111-1246] [bfda4] CreativeExit_VolContractWeakTrend_052626\| \| EXIT Opt: AdaptChandADX**	Running	30250	43.9%	75.5%	-0.42%	$-4000508.60	11/01/26 12:46	-
0fa63602	[v260104-1032] [bfda4] CreativeExit_VolContractWeakTrend_052626 \| EXIT Opt: AdaptChandADX	Done	266	46.6%	87.6%	0.61%	$50746.50	04/01/26 10:33	-

Strategy DSL [bfda4] CreativeExit_VolContractWeakTrend_052626 | EXIT Opt: AdaptChandADX

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: 
  (ADX(sym,1d,14)>25 AND LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d),20) - 3.0 * ATR(sym,1d,14))) OR (ADX(sym,1d,14)<25 AND LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d),10) - 1.5 * ATR(sym,1d,14)))
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: 
  (ADX(sym,1d,14)>25 AND LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d),20) - 3.0 * ATR(sym,1d,14))) OR (ADX(sym,1d,14)<25 AND LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d),10) - 1.5 * ATR(sym,1d,14)))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk