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

3

Total P&L

$-6862.99

Notional: $93887.19

Total Return

-7.31%

Weighted by notional

Win Rate

0%

0 W / 3 L

CouldWin Rate

0%

0 could / 3 total

Avg P&L

$-2287.66

Avg Return: -7.31%

Best Win

$-1989.01

Largest Loss

$-2842.72

Trade Details 3 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
5977694	HCTI	Buy	$3.39	$3.17	9233	-6.49% ($-2031.26)	False	$3.21	01/10/25 13:35	01/10/25 13:35	0m
5977988	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
5977970	CYN	Buy	$17.94	$16.31	1744	-9.09% ($-2842.72)	False	$16.61	26/06/25 13:30	26/06/25 13:30	0m

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

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: 
  (VOL_PERCENTILE(sym,1d,14,50) > 85) AND (ZSCORE(RETURN(CLOSE(sym,1d),3),20) < -1.8)
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: 
  (VOL_PERCENTILE(sym,1d,14,50) > 85) AND (ZSCORE(RETURN(CLOSE(sym,1d),3),20) < -1.8)
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk