Backtest Results

Job Notes

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Symbols 100

NVDA, HCTI, TSLL, OPEN, SOXL, SOXS, INTC, TSLA, LCID, GNLN, SQQQ, PLUG, F, BBAI, TSLZ, PLTR, NCNA, DNN, TQQQ, RGTI, SPY, QBTS, SOFI, SPXS, AAL, IXHL, NIO, AAPL, MSTU, NU, SNAP, SMCI, WBD, AMD, TLRY, BURU, PFE, SOUN, MARA, QQQ, IBIT, WULF, AMZN, BBD, BTG, XLF, HOOD, FXI, BAC, HYG, BMNR, NVDQ, GRAB, BITF, TLT, WOLF, BTE, GIBO, RIG, APLD, T, RIVN, GOOGL, VALE, PSLV, ACHR, STSS, RIOT, ABEV, IWM, BHAT, HIMS, SUNE, MSTZ, CAN, AGMH, ADAP, QS, ITUB, ADTX, XTIA, LQD, PLRZ, AMCR, AMDL, TZA, BTOG, RXRX, TSLQ, CIFR, QUBT, ETHA, IQ, CLSK, HBAN, EEM, AVGO, CYN, BTBT, JOBY

Performance Summary

Total Trades

84

Total P&L

$-100763.44

Notional: $2629009.34

Total Return

-3.83%

Weighted by notional

Win Rate

16.7%

14 W / 70 L

CouldWin Rate

71.4%

60 could / 84 total

Avg P&L

$-1199.56

Avg Return: -3.83%

Best Win

$12153.70

Largest Loss

$-5832.60

Trade Details 84 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
5961313	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
5961311	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
5961309	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
5960995	PLRZ	Buy	$1.23	$1.20	25428	-2.51% ($-785.73)	False	$1.20	08/10/25 14:07	08/10/25 19:14	5.1h
5961005	ADAP	Buy	$0.19	$0.18	166489	-6.28% ($-1964.57)	True	$0.18	08/10/25 14:47	08/10/25 17:17	2.5h
5961000	ADAP	Buy	$0.20	$0.19	156578	-4.95% ($-1550.12)	True	$0.19	08/10/25 14:38	08/10/25 14:38	0m
5961011	PLRZ	Buy	$1.11	$1.14	28208	2.74% ($857.52)	True	$1.10	06/10/25 14:21	06/10/25 20:00	5.7h
5960660	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
5960997	PLRZ	Buy	$1.13	$1.11	27696	-1.79% ($-559.46)	False	$1.11	06/10/25 14:17	06/10/25 14:20	3m
5960659	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
5960655	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
5960467	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
5960465	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
5960466	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
5960668	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
5960470	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
5960998	AGMH	Buy	$6.62	$6.23	4728	-5.89% ($-1843.92)	True	$6.23	19/09/25 13:30	19/09/25 13:45	15m
5960496	INTC	Buy	$31.40	$30.84	996	-1.8% ($-561.94)	False	$30.84	18/09/25 13:50	18/09/25 13:53	3m
5960492	NCNA	Buy	$3.92	$4.50	7984	14.8% ($4630.72)	True	$3.84	15/09/25 13:37	15/09/25 20:00	6.4h
5960486	NCNA	Buy	$4.01	$3.92	7805	-2.25% ($-703.23)	True	$3.92	15/09/25 13:30	15/09/25 13:36	6m
5961049	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
5961035	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
5961021	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
5960707	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
5960715	WOLF	Buy	$1.90	$1.80	16473	-5.26% ($-1647.30)	False	$1.81	09/09/25 13:52	09/09/25 13:56	4m
5960696	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
5960712	WOLF	Buy	$1.91	$1.85	16426	-2.91% ($-911.64)	False	$1.85	09/09/25 13:30	09/09/25 13:33	3m
5961052	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
5961050	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
5961334	IQ	Buy	$2.35	$2.31	13319	-1.7% ($-532.76)	False	$2.32	18/08/25 14:46	18/08/25 17:51	3.1h
5961332	IQ	Buy	$2.41	$2.35	13014	-2.49% ($-780.84)	False	$2.36	18/08/25 14:06	18/08/25 14:45	39m
5960739	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
5960711	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
5960698	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
5961118	BTOG	Buy	$0.45	$0.40	69401	-10.86% ($-3400.65)	True	$0.41	07/08/25 14:27	07/08/25 14:38	11m
5961116	BTOG	Buy	$0.49	$0.44	64073	-9.68% ($-3030.65)	True	$0.45	07/08/25 13:57	07/08/25 14:02	5m
5961111	ADAP	Buy	$0.32	$0.33	97843	3.88% ($1213.25)	True	$0.31	24/07/25 14:27	24/07/25 20:00	5.6h
5960523	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
5960505	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
5960541	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
5961123	PLRZ	Buy	$1.04	$0.92	30096	-11.92% ($-3731.90)	True	$0.94	15/07/25 13:37	15/07/25 16:10	2.6h
5961140	CAN	Buy	$0.95	$0.91	32992	-3.97% ($-1243.80)	False	$0.91	14/07/25 14:31	14/07/25 14:38	7m
5961168	BTOG	Buy	$0.19	$0.25	162176	29.53% ($9244.03)	True	$0.18	07/07/25 13:37	07/07/25 20:00	6.4h
5961161	BTOG	Buy	$0.20	$0.19	154491	-4.79% ($-1498.56)	True	$0.19	07/07/25 13:30	07/07/25 13:36	6m
5961182	BTOG	Buy	$0.16	$0.18	193329	8.09% ($2532.61)	True	$0.16	03/07/25 14:54	03/07/25 19:59	5.1h
5961177	BTOG	Buy	$0.17	$0.16	186420	-3.51% ($-1099.88)	True	$0.16	03/07/25 14:46	03/07/25 14:53	7m
5961165	BTOG	Buy	$0.17	$0.17	179678	-5.17% ($-1617.10)	False	$0.17	03/07/25 14:23	03/07/25 14:45	22m
5961159	BTOG	Buy	$0.19	$0.17	168733	-7.17% ($-2244.15)	False	$0.17	03/07/25 13:44	03/07/25 14:22	38m
5961149	BTOG	Buy	$0.20	$0.19	154187	-6.35% ($-1989.01)	False	$0.19	03/07/25 13:30	03/07/25 13:30	0m
5960785	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
5961375	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
5960781	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
5960766	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
5960761	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
5960754	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
5961376	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
5961374	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
5961166	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
5961160	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
5961150	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
5961135	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
5961170	PLRZ	Buy	$1.15	$0.94	27217	-18.63% ($-5832.60)	True	$0.97	12/06/25 14:56	12/06/25 16:01	1.1h
5960549	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
5961163	PLRZ	Buy	$1.29	$1.17	24263	-9.28% ($-2904.28)	True	$1.17	12/06/25 14:43	12/06/25 14:55	12m
5960539	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
5960556	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
5960848	APLD	Buy	$9.90	$10.06	3161	1.62% ($506.08)	True	$9.65	02/06/25 15:00	02/06/25 20:00	5h
5960811	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
5960795	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
5961433	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
5961295	QUBT	Buy	$12.15	$12.87	2576	5.93% ($1854.46)	True	$11.90	16/05/25 14:48	16/05/25 20:00	5.2h
5961226	ADAP	Buy	$0.28	$0.27	112428	-3.84% ($-1202.98)	True	$0.27	13/05/25 14:02	13/05/25 19:19	5.3h
5961213	ADAP	Buy	$0.28	$0.27	110561	-4.03% ($-1260.40)	False	$0.27	13/05/25 13:36	13/05/25 14:01	25m
5961203	ADAP	Buy	$0.30	$0.28	102994	-7.04% ($-2204.07)	False	$0.29	13/05/25 13:30	13/05/25 13:35	5m
5960537	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
5960534	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
5960835	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
5960829	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
5961217	PLRZ	Buy	$0.77	$0.66	40649	-14.29% ($-4471.39)	True	$0.66	02/05/25 13:41	02/05/25 15:00	1.3h
5961205	AGMH	Buy	$0.09	$0.13	332978	38.83% ($12153.70)	True	$0.09	28/04/25 14:55	28/04/25 20:00	5.1h
5961192	AGMH	Buy	$0.10	$0.08	327063	-11.81% ($-3695.81)	True	$0.08	28/04/25 14:26	28/04/25 14:37	11m
5961258	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
5961230	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
5961221	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] CreativeExit_crossover-ind-swap_120253 | EXIT Opt: VolPercentile_Dynamic_Chandelier

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), 20) - (2.5 * (VOL_PERCENTILE(sym,1d,14,100)/100 + 0.5) * ATR(sym,1d, 14)))) AND (BARS_SINCE_HIGH(HIGH(sym,1d), 20) > 5)
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), 20) - (2.5 * (VOL_PERCENTILE(sym,1d,14,100)/100 + 0.5) * ATR(sym,1d, 14)))) AND (BARS_SINCE_HIGH(HIGH(sym,1d), 20) > 5)
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk