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

26

Total P&L

$-9631.32

Notional: $813775.10
Total Return

-1.18%

Weighted by notional
Win Rate

19.2%

5 W / 21 L
CouldWin Rate

69.2%

18 could / 26 total
Avg P&L

$-370.44

Avg Return: -1.18%
Best Win

$654.80

Largest Loss

$-2244.51

Trade Details 26 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5940055 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
5940119 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
5940116 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
5940114 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
5940125 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
5940124 LPSN Buy $1.22 $1.20 25655 -1.26% ($-395.09) False $1.18 06/08/25 14:44 06/08/25 14:57 13m
5940123 LPSN Buy $1.23 $1.21 25447 -1.54% ($-480.95) False $1.18 06/08/25 14:38 06/08/25 14:43 5m
5940122 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
5940121 LPSN Buy $1.22 $1.21 25655 -0.82% ($-256.55) False $1.16 06/08/25 14:33 06/08/25 14:35 2m
5940120 LPSN Buy $1.22 $1.22 25672 -0.34% ($-107.82) False $1.15 06/08/25 14:31 06/08/25 14:32 1m
5940118 LPSN Buy $1.24 $1.20 25344 -2.8% ($-876.90) False $1.16 06/08/25 14:26 06/08/25 14:30 4m
5940115 LPSN Buy $1.25 $1.21 25070 -3.48% ($-1090.55) False $1.19 06/08/25 14:15 06/08/25 14:25 10m
5940113 LPSN Buy $1.20 $1.22 26192 2.09% ($654.80) True $1.14 06/08/25 14:12 06/08/25 14:14 2m
5940112 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
5940111 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
5940110 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
5940109 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
5940108 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
5940107 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
5940106 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
5940105 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
5940104 LPSN Buy $1.21 $1.21 25975 0.41% ($129.88) True $1.10 06/08/25 13:47 06/08/25 13:48 1m
5940103 LPSN Buy $1.27 $1.21 24645 -4.72% ($-1478.70) True $1.17 06/08/25 13:33 06/08/25 13:46 13m
5940102 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
5940145 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
5940175 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: Adaptive ATR Trail by Vol Expansion
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), 10) - ATR(sym,1d, 14) * (2.0 + 1.0 * (ATR_RATIO(sym,1d, 7, 21) > 1.5)))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk