Backtest Results
Test ID: EXO-EXO-EXO-
Job Notes
No notes yet. Click "Edit Notes" to add.
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
78
Total P&L
$4240.16
Notional: $2440852.33Total Return
0.17%
Weighted by notionalWin Rate
43.6%
34 W / 44 LCouldWin Rate
76.9%
60 could / 78 totalAvg P&L
$54.36
Avg Return: 0.17%Best Win
$5210.53
Largest Loss
$-2464.50
Trade Details
78 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5877333 | 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 |
| 5877020 | 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 |
| 5877019 | 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 |
| 5877018 | 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 |
| 5877017 | 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 |
| 5877016 | 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 |
| 5877015 | 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 |
| 5877014 | 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 |
| 5877013 | 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 |
| 5877012 | 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 |
| 5877011 | 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 |
| 5877010 | 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 |
| 5877009 | 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 |
| 5877008 | 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 |
| 5877007 | 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 |
| 5877006 | 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 |
| 5877005 | 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 |
| 5877004 | 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 |
| 5877003 | 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 |
| 5877002 | 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 |
| 5877001 | 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 |
| 5877000 | 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 |
| 5877030 | 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 |
| 5877069 | 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 |
| 5877063 | 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 |
| 5877060 | 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 |
| 5877250 | SOUN | Buy | $14.19 | $14.19 | 2205 | -0.05% ($-14.77) | False | $14.03 | 08/08/25 14:59 | 08/08/25 15:00 | 1m |
| 5877249 | SOUN | Buy | $14.19 | $14.17 | 2205 | -0.11% ($-35.06) | False | $14.02 | 08/08/25 14:57 | 08/08/25 14:58 | 1m |
| 5877248 | SOUN | Buy | $14.18 | $14.19 | 2206 | 0.04% ($11.69) | True | $14.02 | 08/08/25 14:53 | 08/08/25 14:54 | 1m |
| 5877401 | 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 |
| 5877400 | 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 |
| 5877399 | 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 |
| 5877142 | 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 |
| 5877031 | 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 |
| 5877426 | 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 |
| 5877155 | 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 |
| 5877154 | 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 |
| 5877153 | 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 |
| 5877152 | 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 |
| 5877186 | 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 |
| 5877160 | 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 |
| 5877182 | 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 |
| 5877181 | 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 |
| 5877375 | GME | Buy | $29.35 | $29.37 | 1066 | 0.05% ($15.67) | True | $28.94 | 26/03/25 15:00 | 26/03/25 15:01 | 1m |
| 5877373 | GME | Buy | $29.24 | $29.39 | 1070 | 0.49% ($153.97) | True | $28.80 | 26/03/25 14:58 | 26/03/25 14:59 | 1m |
| 5877372 | GME | Buy | $29.36 | $29.29 | 1066 | -0.24% ($-76.33) | False | $28.91 | 26/03/25 14:56 | 26/03/25 14:57 | 1m |
| 5877371 | GME | Buy | $29.60 | $29.57 | 1057 | -0.1% ($-31.71) | False | $29.16 | 26/03/25 14:54 | 26/03/25 14:55 | 1m |
| 5877369 | GME | Buy | $29.68 | $29.63 | 1054 | -0.17% ($-53.44) | False | $29.23 | 26/03/25 14:52 | 26/03/25 14:53 | 1m |
| 5877364 | GME | Buy | $29.60 | $29.75 | 1057 | 0.51% ($158.55) | True | $29.19 | 26/03/25 14:50 | 26/03/25 14:51 | 1m |
| 5877363 | GME | Buy | $29.23 | $29.39 | 1071 | 0.56% ($176.72) | True | $28.82 | 26/03/25 14:48 | 26/03/25 14:49 | 1m |
| 5877362 | GME | Buy | $28.93 | $29.11 | 1081 | 0.62% ($194.90) | True | $28.53 | 26/03/25 14:46 | 26/03/25 14:47 | 1m |
| 5877361 | GME | Buy | $28.95 | $28.71 | 1081 | -0.82% ($-255.87) | False | $28.57 | 26/03/25 14:44 | 26/03/25 14:45 | 1m |
| 5877360 | GME | Buy | $29.16 | $28.94 | 1073 | -0.75% ($-236.06) | False | $28.78 | 26/03/25 14:42 | 26/03/25 14:43 | 1m |
| 5877358 | GME | Buy | $29.20 | $29.06 | 1071 | -0.48% ($-149.62) | False | $28.82 | 26/03/25 14:40 | 26/03/25 14:41 | 1m |
| 5877357 | GME | Buy | $29.38 | $29.17 | 1065 | -0.72% ($-226.10) | False | $29.00 | 26/03/25 14:38 | 26/03/25 14:39 | 1m |
| 5877355 | GME | Buy | $29.35 | $29.40 | 1066 | 0.17% ($54.58) | True | $28.93 | 26/03/25 14:36 | 26/03/25 14:37 | 1m |
| 5877354 | GME | Buy | $29.20 | $29.18 | 1072 | -0.05% ($-16.08) | False | $28.79 | 26/03/25 14:34 | 26/03/25 14:35 | 1m |
| 5877352 | GME | Buy | $29.18 | $29.10 | 1072 | -0.27% ($-85.65) | False | $28.76 | 26/03/25 14:32 | 26/03/25 14:33 | 1m |
| 5877351 | GME | Buy | $29.18 | $29.01 | 1072 | -0.6% ($-187.39) | False | $28.75 | 26/03/25 14:30 | 26/03/25 14:31 | 1m |
| 5877350 | GME | Buy | $29.40 | $29.39 | 1064 | -0.05% ($-14.47) | False | $28.97 | 26/03/25 14:28 | 26/03/25 14:29 | 1m |
| 5877349 | GME | Buy | $29.15 | $29.21 | 1073 | 0.21% ($64.27) | True | $28.68 | 26/03/25 14:26 | 26/03/25 14:27 | 1m |
| 5877347 | GME | Buy | $28.89 | $29.02 | 1083 | 0.46% ($145.12) | True | $28.39 | 26/03/25 14:24 | 26/03/25 14:25 | 1m |
| 5877346 | GME | Buy | $28.76 | $28.93 | 1088 | 0.59% ($184.96) | True | $28.25 | 26/03/25 14:22 | 26/03/25 14:23 | 1m |
| 5877345 | GME | Buy | $29.03 | $28.94 | 1078 | -0.31% ($-97.34) | False | $28.51 | 26/03/25 14:20 | 26/03/25 14:21 | 1m |
| 5877344 | GME | Buy | $29.13 | $29.11 | 1074 | -0.07% ($-21.48) | False | $28.60 | 26/03/25 14:18 | 26/03/25 14:19 | 1m |
| 5877343 | GME | Buy | $29.09 | $29.15 | 1076 | 0.22% ($69.08) | True | $28.52 | 26/03/25 14:16 | 26/03/25 14:17 | 1m |
| 5877341 | GME | Buy | $29.23 | $29.19 | 1070 | -0.14% ($-42.80) | False | $28.66 | 26/03/25 14:14 | 26/03/25 14:15 | 1m |
| 5877340 | GME | Buy | $28.91 | $29.29 | 1082 | 1.31% ($411.16) | True | $28.37 | 26/03/25 14:12 | 26/03/25 14:13 | 1m |
| 5877338 | GME | Buy | $28.38 | $28.66 | 1103 | 1% ($314.36) | True | $27.85 | 26/03/25 14:10 | 26/03/25 14:11 | 1m |
| 5877337 | GME | Buy | $28.44 | $28.31 | 1100 | -0.46% ($-143.00) | True | $27.90 | 26/03/25 14:08 | 26/03/25 14:09 | 1m |
| 5877336 | GME | Buy | $28.38 | $28.46 | 1102 | 0.26% ($82.65) | True | $27.84 | 26/03/25 14:06 | 26/03/25 14:07 | 1m |
| 5877335 | 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 |
| 5877334 | 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 |
| 5877332 | 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 |
| 5877330 | 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 |
| 5877327 | 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 |
| 5877324 | GME | Buy | $28.59 | $28.43 | 1094 | -0.56% ($-173.84) | True | $27.96 | 26/03/25 13:52 | 26/03/25 13:53 | 1m |
| 5877322 | GME | Buy | $28.37 | $28.57 | 1103 | 0.7% ($220.60) | True | $27.71 | 26/03/25 13:50 | 26/03/25 13:51 | 1m |
Strategy DSL
CreativeExit_crossover-ind-swap_144413
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:
MOMENTUM_QUALITY(CLOSE(sym,1d),14) < 20 OR REGIME(sym,1d,14,21) != 1
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk