Backtest Results
Test ID: EXO-EXO-EXO-
Job Notes
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Symbols
3
JOBY, QBTS, QS
Performance Summary
Total Trades
12
Total P&L
$2209.24
Notional: $375571.47Total Return
0.59%
Weighted by notionalWin Rate
25%
3 W / 9 LCouldWin Rate
91.7%
11 could / 12 totalAvg P&L
$184.10
Avg Return: 0.59%Best Win
$5210.53
Largest Loss
$-1356.93
Trade Details
12 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5972784 | QS | Buy | $5.39 | $5.38 | 5807 | -0.18% ($-57.49) | True | $5.28 | 25/06/25 15:00 | 25/06/25 15:01 | 1m |
| 5972783 | QS | Buy | $5.45 | $5.42 | 5738 | -0.64% ($-199.68) | True | $5.34 | 25/06/25 14:58 | 25/06/25 14:59 | 1m |
| 5972782 | QS | Buy | $5.51 | $5.47 | 5680 | -0.73% ($-227.77) | True | $5.39 | 25/06/25 14:56 | 25/06/25 14:57 | 1m |
| 5972781 | QS | Buy | $5.52 | $5.48 | 5675 | -0.66% ($-207.71) | True | $5.39 | 25/06/25 14:54 | 25/06/25 14:55 | 1m |
| 5972780 | QS | Buy | $5.53 | $5.50 | 5659 | -0.55% ($-170.90) | True | $5.40 | 25/06/25 14:52 | 25/06/25 14:53 | 1m |
| 5972779 | QS | Buy | $5.61 | $5.55 | 5584 | -0.98% ($-306.00) | True | $5.48 | 25/06/25 14:50 | 25/06/25 14:51 | 1m |
| 5972778 | QS | Buy | $5.58 | $5.59 | 5613 | 0.26% ($82.51) | True | $5.45 | 25/06/25 14:48 | 25/06/25 14:49 | 1m |
| 5972777 | QS | Buy | $5.70 | $5.58 | 5496 | -2.02% ($-632.04) | False | $5.58 | 25/06/25 14:42 | 25/06/25 14:47 | 5m |
| 5972776 | 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 |
| 5972791 | 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 |
| 5972797 | 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 |
| 5972796 | 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] [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_exhaustion_volatil
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) - 2.0 * ATR(sym,1d, 14))) AND (MOMENTUM_QUALITY(CLOSE(sym,1d), 5) < 30)
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk