Backtest Results

Job Notes

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Symbols 3

LCID, QBTS, SPCE

Performance Summary

Total Trades

10

Total P&L

$10120.00

Notional: $312992.02

Total Return

3.23%

Weighted by notional

Win Rate

50%

5 W / 5 L

CouldWin Rate

90%

9 could / 10 total

Avg P&L

$1012.00

Avg Return: 3.23%

Best Win

$5362.36

Largest Loss

$-1396.55

Trade Details 10 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
5919790	LCID	Buy	$2.92	$3.11	10737	6.69% ($2094.79)	True	$2.84	17/07/25 14:33	17/07/25 20:00	5.5h
5919783	SPCE	Buy	$3.81	$3.64	8215	-4.46% ($-1396.55)	False	$3.65	17/07/25 14:01	17/07/25 17:43	3.7h
5919789	LCID	Buy	$2.89	$2.89	10833	-0.15% ($-46.58)	True	$2.81	17/07/25 14:31	17/07/25 14:32	1m
5919788	LCID	Buy	$2.86	$2.88	10944	0.52% ($164.16)	True	$2.77	17/07/25 14:29	17/07/25 14:30	1m
5919787	LCID	Buy	$2.93	$2.91	10682	-0.67% ($-209.37)	True	$2.85	17/07/25 14:27	17/07/25 14:28	1m
5919786	LCID	Buy	$2.89	$2.90	10830	0.34% ($107.22)	True	$2.81	17/07/25 14:25	17/07/25 14:26	1m
5919785	LCID	Buy	$2.96	$2.92	10574	-1.35% ($-422.96)	True	$2.83	17/07/25 13:58	17/07/25 14:24	26m
5919791	SPCE	Buy	$4.10	$4.81	7630	17.13% ($5362.36)	True	$3.93	16/05/25 13:47	16/05/25 19:47	6h
5919794	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
5919793	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

Strategy DSL [bfda4] [bfda4] [bfda4] [bfda4] [bfda4] [bfda4] [bfda4] [bfda4] CreativeExit_momentum_collapse_vol_explosion_004025 | EXIT Opt: momentum_quality_high_detection | EXIT Opt: adaptive_profit_chandelier | EXIT Opt: momentum_atr_hybrid | EXIT Opt: volatility_co

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: 
  MOMENTUM_QUALITY(CLOSE(sym,1d),5) < 30 AND (HIGHEST(HIGH(sym,1d),5) - LAST(CLOSE(sym,1d))) > 2.5 * ATR(sym,1d,7)
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: 
  MOMENTUM_QUALITY(CLOSE(sym,1d),5) < 30 AND (HIGHEST(HIGH(sym,1d),5) - LAST(CLOSE(sym,1d))) > 2.5 * ATR(sym,1d,7)
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk