Backtest Results

Test ID: EXO-EXO-EXO-
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Job Notes

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Symbols 4

JOBY, LCID, QBTS, QS

Performance Summary

Total Trades

26

Total P&L

$2092.03

Notional: $813766.32
Total Return

0.26%

Weighted by notional
Win Rate

38.5%

10 W / 16 L
CouldWin Rate

96.2%

25 could / 26 total
Avg P&L

$80.46

Avg Return: 0.26%
Best Win

$5210.53

Largest Loss

$-1356.93

Trade Details 26 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5970178 LCID Buy $2.98 $3.11 10521 4.54% ($1422.44) True $2.93 17/07/25 14:49 17/07/25 20:00 5.2h
5970177 LCID Buy $2.96 $2.97 10574 0.17% ($52.87) True $2.90 17/07/25 14:47 17/07/25 14:48 1m
5970176 LCID Buy $2.99 $2.99 10468 -0.11% ($-34.54) True $2.93 17/07/25 14:45 17/07/25 14:46 1m
5970175 LCID Buy $3.00 $2.99 10433 -0.33% ($-104.33) True $2.93 17/07/25 14:40 17/07/25 14:44 4m
5970174 LCID Buy $2.98 $2.98 10503 -0.17% ($-52.52) True $2.91 17/07/25 14:38 17/07/25 14:39 1m
5970173 LCID Buy $2.99 $2.96 10485 -0.84% ($-262.13) True $2.91 17/07/25 14:36 17/07/25 14:37 1m
5970172 LCID Buy $2.93 $2.97 10680 1.52% ($474.19) True $2.86 17/07/25 14:34 17/07/25 14:35 1m
5970171 LCID Buy $2.89 $2.92 10849 1.04% ($326.55) True $2.81 17/07/25 14:32 17/07/25 14:33 1m
5970170 LCID Buy $2.88 $2.89 10886 0.5% ($155.67) True $2.79 17/07/25 14:30 17/07/25 14:31 1m
5970168 LCID Buy $2.91 $2.86 10754 -1.73% ($-542.00) True $2.83 17/07/25 14:28 17/07/25 14:29 1m
5970165 LCID Buy $2.90 $2.93 10793 1.03% ($323.79) True $2.82 17/07/25 14:26 17/07/25 14:27 1m
5970164 LCID Buy $2.92 $2.89 10719 -1.02% ($-320.50) True $2.84 17/07/25 14:24 17/07/25 14:25 1m
5970162 LCID Buy $2.98 $2.95 10502 -1.04% ($-324.51) True $2.90 17/07/25 14:21 17/07/25 14:23 2m
5970161 LCID Buy $2.97 $2.96 10556 -0.33% ($-103.45) True $2.89 17/07/25 14:19 17/07/25 14:20 1m
5970160 LCID Buy $3.02 $2.98 10364 -1.49% ($-466.38) True $2.94 17/07/25 14:17 17/07/25 14:18 1m
5970159 LCID Buy $3.00 $2.96 10445 -1.21% ($-380.20) True $2.92 17/07/25 14:15 17/07/25 14:16 1m
5970158 LCID Buy $2.98 $2.99 10503 0.17% ($52.52) True $2.90 17/07/25 14:13 17/07/25 14:14 1m
5970157 LCID Buy $3.03 $2.99 10330 -1.32% ($-413.20) True $2.92 17/07/25 14:00 17/07/25 14:12 12m
5970156 LCID Buy $2.96 $2.99 10574 0.84% ($264.35) True $2.83 17/07/25 13:58 17/07/25 13:59 1m
5970169 QS Buy $5.42 $5.33 5775 -1.66% ($-519.17) True $5.31 25/06/25 14:59 25/06/25 15:09 10m
5970167 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
5970166 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
5970163 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
5970187 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
5970191 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
5970190 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] CreativeExit_vol_regime_shift_exhaustion_183308 | EXIT Opt: TightChandelier_MomentumDecay
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) - 1.8 * ATR(sym,1d, 5)) AND MOMENTUM_QUALITY(CLOSE(sym,1d), 5) < 25
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk