Backtest Results

Test ID: EXO-EXO-EXO-
Back to Queue
Job Notes

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

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

25

Total P&L

$5748.12

Notional: $782434.95
Total Return

0.73%

Weighted by notional
Win Rate

32%

8 W / 17 L
CouldWin Rate

76%

19 could / 25 total
Avg P&L

$229.92

Avg Return: 0.73%
Best Win

$7298.86

Largest Loss

$-2464.50

Trade Details 25 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5946188 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
5946071 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
5946074 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
5946100 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
5946182 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
5946187 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
5946184 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
5946183 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
5946127 LCID Buy $2.92 $3.11 10737 6.69% ($2094.79) True $2.84 17/07/25 14:33 17/07/25 20:00 5.5h
5946112 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
5946121 LCID Buy $2.89 $2.89 10833 -0.15% ($-46.58) True $2.81 17/07/25 14:31 17/07/25 14:32 1m
5946115 LCID Buy $2.86 $2.88 10944 0.52% ($164.16) True $2.77 17/07/25 14:29 17/07/25 14:30 1m
5946113 LCID Buy $2.93 $2.91 10682 -0.67% ($-209.37) True $2.85 17/07/25 14:27 17/07/25 14:28 1m
5946110 LCID Buy $2.89 $2.90 10830 0.34% ($107.22) True $2.81 17/07/25 14:25 17/07/25 14:26 1m
5946106 LCID Buy $2.96 $2.92 10574 -1.35% ($-422.96) True $2.83 17/07/25 13:58 17/07/25 14:24 26m
5946191 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
5946107 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
5946104 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
5946098 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
5946094 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
5946109 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
5946141 SPCE Buy $4.10 $5.06 7630 23.32% ($7298.86) True $3.93 16/05/25 13:47 16/05/25 19:31 5.7h
5946147 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
5946144 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
5946163 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 CreativeExit_wide_chandelier_trending_momentum_fade_043121
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), 8) - 3.5 * ATR(sym,1d, 14))) AND (ADX(sym,1d, 14) > 30) AND (MOMENTUM_QUALITY(CLOSE(sym,1d), 5) < 20)
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk