Backtest Results
Test ID: EXO-EXO-EXO-
Job Notes
No notes yet. Click "Edit Notes" to add.
Symbols
3
LCID, QBTS, SPCE
Performance Summary
Total Trades
109
Total P&L
$2372.71
Notional: $3411460.64Total Return
0.07%
Weighted by notionalWin Rate
47.7%
52 W / 57 LCouldWin Rate
89%
97 could / 109 totalAvg P&L
$21.77
Avg Return: 0.07%Best Win
$947.75
Largest Loss
$-1054.24
Trade Details
109 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5920124 | LCID | Buy | $3.11 | $3.15 | 10049 | 0.97% ($304.48) | True | $3.05 | 17/07/25 15:00 | 17/07/25 15:01 | 1m |
| 5920089 | SPCE | Buy | $3.75 | $3.80 | 8343 | 1.3% ($405.47) | True | $3.69 | 17/07/25 14:59 | 17/07/25 15:00 | 1m |
| 5920123 | LCID | Buy | $3.13 | $3.11 | 10016 | -0.48% ($-150.24) | True | $3.06 | 17/07/25 14:58 | 17/07/25 14:59 | 1m |
| 5920088 | SPCE | Buy | $3.81 | $3.75 | 8211 | -1.62% ($-505.80) | False | $3.76 | 17/07/25 14:57 | 17/07/25 14:58 | 1m |
| 5920122 | LCID | Buy | $3.10 | $3.12 | 10098 | 0.66% ($207.01) | True | $3.04 | 17/07/25 14:56 | 17/07/25 14:57 | 1m |
| 5920087 | SPCE | Buy | $3.77 | $3.82 | 8313 | 1.33% ($415.65) | True | $3.71 | 17/07/25 14:55 | 17/07/25 14:56 | 1m |
| 5920121 | LCID | Buy | $3.08 | $3.10 | 10146 | 0.33% ($104.50) | True | $3.03 | 17/07/25 14:54 | 17/07/25 14:55 | 1m |
| 5920120 | LCID | Buy | $3.02 | $3.07 | 10375 | 1.6% ($501.11) | True | $2.96 | 17/07/25 14:52 | 17/07/25 14:53 | 1m |
| 5920085 | SPCE | Buy | $3.78 | $3.76 | 8280 | -0.6% ($-186.30) | True | $3.72 | 17/07/25 14:51 | 17/07/25 14:52 | 1m |
| 5920119 | LCID | Buy | $3.00 | $3.02 | 10450 | 0.67% ($209.00) | True | $2.94 | 17/07/25 14:50 | 17/07/25 14:51 | 1m |
| 5920084 | SPCE | Buy | $3.86 | $3.83 | 8119 | -0.71% ($-222.46) | False | $3.81 | 17/07/25 14:49 | 17/07/25 14:50 | 1m |
| 5920118 | LCID | Buy | $2.97 | $2.98 | 10556 | 0.34% ($105.56) | True | $2.91 | 17/07/25 14:48 | 17/07/25 14:49 | 1m |
| 5920117 | LCID | Buy | $2.99 | $2.96 | 10479 | -0.89% ($-279.79) | True | $2.93 | 17/07/25 14:46 | 17/07/25 14:47 | 1m |
| 5920081 | SPCE | Buy | $3.85 | $3.84 | 8132 | -0.15% ($-47.98) | False | $3.78 | 17/07/25 14:45 | 17/07/25 14:46 | 1m |
| 5920080 | SPCE | Buy | $3.84 | $3.83 | 8148 | -0.24% ($-74.96) | False | $3.77 | 17/07/25 14:43 | 17/07/25 14:44 | 1m |
| 5920115 | LCID | Buy | $3.01 | $3.00 | 10400 | -0.32% ($-98.80) | True | $2.94 | 17/07/25 14:42 | 17/07/25 14:43 | 1m |
| 5920079 | SPCE | Buy | $3.85 | $3.85 | 8129 | -0.14% ($-43.08) | False | $3.78 | 17/07/25 14:41 | 17/07/25 14:42 | 1m |
| 5920114 | LCID | Buy | $3.00 | $3.02 | 10433 | 0.66% ($207.62) | True | $2.93 | 17/07/25 14:40 | 17/07/25 14:41 | 1m |
| 5920078 | SPCE | Buy | $3.83 | $3.86 | 8172 | 0.78% ($245.16) | True | $3.76 | 17/07/25 14:39 | 17/07/25 14:40 | 1m |
| 5920113 | LCID | Buy | $2.98 | $2.98 | 10503 | -0.17% ($-52.52) | True | $2.91 | 17/07/25 14:38 | 17/07/25 14:39 | 1m |
| 5920077 | SPCE | Buy | $3.88 | $3.85 | 8077 | -0.65% ($-201.93) | False | $3.80 | 17/07/25 14:37 | 17/07/25 14:38 | 1m |
| 5920112 | LCID | Buy | $2.99 | $2.96 | 10485 | -0.84% ($-262.13) | True | $2.91 | 17/07/25 14:36 | 17/07/25 14:37 | 1m |
| 5920111 | LCID | Buy | $2.93 | $2.97 | 10680 | 1.52% ($474.19) | True | $2.86 | 17/07/25 14:34 | 17/07/25 14:35 | 1m |
| 5920075 | SPCE | Buy | $3.83 | $3.90 | 8183 | 1.83% ($572.81) | True | $3.75 | 17/07/25 14:33 | 17/07/25 14:34 | 1m |
| 5920110 | LCID | Buy | $2.89 | $2.92 | 10849 | 1.04% ($326.55) | True | $2.81 | 17/07/25 14:32 | 17/07/25 14:33 | 1m |
| 5920074 | SPCE | Buy | $3.77 | $3.83 | 8302 | 1.54% ($480.69) | True | $3.70 | 17/07/25 14:31 | 17/07/25 14:32 | 1m |
| 5920109 | LCID | Buy | $2.88 | $2.89 | 10886 | 0.5% ($155.67) | True | $2.79 | 17/07/25 14:30 | 17/07/25 14:31 | 1m |
| 5920073 | SPCE | Buy | $3.79 | $3.79 | 8255 | -0.06% ($-19.81) | True | $3.72 | 17/07/25 14:29 | 17/07/25 14:30 | 1m |
| 5920108 | LCID | Buy | $2.91 | $2.86 | 10754 | -1.73% ($-542.00) | True | $2.83 | 17/07/25 14:28 | 17/07/25 14:29 | 1m |
| 5920072 | SPCE | Buy | $3.84 | $3.79 | 8161 | -1.3% ($-406.42) | False | $3.76 | 17/07/25 14:27 | 17/07/25 14:28 | 1m |
| 5920106 | LCID | Buy | $2.90 | $2.93 | 10793 | 1.03% ($323.79) | True | $2.82 | 17/07/25 14:26 | 17/07/25 14:27 | 1m |
| 5920071 | SPCE | Buy | $3.77 | $3.82 | 8311 | 1.43% ($448.79) | True | $3.70 | 17/07/25 14:25 | 17/07/25 14:26 | 1m |
| 5920105 | LCID | Buy | $2.92 | $2.89 | 10719 | -1.02% ($-320.50) | True | $2.84 | 17/07/25 14:24 | 17/07/25 14:25 | 1m |
| 5920070 | SPCE | Buy | $3.78 | $3.76 | 8280 | -0.53% ($-164.77) | True | $3.71 | 17/07/25 14:23 | 17/07/25 14:24 | 1m |
| 5920104 | LCID | Buy | $3.00 | $2.95 | 10450 | -1.52% ($-476.52) | True | $2.92 | 17/07/25 14:22 | 17/07/25 14:23 | 1m |
| 5920069 | SPCE | Buy | $3.83 | $3.82 | 8183 | -0.15% ($-47.46) | False | $3.76 | 17/07/25 14:21 | 17/07/25 14:22 | 1m |
| 5920103 | LCID | Buy | $2.96 | $2.98 | 10591 | 0.85% ($265.83) | True | $2.88 | 17/07/25 14:20 | 17/07/25 14:21 | 1m |
| 5920068 | SPCE | Buy | $3.84 | $3.82 | 8153 | -0.43% ($-133.71) | False | $3.76 | 17/07/25 14:19 | 17/07/25 14:20 | 1m |
| 5920102 | LCID | Buy | $2.98 | $2.97 | 10521 | -0.34% ($-105.21) | True | $2.90 | 17/07/25 14:18 | 17/07/25 14:19 | 1m |
| 5920067 | SPCE | Buy | $3.80 | $3.83 | 8247 | 0.92% ($287.82) | True | $3.71 | 17/07/25 14:17 | 17/07/25 14:18 | 1m |
| 5920101 | LCID | Buy | $2.96 | $3.02 | 10574 | 2.03% ($634.44) | True | $2.89 | 17/07/25 14:16 | 17/07/25 14:17 | 1m |
| 5920066 | SPCE | Buy | $3.81 | $3.80 | 8204 | -0.39% ($-121.42) | False | $3.72 | 17/07/25 14:15 | 17/07/25 14:16 | 1m |
| 5920100 | LCID | Buy | $2.99 | $3.00 | 10485 | 0.38% ($119.53) | True | $2.91 | 17/07/25 14:14 | 17/07/25 14:15 | 1m |
| 5920065 | SPCE | Buy | $3.83 | $3.84 | 8162 | 0.2% ($62.85) | True | $3.73 | 17/07/25 14:13 | 17/07/25 14:14 | 1m |
| 5920099 | LCID | Buy | $2.99 | $2.98 | 10468 | -0.33% ($-104.68) | True | $2.91 | 17/07/25 14:12 | 17/07/25 14:13 | 1m |
| 5920064 | SPCE | Buy | $3.86 | $3.85 | 8119 | -0.13% ($-40.60) | False | $3.74 | 17/07/25 14:11 | 17/07/25 14:12 | 1m |
| 5920098 | LCID | Buy | $3.01 | $3.00 | 10398 | -0.49% ($-152.85) | True | $2.92 | 17/07/25 14:10 | 17/07/25 14:11 | 1m |
| 5920063 | SPCE | Buy | $3.86 | $3.87 | 8115 | 0.22% ($68.17) | True | $3.73 | 17/07/25 14:09 | 17/07/25 14:10 | 1m |
| 5920097 | LCID | Buy | $3.06 | $3.02 | 10228 | -1.3% ($-407.07) | True | $2.97 | 17/07/25 14:08 | 17/07/25 14:09 | 1m |
| 5920062 | SPCE | Buy | $3.84 | $3.87 | 8151 | 0.78% ($244.53) | True | $3.70 | 17/07/25 14:07 | 17/07/25 14:08 | 1m |
| 5920096 | LCID | Buy | $3.05 | $3.04 | 10261 | -0.35% ($-109.79) | True | $2.95 | 17/07/25 14:06 | 17/07/25 14:07 | 1m |
| 5920061 | SPCE | Buy | $3.85 | $3.89 | 8140 | 1.04% ($325.60) | True | $3.70 | 17/07/25 14:05 | 17/07/25 14:06 | 1m |
| 5920095 | LCID | Buy | $3.08 | $3.05 | 10178 | -0.98% ($-305.34) | True | $2.96 | 17/07/25 14:04 | 17/07/25 14:05 | 1m |
| 5920060 | SPCE | Buy | $3.93 | $3.90 | 7974 | -0.76% ($-239.22) | False | $3.78 | 17/07/25 14:03 | 17/07/25 14:04 | 1m |
| 5920059 | SPCE | Buy | $3.81 | $3.87 | 8215 | 1.57% ($492.90) | True | $3.65 | 17/07/25 14:01 | 17/07/25 14:02 | 1m |
| 5920093 | LCID | Buy | $3.03 | $3.07 | 10330 | 1.32% ($413.20) | True | $2.92 | 17/07/25 14:00 | 17/07/25 14:01 | 1m |
| 5920092 | LCID | Buy | $2.96 | $2.99 | 10574 | 0.84% ($264.35) | True | $2.83 | 17/07/25 13:58 | 17/07/25 13:59 | 1m |
| 5920165 | SPCE | Buy | $4.59 | $4.57 | 6817 | -0.46% ($-144.52) | True | $4.46 | 16/05/25 14:59 | 16/05/25 15:00 | 1m |
| 5920164 | SPCE | Buy | $4.63 | $4.58 | 6760 | -1.18% ($-369.77) | True | $4.50 | 16/05/25 14:57 | 16/05/25 14:58 | 1m |
| 5920162 | SPCE | Buy | $4.62 | $4.63 | 6775 | 0.11% ($34.55) | True | $4.49 | 16/05/25 14:55 | 16/05/25 14:56 | 1m |
| 5920161 | SPCE | Buy | $4.50 | $4.62 | 6955 | 2.7% ($844.34) | True | $4.38 | 16/05/25 14:53 | 16/05/25 14:54 | 1m |
| 5920160 | SPCE | Buy | $4.55 | $4.50 | 6877 | -1.23% ($-386.49) | True | $4.42 | 16/05/25 14:51 | 16/05/25 14:52 | 1m |
| 5920159 | SPCE | Buy | $4.56 | $4.57 | 6864 | 0.22% ($67.95) | True | $4.43 | 16/05/25 14:49 | 16/05/25 14:50 | 1m |
| 5920158 | SPCE | Buy | $4.60 | $4.56 | 6811 | -0.72% ($-224.08) | True | $4.45 | 16/05/25 14:47 | 16/05/25 14:48 | 1m |
| 5920157 | SPCE | Buy | $4.64 | $4.65 | 6745 | 0.11% ($34.40) | True | $4.49 | 16/05/25 14:45 | 16/05/25 14:46 | 1m |
| 5920156 | SPCE | Buy | $4.60 | $4.61 | 6808 | 0.34% ($104.84) | True | $4.42 | 16/05/25 14:43 | 16/05/25 14:44 | 1m |
| 5920155 | SPCE | Buy | $4.58 | $4.62 | 6841 | 0.96% ($298.95) | True | $4.39 | 16/05/25 14:41 | 16/05/25 14:42 | 1m |
| 5920154 | SPCE | Buy | $4.54 | $4.61 | 6894 | 1.43% ($448.11) | True | $4.35 | 16/05/25 14:39 | 16/05/25 14:40 | 1m |
| 5920153 | SPCE | Buy | $4.52 | $4.58 | 6924 | 1.27% ($398.13) | True | $4.33 | 16/05/25 14:37 | 16/05/25 14:38 | 1m |
| 5920152 | SPCE | Buy | $4.66 | $4.56 | 6717 | -2.25% ($-703.27) | True | $4.45 | 16/05/25 14:35 | 16/05/25 14:36 | 1m |
| 5920151 | SPCE | Buy | $4.63 | $4.61 | 6760 | -0.54% ($-169.00) | True | $4.40 | 16/05/25 14:33 | 16/05/25 14:34 | 1m |
| 5920150 | SPCE | Buy | $4.63 | $4.64 | 6761 | 0.24% ($75.05) | True | $4.41 | 16/05/25 14:31 | 16/05/25 14:32 | 1m |
| 5920148 | SPCE | Buy | $4.75 | $4.59 | 6589 | -3.37% ($-1054.24) | True | $4.55 | 16/05/25 14:29 | 16/05/25 14:30 | 1m |
| 5920147 | SPCE | Buy | $4.70 | $4.71 | 6666 | 0.42% ($130.65) | True | $4.50 | 16/05/25 14:27 | 16/05/25 14:28 | 1m |
| 5920146 | SPCE | Buy | $4.74 | $4.70 | 6610 | -0.76% ($-236.64) | True | $4.54 | 16/05/25 14:25 | 16/05/25 14:26 | 1m |
| 5920145 | SPCE | Buy | $4.79 | $4.77 | 6534 | -0.52% ($-163.35) | True | $4.60 | 16/05/25 14:23 | 16/05/25 14:24 | 1m |
| 5920144 | SPCE | Buy | $4.67 | $4.77 | 6704 | 2.18% ($681.80) | True | $4.52 | 16/05/25 14:21 | 16/05/25 14:22 | 1m |
| 5920143 | SPCE | Buy | $4.45 | $4.58 | 7033 | 3.02% ($946.64) | True | $4.30 | 16/05/25 14:19 | 16/05/25 14:20 | 1m |
| 5920142 | SPCE | Buy | $4.45 | $4.44 | 7033 | -0.19% ($-58.37) | True | $4.29 | 16/05/25 14:17 | 16/05/25 14:18 | 1m |
| 5920141 | SPCE | Buy | $4.29 | $4.42 | 7296 | 3.03% ($947.75) | True | $4.14 | 16/05/25 14:15 | 16/05/25 14:16 | 1m |
| 5920140 | SPCE | Buy | $4.34 | $4.29 | 7212 | -1.04% ($-326.70) | True | $4.19 | 16/05/25 14:13 | 16/05/25 14:14 | 1m |
| 5920139 | SPCE | Buy | $4.20 | $4.30 | 7461 | 2.5% ($783.41) | True | $4.05 | 16/05/25 14:11 | 16/05/25 14:12 | 1m |
| 5920138 | SPCE | Buy | $4.26 | $4.22 | 7347 | -1.05% ($-327.68) | True | $4.11 | 16/05/25 14:09 | 16/05/25 14:10 | 1m |
| 5920136 | SPCE | Buy | $4.29 | $4.25 | 7296 | -0.9% ($-282.36) | True | $4.13 | 16/05/25 14:07 | 16/05/25 14:08 | 1m |
| 5920135 | SPCE | Buy | $4.37 | $4.23 | 7162 | -3.32% ($-1038.49) | True | $4.22 | 16/05/25 14:05 | 16/05/25 14:06 | 1m |
| 5920134 | SPCE | Buy | $4.28 | $4.30 | 7311 | 0.44% ($138.91) | True | $4.14 | 16/05/25 14:03 | 16/05/25 14:04 | 1m |
| 5920133 | SPCE | Buy | $4.13 | $4.22 | 7587 | 2.34% ($733.66) | True | $3.99 | 16/05/25 14:01 | 16/05/25 14:02 | 1m |
| 5920132 | SPCE | Buy | $4.15 | $4.12 | 7548 | -0.64% ($-200.02) | True | $4.00 | 16/05/25 13:59 | 16/05/25 14:00 | 1m |
| 5920131 | SPCE | Buy | $4.08 | $4.08 | 7674 | 0.04% ($13.05) | True | $3.92 | 16/05/25 13:57 | 16/05/25 13:58 | 1m |
| 5920130 | SPCE | Buy | $4.14 | $4.10 | 7569 | -0.97% ($-302.76) | True | $3.98 | 16/05/25 13:55 | 16/05/25 13:56 | 1m |
| 5920129 | SPCE | Buy | $4.14 | $4.09 | 7560 | -1.24% ($-387.07) | True | $3.99 | 16/05/25 13:53 | 16/05/25 13:54 | 1m |
| 5920128 | SPCE | Buy | $4.19 | $4.11 | 7479 | -1.74% ($-545.97) | True | $4.04 | 16/05/25 13:51 | 16/05/25 13:52 | 1m |
| 5920127 | SPCE | Buy | $4.17 | $4.16 | 7505 | -0.36% ($-112.58) | True | $4.01 | 16/05/25 13:49 | 16/05/25 13:50 | 1m |
| 5920126 | SPCE | Buy | $4.10 | $4.14 | 7630 | 0.88% ($274.68) | True | $3.93 | 16/05/25 13:47 | 16/05/25 13:48 | 1m |
| 5920181 | QBTS | Buy | $9.34 | $9.11 | 3352 | -2.46% ($-770.96) | True | $9.13 | 08/05/25 14:59 | 08/05/25 15:00 | 1m |
| 5920180 | QBTS | Buy | $9.27 | $9.39 | 3376 | 1.28% ($401.07) | True | $9.06 | 08/05/25 14:57 | 08/05/25 14:58 | 1m |
| 5920179 | QBTS | Buy | $9.16 | $9.18 | 3418 | 0.23% ($73.49) | True | $8.96 | 08/05/25 14:55 | 08/05/25 14:56 | 1m |
| 5920178 | QBTS | Buy | $9.27 | $9.23 | 3378 | -0.43% ($-135.12) | True | $9.08 | 08/05/25 14:53 | 08/05/25 14:54 | 1m |
| 5920177 | QBTS | Buy | $9.22 | $9.26 | 3394 | 0.4% ($125.92) | True | $9.03 | 08/05/25 14:51 | 08/05/25 14:52 | 1m |
| 5920176 | QBTS | Buy | $9.18 | $9.21 | 3408 | 0.31% ($96.79) | True | $8.98 | 08/05/25 14:49 | 08/05/25 14:50 | 1m |
| 5920175 | QBTS | Buy | $9.28 | $9.24 | 3372 | -0.44% ($-138.93) | True | $9.08 | 08/05/25 14:47 | 08/05/25 14:48 | 1m |
| 5920174 | QBTS | Buy | $9.20 | $9.28 | 3404 | 0.92% ($289.34) | True | $9.00 | 08/05/25 14:45 | 08/05/25 14:46 | 1m |
| 5920173 | QBTS | Buy | $9.00 | $9.12 | 3477 | 1.33% ($417.24) | True | $8.81 | 08/05/25 14:43 | 08/05/25 14:44 | 1m |
| 5920172 | QBTS | Buy | $8.97 | $8.96 | 3489 | -0.11% ($-33.84) | True | $8.77 | 08/05/25 14:41 | 08/05/25 14:42 | 1m |
| 5920170 | QBTS | Buy | $8.95 | $8.94 | 3497 | -0.17% ($-52.46) | True | $8.73 | 08/05/25 14:39 | 08/05/25 14:40 | 1m |
| 5920169 | QBTS | Buy | $9.06 | $8.98 | 3456 | -0.83% ($-259.20) | True | $8.84 | 08/05/25 14:37 | 08/05/25 14:38 | 1m |
| 5920168 | QBTS | Buy | $9.17 | $9.15 | 3413 | -0.27% ($-85.67) | True | $8.96 | 08/05/25 14:35 | 08/05/25 14:36 | 1m |
| 5920167 | QBTS | Buy | $9.18 | $9.14 | 3409 | -0.49% ($-153.41) | True | $8.96 | 08/05/25 14:33 | 08/05/25 14:34 | 1m |
| 5920166 | QBTS | Buy | $9.26 | $9.21 | 3380 | -0.54% ($-169.00) | True | $9.05 | 08/05/25 14:31 | 08/05/25 14:32 | 1m |
Strategy DSL
[bfda4] [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: volat
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:
LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 5) - (2.5 - (RETURN(CLOSE(sym,1d), 10) * 25.0)) * 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