Backtest Results

Job Notes

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Symbols 3

JOBY, QBTS, QS

Performance Summary

Total Trades

10

Total P&L

$2941.85

Notional: $312980.57

Total Return

0.94%

Weighted by notional

Win Rate

40%

4 W / 6 L

CouldWin Rate

90%

9 could / 10 total

Avg P&L

$294.19

Avg Return: 0.94%

Best Win

$5210.53

Largest Loss

$-1356.93

Trade Details 10 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
5969941	QS	Buy	$5.42	$5.39	5775	-0.55% ($-172.67)	True	$5.31	25/06/25 14:59	25/06/25 15:00	1m
5969940	QS	Buy	$5.47	$5.45	5722	-0.28% ($-87.55)	True	$5.35	25/06/25 14:57	25/06/25 14:58	1m
5969939	QS	Buy	$5.48	$5.51	5713	0.58% ($181.10)	True	$5.35	25/06/25 14:55	25/06/25 14:56	1m
5969938	QS	Buy	$5.50	$5.52	5690	0.27% ($85.35)	True	$5.37	25/06/25 14:53	25/06/25 14:54	1m
5969937	QS	Buy	$5.59	$5.53	5599	-1.07% ($-335.38)	True	$5.46	25/06/25 14:49	25/06/25 14:52	3m
5969936	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
5969935	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
5969951	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
5969957	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
5969956	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] [bfda4] CreativeExit_Regime-Aware_Trend_Fade_164135 | EXIT Opt: momentum_decay_bars_since_high | EXIT Opt: vol_spike_momentum_fade | EXIT Opt: short_chandelier_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: 
  LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 7) - 2.2 * ATR(sym,1d, 14)) AND MOMENTUM_QUALITY(CLOSE(sym,1d), 10) < 25
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), 7) - 2.2 * ATR(sym,1d, 14)) AND MOMENTUM_QUALITY(CLOSE(sym,1d), 10) < 25
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk