Backtest Results

Job Notes

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Symbols 46

AMC, GME, PLTR, COIN, HOOD, RIOT, RGTI, IONQ, ACHR, SOFI, MARA, LAC, CRON, OKLO, ASTS, QBTS, SMCI, HIMS, OKTA, SPCE, PLUG, QS, NIO, LCID, JOBY, RKLB, MVIS, GSAT, NNDM, BB, AMCX, SOUN, BODI, LPSN, PCH, GDEV, OI, SDRL, HP, KLIC, TX, MSGE, AHT, NVDA, AMD, COKE

Performance Summary

Total Trades

46

Total P&L

$7171.28

Notional: $1439697.20

Total Return

0.5%

Weighted by notional

Win Rate

39.1%

18 W / 28 L

CouldWin Rate

87%

40 could / 46 total

Avg P&L

$155.90

Avg Return: 0.5%

Best Win

$9673.31

Largest Loss

$-2464.50

Trade Details 46 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
5941242	AMD	Buy	$207.11	$203.18	151	-1.9% ($-593.43)	False	$204.13	06/10/25 14:13	06/10/25 19:55	5.7h
5941074	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
5941079	LAC	Buy	$5.30	$5.95	5911	12.37% ($3871.71)	True	$5.13	24/09/25 13:32	24/09/25 20:00	6.5h
5941088	CRON	Buy	$2.43	$2.41	12881	-0.82% ($-256.33)	True	$2.41	11/08/25 14:54	11/08/25 14:57	3m
5941254	SOUN	Buy	$14.18	$14.02	2206	-1.16% ($-362.89)	False	$14.02	08/08/25 14:53	08/08/25 15:04	11m
5941266	LPSN	Buy	$1.19	$1.11	26322	-6.64% ($-2079.44)	True	$1.13	06/08/25 15:00	06/08/25 16:06	1.1h
5941265	LPSN	Buy	$1.27	$1.17	24645	-7.87% ($-2464.50)	True	$1.17	06/08/25 13:33	06/08/25 13:49	16m
5941260	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
5941238	LCID	Buy	$3.08	$3.08	10146	-0.15% ($-47.69)	True	$3.03	17/07/25 14:54	17/07/25 19:10	4.3h
5941121	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
5941237	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
5941236	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
5941235	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
5941232	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
5941227	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
5941225	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
5941221	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
5941218	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
5941213	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
5941204	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
5941200	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
5941198	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
5941195	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
5941193	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
5941188	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
5941185	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
5941178	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
5941167	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
5941160	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
5941152	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
5941148	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
5941146	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
5941142	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
5941133	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
5941126	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
5941119	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
5941273	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
5941111	QS	Buy	$5.42	$5.66	5775	4.43% ($1386.58)	True	$5.31	25/06/25 14:59	25/06/25 20:00	5h
5941104	QS	Buy	$5.59	$5.46	5599	-2.33% ($-728.43)	True	$5.46	25/06/25 14:49	25/06/25 14:55	6m
5941101	QS	Buy	$5.70	$5.58	5496	-2.1% ($-657.32)	False	$5.58	25/06/25 14:42	25/06/25 14:48	6m
5941100	QS	Buy	$5.99	$5.73	5225	-4.34% ($-1356.93)	True	$5.76	25/06/25 13:36	25/06/25 14:19	43m
5941118	JOBY	Buy	$8.61	$8.83	3637	2.61% ($818.33)	True	$8.47	28/05/25 14:16	28/05/25 20:00	5.7h
5941166	SPCE	Buy	$4.10	$5.37	7630	30.91% ($9673.31)	True	$3.93	16/05/25 13:47	16/05/25 19:07	5.3h
5941171	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
5941168	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
5941190	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] CreativeExit_crossover-ind-swap_232550 | EXIT Opt: momentum_fade_tightening_profit

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), 7) < 20 AND (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 8) - 2.8 * ATR(sym,1d, 14))) AND (RETURN(CLOSE(sym,1d), 5) > 0.015)
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), 7) < 20 AND (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 8) - 2.8 * ATR(sym,1d, 14))) AND (RETURN(CLOSE(sym,1d), 5) > 0.015)
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk