Backtest Results

Job Notes

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Symbols 11

LCID, QUBT, QBTS, NCNA, AGMH, PLRZ, BTOG, HCTI, STSS, BURU, CYN

Performance Summary

Total Trades

45

Total P&L

$-51449.31

Notional: $1408423.13

Total Return

-3.65%

Weighted by notional

Win Rate

17.8%

8 W / 37 L

CouldWin Rate

80%

36 could / 45 total

Avg P&L

$-1143.32

Avg Return: -3.65%

Best Win

$12153.70

Largest Loss

$-5832.60

Trade Details 45 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
5977935	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
5977929	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
5977923	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
5977803	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
5977808	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
5977802	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
5977845	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
5977842	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
5977809	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
5977804	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
5977833	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
5977850	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
5977848	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
5977866	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
5977862	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
5978063	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
5978058	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
5977926	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
5978183	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
5977937	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
5978140	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
5978131	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
5978147	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
5978146	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
5978145	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
5978142	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
5978136	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
5978182	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
5978175	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
5978181	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
5978178	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
5978172	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
5978170	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
5978174	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
5978171	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
5978007	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
5977993	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
5978202	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
5978198	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
5978201	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
5978215	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
5978214	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
5978191	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
5978107	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
5978105	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

Strategy DSL [bfda4] [bfda4] CreativeExit_VolatilityBreakout_ATRSpike_204828 | EXIT Opt: PeakRetreat_VolDrop_NegMomentum | EXIT Opt: Ranging_Chandelier_Tight_Exit

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: 
  (ADX(sym,1d,14) < 20) AND (BARS_SINCE_HIGH(HIGH(sym,1d), 10) > 7) AND (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 10) - 1.8 * ATR(sym,1d, 10)))
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: 
  (ADX(sym,1d,14) < 20) AND (BARS_SINCE_HIGH(HIGH(sym,1d), 10) > 7) AND (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 10) - 1.8 * ATR(sym,1d, 10)))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk