Backtest Results

Test ID: EXO-EXO-EXO-
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Job Notes

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Symbols 3

CRON, GME, LPSN

Performance Summary

Total Trades

37

Total P&L

$-9131.21

Notional: $1158067.78
Total Return

-0.79%

Weighted by notional
Win Rate

32.4%

12 W / 25 L
CouldWin Rate

73%

27 could / 37 total
Avg P&L

$-246.79

Avg Return: -0.79%
Best Win

$1176.02

Largest Loss

$-2244.51

Trade Details 37 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5940052 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
5940076 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
5940072 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
5940070 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
5940092 LPSN Buy $1.19 $1.19 26322 -0.05% ($-15.79) True $1.13 06/08/25 15:00 06/08/25 15:01 1m
5940091 LPSN Buy $1.23 $1.20 25445 -2.07% ($-648.85) False $1.18 06/08/25 14:56 06/08/25 14:57 1m
5940090 LPSN Buy $1.24 $1.24 25266 0.1% ($32.85) True $1.19 06/08/25 14:54 06/08/25 14:55 1m
5940089 LPSN Buy $1.24 $1.25 25262 0.48% ($151.57) True $1.19 06/08/25 14:52 06/08/25 14:53 1m
5940088 LPSN Buy $1.25 $1.24 25140 -0.39% ($-123.19) False $1.20 06/08/25 14:48 06/08/25 14:51 3m
5940087 LPSN Buy $1.23 $1.23 25424 -0.11% ($-35.59) False $1.19 06/08/25 14:46 06/08/25 14:47 1m
5940086 LPSN Buy $1.22 $1.24 25655 1.62% ($507.97) True $1.18 06/08/25 14:44 06/08/25 14:45 1m
5940085 LPSN Buy $1.25 $1.21 25140 -2.72% ($-852.25) False $1.20 06/08/25 14:42 06/08/25 14:43 1m
5940083 LPSN Buy $1.23 $1.23 25447 0.09% ($27.99) True $1.18 06/08/25 14:38 06/08/25 14:39 1m
5940082 LPSN Buy $1.22 $1.22 25697 0.17% ($53.96) True $1.16 06/08/25 14:36 06/08/25 14:37 1m
5940081 LPSN Buy $1.24 $1.21 25333 -2.06% ($-645.99) False $1.18 06/08/25 14:34 06/08/25 14:35 1m
5940080 LPSN Buy $1.22 $1.22 25761 0.41% ($128.81) True $1.15 06/08/25 14:32 06/08/25 14:33 1m
5940078 LPSN Buy $1.20 $1.22 26074 1.57% ($490.19) True $1.13 06/08/25 14:30 06/08/25 14:31 1m
5940077 LPSN Buy $1.24 $1.22 25344 -1.12% ($-349.75) False $1.16 06/08/25 14:28 06/08/25 14:29 1m
5940075 LPSN Buy $1.24 $1.24 25344 0.4% ($126.72) True $1.16 06/08/25 14:26 06/08/25 14:27 1m
5940073 LPSN Buy $1.24 $1.21 25329 -2.48% ($-777.60) False $1.17 06/08/25 14:24 06/08/25 14:25 1m
5940071 LPSN Buy $1.22 $1.23 25655 0.82% ($256.55) True $1.16 06/08/25 14:14 06/08/25 14:23 9m
5940069 LPSN Buy $1.20 $1.24 26192 3.76% ($1176.02) True $1.14 06/08/25 14:12 06/08/25 14:13 1m
5940068 LPSN Buy $1.21 $1.21 25859 -0.03% ($-10.34) True $1.15 06/08/25 14:10 06/08/25 14:11 1m
5940067 LPSN Buy $1.21 $1.19 25842 -1.75% ($-547.85) True $1.15 06/08/25 14:08 06/08/25 14:09 1m
5940066 LPSN Buy $1.22 $1.22 25655 -0.41% ($-128.28) True $1.16 06/08/25 14:06 06/08/25 14:07 1m
5940065 LPSN Buy $1.24 $1.22 25243 -1.6% ($-502.34) True $1.20 06/08/25 14:00 06/08/25 14:05 5m
5940064 LPSN Buy $1.23 $1.22 25540 -0.45% ($-140.47) True $1.17 06/08/25 13:58 06/08/25 13:59 1m
5940063 LPSN Buy $1.19 $1.20 26306 0.86% ($268.32) True $1.13 06/08/25 13:56 06/08/25 13:57 1m
5940062 LPSN Buy $1.19 $1.18 26324 -0.85% ($-265.87) True $1.11 06/08/25 13:53 06/08/25 13:54 1m
5940061 LPSN Buy $1.19 $1.18 26302 -1.26% ($-394.53) True $1.10 06/08/25 13:50 06/08/25 13:51 1m
5940060 LPSN Buy $1.21 $1.18 25867 -2.47% ($-773.42) True $1.11 06/08/25 13:48 06/08/25 13:49 1m
5940059 LPSN Buy $1.21 $1.21 25867 -0.41% ($-129.34) True $1.10 06/08/25 13:46 06/08/25 13:47 1m
5940058 LPSN Buy $1.28 $1.23 24453 -3.91% ($-1222.65) False $1.18 06/08/25 13:40 06/08/25 13:45 5m
5940057 LPSN Buy $1.27 $1.24 24645 -2.37% ($-741.81) True $1.17 06/08/25 13:33 06/08/25 13:39 6m
5940056 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
5940100 LPSN Buy $0.95 $0.93 32947 -1.72% ($-537.04) False $0.94 26/06/25 14:52 26/06/25 16:16 1.4h
5940152 GME Buy $28.37 $27.70 1103 -2.36% ($-739.01) True $27.71 26/03/25 13:50 26/03/25 13:57 7m
Strategy DSL [bfda4] [bfda4] [bfda4] [bfda4] CreativeExit_crossover-ind-swap_205519 | EXIT Opt: vol_regime_shift_exhaustion | EXIT Opt: vol_spike_ranging_fade | EXIT Opt: quick_chandelier_stall_detection | EXIT Opt: regime_adaptive_chandelier_with_momentum_fade
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) > 30 AND LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 22) - 3.2 * ATR(sym,1d, 22))) OR (ADX(sym,1d,14) < 20 AND (RSI(CLOSE(sym,1d), 7) < 45) AND (BARS_SINCE_HIGH(HIGH(sym,1d), 8) > 4))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk