Backtest Results

Job Notes

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Symbols 3

QS, CRON, LPSN

Performance Summary

Total Trades

12

Total P&L

$-9207.29

Notional: $375588.26

Total Return

-2.45%

Weighted by notional

Win Rate

16.7%

2 W / 10 L

CouldWin Rate

91.7%

11 could / 12 total

Avg P&L

$-767.27

Avg Return: -2.45%

Best Win

$1386.58

Largest Loss

$-2464.50

Trade Details 12 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
5869836	CRON	Buy	$3.00	$2.97	10433	-1.17% ($-365.16)	True	$2.97	29/09/25 14:17	29/09/25 15:56	1.7h
5869850	CRON	Buy	$2.41	$2.42	12987	0.21% ($64.94)	True	$2.39	11/08/25 15:00	11/08/25 15:01	1m
5869848	CRON	Buy	$2.43	$2.42	12885	-0.58% ($-181.68)	True	$2.41	11/08/25 14:56	11/08/25 14:57	1m
5869847	CRON	Buy	$2.43	$2.43	12881	-0.14% ($-43.80)	True	$2.41	11/08/25 14:54	11/08/25 14:55	1m
5869845	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
5869844	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
5869843	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
5869857	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
5869862	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
5869861	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
5869860	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
5869859	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

Strategy DSL [bfda4] [bfda4] CreativeExit_AdaptiveChandelierRegime_110713 | EXIT Opt: MomQualLowRSIConfirm | EXIT Opt: AdapChand_ADXTrendRange

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) - 4.0 * ATR(sym,1d,20))) OR (ADX(sym,1d,14) <= 25 AND LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d),10) - 2.0 * 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) - 4.0 * ATR(sym,1d,20))) OR (ADX(sym,1d,14) <= 25 AND LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d),10) - 2.0 * 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