Backtest Results

Test ID: EXO-EXO-EXO-
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Job Notes

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Symbols 12

GIBO, HCTI, STSS, TLRY, WULF, BURU, GNLN, CYN, BHAT, SUNE, IXHL, JOBY

Performance Summary

Total Trades

40

Total P&L

$-84229.78

Notional: $1251895.93
Total Return

-6.73%

Weighted by notional
Win Rate

7.5%

3 W / 37 L
CouldWin Rate

80%

32 could / 40 total
Avg P&L

$-2105.74

Avg Return: -6.73%
Best Win

$7331.19

Largest Loss

$-5786.55

Trade Details 40 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5946268 CYN Buy $5.78 $5.69 5415 -1.56% ($-487.35) True $5.48 14/10/25 13:50 14/10/25 20:00 6.2h
5946266 CYN Buy $6.17 $5.74 5072 -6.97% ($-2180.96) False $5.82 14/10/25 13:37 14/10/25 13:49 12m
5946265 CYN Buy $6.35 $6.11 4929 -3.78% ($-1182.96) True $6.14 14/10/25 13:30 14/10/25 13:32 2m
5946262 BURU Buy $0.24 $0.22 132290 -6.26% ($-1957.89) True $0.22 03/10/25 14:41 03/10/25 18:24 3.7h
5946258 BURU Buy $0.25 $0.23 123911 -8.99% ($-2812.78) True $0.23 03/10/25 14:14 03/10/25 14:40 26m
5946257 HCTI Buy $3.08 $2.92 10156 -5.25% ($-1642.23) True $2.71 01/10/25 14:01 01/10/25 20:00 6h
5946255 GNLN Buy $4.12 $3.98 7597 -3.4% ($-1063.58) True $4.03 01/10/25 14:47 01/10/25 18:50 4.1h
5946256 HCTI Buy $3.39 $3.17 9233 -6.49% ($-2031.26) True $3.21 01/10/25 13:35 01/10/25 13:35 0m
5946275 TLRY Buy $1.60 $1.54 19568 -3.76% ($-1177.99) True $1.55 29/09/25 14:22 29/09/25 16:03 1.7h
5946267 GNLN Buy $4.06 $3.93 7709 -3.18% ($-994.46) False $3.94 29/09/25 14:41 29/09/25 15:06 25m
5946273 BHAT Buy $1.71 $1.63 18304 -4.68% ($-1464.32) True $1.63 12/09/25 13:54 12/09/25 15:11 1.3h
5946272 BHAT Buy $1.80 $1.65 17388 -8.33% ($-2608.20) False $1.67 12/09/25 13:38 12/09/25 13:46 8m
5946271 BHAT Buy $1.91 $1.80 16387 -5.76% ($-1802.57) True $1.83 12/09/25 13:30 12/09/25 13:37 7m
5946270 GIBO Buy $2.85 $2.38 10982 -16.49% ($-5160.44) True $2.41 09/09/25 13:41 09/09/25 15:45 2.1h
5946269 GIBO Buy $3.45 $2.88 9072 -16.52% ($-5171.04) True $3.07 09/09/25 13:30 09/09/25 13:36 6m
5946302 STSS Buy $15.74 $14.07 1988 -10.61% ($-3319.96) True $14.16 27/08/25 14:59 27/08/25 19:12 4.2h
5946300 STSS Buy $11.02 $10.58 2840 -4% ($-1250.45) True $10.60 25/08/25 13:30 25/08/25 19:49 6.3h
5946315 WULF Buy $7.52 $7.32 4164 -2.67% ($-835.30) True $7.32 14/08/25 14:02 14/08/25 14:07 5m
5946318 TLRY Buy $1.00 $0.97 31375 -3.27% ($-1022.83) True $0.97 12/08/25 14:34 12/08/25 17:59 3.4h
5946342 HCTI Buy $0.05 $0.04 657563 -18.49% ($-5786.55) True $0.04 24/07/25 14:00 24/07/25 15:04 1.1h
5946333 IXHL Buy $0.29 $0.36 107338 23.42% ($7331.19) True $0.26 15/07/25 14:21 15/07/25 20:00 5.7h
5946400 BURU Buy $0.34 $0.32 92330 -4.75% ($-1486.51) True $0.32 27/06/25 14:27 27/06/25 18:16 3.8h
5946351 CYN Buy $20.41 $19.16 1533 -6.12% ($-1916.25) False $19.25 27/06/25 14:34 27/06/25 14:53 19m
5946390 BURU Buy $0.37 $0.35 84617 -4.38% ($-1370.80) False $0.36 27/06/25 14:21 27/06/25 14:26 5m
5946386 BURU Buy $0.39 $0.37 80670 -5.77% ($-1807.01) True $0.37 27/06/25 13:59 27/06/25 14:18 19m
5946381 BURU Buy $0.44 $0.36 71937 -17.26% ($-5402.47) True $0.39 27/06/25 13:33 27/06/25 13:39 6m
5946380 BURU Buy $0.48 $0.43 64978 -10.01% ($-3131.94) False $0.44 27/06/25 13:30 27/06/25 13:31 1m
5946357 CYN Buy $15.71 $13.05 1992 -16.9% ($-5288.56) True $13.44 26/06/25 13:57 26/06/25 18:38 4.7h
5946350 CYN Buy $17.94 $16.31 1744 -9.09% ($-2842.72) True $16.61 26/06/25 13:30 26/06/25 13:30 0m
5946329 GNLN Buy $0.01 $0.01 2389312 -10.69% ($-3345.04) True $0.01 12/06/25 13:44 12/06/25 15:24 1.7h
5946328 GNLN Buy $0.01 $0.01 2173611 -6.25% ($-1956.25) True $0.01 12/06/25 13:30 12/06/25 13:43 13m
5946384 IXHL Buy $0.21 $0.21 151941 1.65% ($516.60) True $0.20 10/06/25 14:13 10/06/25 20:00 5.8h
5946449 BURU Buy $0.39 $0.38 79260 -4.48% ($-1402.90) True $0.34 30/05/25 13:43 30/05/25 20:00 6.3h
5946432 BURU Buy $0.42 $0.39 75186 -6.61% ($-2067.62) True $0.39 30/05/25 13:30 30/05/25 13:31 1m
5946514 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
5946372 GIBO Buy $20.58 $18.68 1520 -9.23% ($-2888.00) True $18.71 05/05/25 14:43 05/05/25 15:15 32m
5946368 GIBO Buy $21.90 $19.13 1429 -12.64% ($-3956.62) True $19.39 05/05/25 14:31 05/05/25 14:41 10m
5946441 SUNE Buy $0.39 $0.35 80962 -9.36% ($-2930.82) False $0.35 07/04/25 14:20 07/04/25 14:40 20m
5946433 SUNE Buy $0.42 $0.37 75240 -12.24% ($-3829.72) False $0.37 07/04/25 14:12 07/04/25 14:19 7m
5946422 SUNE Buy $0.44 $0.39 71542 -10.61% ($-3319.55) True $0.40 07/04/25 13:30 07/04/25 14:04 34m
Strategy DSL [bfda4] [bfda4] CreativeExit_VolatilityExpansion_ZScore_ExtremePercentile_014957 | EXIT Opt: Volatility_Spike_RegimeShift_Exit | EXIT Opt: adaptive_chandelier_volpercentile
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) - (VOL_PERCENTILE(sym,1d, 14, 50) / 100.0 * 4.0) * ATR(sym,1d, 14))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk