Backtest Results
Test ID: EXO-EXO-EXO-
Job Notes
No notes yet. Click "Edit Notes" to add.
Symbols
3
JOBY, QBTS, QS
Performance Summary
Total Trades
13
Total P&L
$3466.36
Notional: $406874.77Total Return
0.85%
Weighted by notionalWin Rate
38.5%
5 W / 8 LCouldWin Rate
84.6%
11 could / 13 totalAvg P&L
$266.64
Avg Return: 0.85%Best Win
$5210.53
Largest Loss
$-1356.93
Trade Details
13 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5970510 | 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 |
| 5970509 | 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 |
| 5970508 | 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 |
| 5970507 | 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 |
| 5970506 | QS | Buy | $5.55 | $5.53 | 5639 | -0.36% ($-112.78) | True | $5.42 | 25/06/25 14:51 | 25/06/25 14:52 | 1m |
| 5970505 | QS | Buy | $5.59 | $5.61 | 5599 | 0.27% ($83.43) | True | $5.46 | 25/06/25 14:49 | 25/06/25 14:50 | 1m |
| 5970504 | QS | Buy | $5.58 | $5.58 | 5609 | -0.08% ($-25.80) | True | $5.46 | 25/06/25 14:47 | 25/06/25 14:48 | 1m |
| 5970503 | QS | Buy | $5.67 | $5.64 | 5520 | -0.62% ($-193.20) | False | $5.55 | 25/06/25 14:45 | 25/06/25 14:46 | 1m |
| 5970502 | QS | Buy | $5.70 | $5.66 | 5496 | -0.7% ($-219.84) | False | $5.58 | 25/06/25 14:42 | 25/06/25 14:44 | 2m |
| 5970501 | 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 |
| 5970515 | 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 |
| 5970517 | 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 |
| 5970516 | 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] [bfda4] CreativeExit_Regime-Aware_Trend_Fade_164135 | EXIT Opt: momentum_decay_bars_since_high | EXIT Opt: vol_spike_momentum_fade | EXIT Opt: exhaustion_vol_expansion_reversal | EXIT Opt: momentum_decay_trend_fade
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:
(MOMENTUM_QUALITY(CLOSE(sym,1d), 7) < 30) AND (ADX(sym,1d, 14) > 20) AND (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 15) - 1.8 * 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