Backtest Results

Test ID: EXO-EXO-EXO-
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Symbols 3

LCID, JOBY, LAC

Performance Summary

Total Trades

19

Total P&L

$4983.56

Notional: $594615.33
Total Return

0.84%

Weighted by notional
Win Rate

47.4%

9 W / 10 L
CouldWin Rate

78.9%

15 could / 19 total
Avg P&L

$262.29

Avg Return: 0.84%
Best Win

$3871.71

Largest Loss

$-357.46

Trade Details 19 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5945855 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
5945865 LCID Buy $2.96 $3.11 10574 5.07% ($1588.21) True $2.83 17/07/25 13:58 17/07/25 20:00 6h
5945890 JOBY Buy $8.64 $8.65 3624 0.12% ($36.24) True $8.54 28/05/25 14:48 28/05/25 16:04 1.3h
5945889 JOBY Buy $8.65 $8.55 3618 -1.14% ($-357.46) False $8.56 28/05/25 14:46 28/05/25 14:46 0m
5945888 JOBY Buy $8.57 $8.56 3652 -0.12% ($-36.15) True $8.48 28/05/25 14:44 28/05/25 14:45 1m
5945887 JOBY Buy $8.60 $8.58 3639 -0.23% ($-71.69) True $8.50 28/05/25 14:42 28/05/25 14:43 1m
5945886 JOBY Buy $8.56 $8.60 3656 0.47% ($146.24) True $8.46 28/05/25 14:40 28/05/25 14:41 1m
5945885 JOBY Buy $8.59 $8.58 3643 -0.17% ($-54.28) True $8.49 28/05/25 14:38 28/05/25 14:39 1m
5945884 JOBY Buy $8.65 $8.61 3618 -0.45% ($-141.10) False $8.55 28/05/25 14:36 28/05/25 14:37 1m
5945883 JOBY Buy $8.62 $8.65 3631 0.34% ($106.39) True $8.52 28/05/25 14:34 28/05/25 14:35 1m
5945882 JOBY Buy $8.64 $8.64 3624 0.06% ($17.76) True $8.53 28/05/25 14:32 28/05/25 14:33 1m
5945881 JOBY Buy $8.52 $8.61 3671 0.94% ($294.41) True $8.42 28/05/25 14:30 28/05/25 14:31 1m
5945880 JOBY Buy $8.57 $8.53 3652 -0.53% ($-164.34) True $8.46 28/05/25 14:28 28/05/25 14:29 1m
5945879 JOBY Buy $8.56 $8.55 3656 -0.12% ($-36.56) True $8.45 28/05/25 14:26 28/05/25 14:27 1m
5945878 JOBY Buy $8.57 $8.58 3652 0.11% ($35.42) True $8.44 28/05/25 14:24 28/05/25 14:25 1m
5945877 JOBY Buy $8.63 $8.59 3628 -0.42% ($-131.33) True $8.50 28/05/25 14:22 28/05/25 14:23 1m
5945876 JOBY Buy $8.65 $8.64 3620 -0.06% ($-18.10) False $8.51 28/05/25 14:20 28/05/25 14:21 1m
5945875 JOBY Buy $8.67 $8.62 3610 -0.63% ($-198.55) False $8.53 28/05/25 14:18 28/05/25 14:19 1m
5945874 JOBY Buy $8.61 $8.63 3637 0.31% ($96.74) True $8.47 28/05/25 14:16 28/05/25 14:17 1m
Strategy DSL [bfda4] [bfda4] [bfda4] [bfda4] CreativeExit_crossover-ind-swap_000746 | EXIT Opt: regime_adaptive_chandelier | EXIT Opt: momentum_decay_vol_peak_timing | EXIT Opt: duration_vol_regime | EXIT Opt: trend_volatility_expansion_momentum_decay
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 (ATR_RATIO(sym,1d,5,21) > 1.3) AND (MOMENTUM_QUALITY(CLOSE(sym,1d),8) < 25)
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk