Backtest Results

Job Notes

No notes yet. Click "Edit Notes" to add.

Symbols 3

QBTS, SPCE, CRON

Performance Summary

Total Trades

8

Total P&L

$13465.63

Notional: $250390.86

Total Return

5.38%

Weighted by notional

Win Rate

37.5%

3 W / 5 L

CouldWin Rate

87.5%

7 could / 8 total

Avg P&L

$1683.20

Avg Return: 5.38%

Best Win

$10055.58

Largest Loss

$-1396.55

Trade Details 8 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
5944075	CRON	Buy	$3.00	$3.07	10437	2.33% ($728.50)	True	$2.97	29/09/25 14:22	29/09/25 15:25	1.1h
5944074	CRON	Buy	$3.00	$3.00	10433	-0.09% ($-28.17)	True	$2.98	29/09/25 14:20	29/09/25 14:21	1m
5944073	CRON	Buy	$3.00	$2.99	10433	-0.33% ($-104.33)	True	$2.97	29/09/25 14:17	29/09/25 14:19	2m
5944085	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
5944092	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
5944098	SPCE	Buy	$4.10	$5.42	7630	32.13% ($10055.58)	True	$3.93	16/05/25 13:47	16/05/25 19:06	5.3h
5944103	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
5944102	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] CreativeExit_crossover-ind-swap_000746 | EXIT Opt: regime_adaptive_chandelier | EXIT Opt: momentum_decay_atr_scaled_trail

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), 12) - (2.5 * ATR(sym,1d, 14) * (MOMENTUM_QUALITY(CLOSE(sym,1d), 8) / 100))) AND MOMENTUM_QUALITY(CLOSE(sym,1d), 5) < MOMENTUM_QUALITY(CLOSE(sym,1d), 8)
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: 
  LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 12) - (2.5 * ATR(sym,1d, 14) * (MOMENTUM_QUALITY(CLOSE(sym,1d), 8) / 100))) AND MOMENTUM_QUALITY(CLOSE(sym,1d), 5) < MOMENTUM_QUALITY(CLOSE(sym,1d), 8)
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk