Backtest Results

Test ID: EXO-EXO-EXO-
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Symbols 3

LCID, QBTS, SPCE

Performance Summary

Total Trades

24

Total P&L

$12246.05

Notional: $751179.92
Total Return

1.63%

Weighted by notional
Win Rate

54.2%

13 W / 11 L
CouldWin Rate

95.8%

23 could / 24 total
Avg P&L

$510.25

Avg Return: 1.63%
Best Win

$8490.66

Largest Loss

$-1396.55

Trade Details 24 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5920865 LCID Buy $3.02 $3.11 10381 3.16% ($988.27) True $2.96 17/07/25 14:51 17/07/25 20:00 5.2h
5920845 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
5920864 LCID Buy $2.98 $3.00 10521 0.67% ($210.42) True $2.93 17/07/25 14:49 17/07/25 14:50 1m
5920863 LCID Buy $2.96 $2.97 10574 0.17% ($52.87) True $2.90 17/07/25 14:47 17/07/25 14:48 1m
5920862 LCID Buy $2.99 $2.99 10468 -0.11% ($-34.54) True $2.93 17/07/25 14:45 17/07/25 14:46 1m
5920861 LCID Buy $2.98 $2.99 10521 0.5% ($157.82) True $2.91 17/07/25 14:39 17/07/25 14:44 5m
5920860 LCID Buy $2.96 $2.98 10574 0.68% ($211.48) True $2.89 17/07/25 14:37 17/07/25 14:38 1m
5920859 LCID Buy $2.97 $2.99 10521 0.34% ($106.26) True $2.90 17/07/25 14:35 17/07/25 14:36 1m
5920858 LCID Buy $2.92 $2.93 10737 0.53% ($165.35) True $2.84 17/07/25 14:33 17/07/25 14:34 1m
5920857 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
5920856 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
5920855 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
5920854 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
5920853 LCID Buy $2.95 $2.92 10612 -1% ($-311.99) True $2.87 17/07/25 14:23 17/07/25 14:24 1m
5920852 LCID Buy $2.98 $3.00 10502 0.49% ($154.38) True $2.90 17/07/25 14:21 17/07/25 14:22 1m
5920851 LCID Buy $2.97 $2.96 10556 -0.33% ($-103.45) True $2.89 17/07/25 14:19 17/07/25 14:20 1m
5920850 LCID Buy $3.02 $2.98 10364 -1.49% ($-466.38) True $2.94 17/07/25 14:17 17/07/25 14:18 1m
5920849 LCID Buy $2.99 $2.96 10485 -0.84% ($-262.13) True $2.91 17/07/25 14:14 17/07/25 14:16 2m
5920848 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
5920847 LCID Buy $3.03 $3.00 10330 -1.15% ($-358.45) True $2.92 17/07/25 14:00 17/07/25 14:11 11m
5920846 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
5920897 SPCE Buy $4.10 $5.22 7630 27.13% ($8490.66) True $3.93 16/05/25 13:47 16/05/25 19:26 5.7h
5920904 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
5920903 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] [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_
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: 
  (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 18) - 3.2 * ATR(sym,1d, 14))) OR ((MOMENTUM_QUALITY(CLOSE(sym,1d), 5) < 25) AND (RETURN(CLOSE(sym,1d), 3) < 0))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk