Backtest Results
Test ID: EXO-EXO-EXO-
Job Notes
No notes yet. Click "Edit Notes" to add.
Symbols
46
AMC, GME, PLTR, COIN, HOOD, RIOT, RGTI, IONQ, ACHR, SOFI, MARA, LAC, CRON, OKLO, ASTS, QBTS, SMCI, HIMS, OKTA, SPCE, PLUG, QS, NIO, LCID, JOBY, RKLB, MVIS, GSAT, NNDM, BB, AMCX, SOUN, BODI, LPSN, PCH, GDEV, OI, SDRL, HP, KLIC, TX, MSGE, AHT, NVDA, AMD, COKE
Performance Summary
Total Trades
89
Total P&L
$5658.00
Notional: $2785569.98Total Return
0.2%
Weighted by notionalWin Rate
40.4%
36 W / 53 LCouldWin Rate
75.3%
67 could / 89 totalAvg P&L
$63.57
Avg Return: 0.2%Best Win
$10055.58
Largest Loss
$-2244.51
Trade Details
89 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5979170 | AMD | Buy | $207.11 | $203.18 | 151 | -1.9% ($-593.43) | False | $204.13 | 06/10/25 14:13 | 06/10/25 19:55 | 5.7h |
| 5979074 | CRON | Buy | $3.00 | $2.97 | 10433 | -1.17% ($-365.16) | True | $2.97 | 29/09/25 14:17 | 29/09/25 15:56 | 1.7h |
| 5979075 | LAC | Buy | $5.30 | $5.95 | 5911 | 12.37% ($3871.71) | True | $5.13 | 24/09/25 13:32 | 24/09/25 20:00 | 6.5h |
| 5979102 | CRON | Buy | $2.41 | $2.42 | 12987 | 0.21% ($64.94) | True | $2.39 | 11/08/25 15:00 | 11/08/25 15:01 | 1m |
| 5979091 | CRON | Buy | $2.43 | $2.42 | 12885 | -0.58% ($-181.68) | True | $2.41 | 11/08/25 14:56 | 11/08/25 14:57 | 1m |
| 5979086 | CRON | Buy | $2.43 | $2.43 | 12881 | -0.14% ($-43.80) | True | $2.41 | 11/08/25 14:54 | 11/08/25 14:55 | 1m |
| 5979156 | SOUN | Buy | $14.18 | $14.02 | 2206 | -1.16% ($-362.89) | False | $14.02 | 08/08/25 14:53 | 08/08/25 15:04 | 11m |
| 5979232 | LPSN | Buy | $1.19 | $1.19 | 26322 | -0.05% ($-15.79) | True | $1.13 | 06/08/25 15:00 | 06/08/25 15:01 | 1m |
| 5979231 | LPSN | Buy | $1.23 | $1.20 | 25445 | -2.07% ($-648.85) | False | $1.18 | 06/08/25 14:56 | 06/08/25 14:57 | 1m |
| 5979230 | LPSN | Buy | $1.24 | $1.24 | 25266 | 0.1% ($32.85) | True | $1.19 | 06/08/25 14:54 | 06/08/25 14:55 | 1m |
| 5979227 | LPSN | Buy | $1.24 | $1.25 | 25262 | 0.48% ($151.57) | True | $1.19 | 06/08/25 14:52 | 06/08/25 14:53 | 1m |
| 5979226 | LPSN | Buy | $1.26 | $1.24 | 24841 | -1.58% ($-494.34) | False | $1.21 | 06/08/25 14:50 | 06/08/25 14:51 | 1m |
| 5979225 | LPSN | Buy | $1.25 | $1.26 | 25140 | 1.2% ($377.10) | True | $1.20 | 06/08/25 14:48 | 06/08/25 14:49 | 1m |
| 5979223 | LPSN | Buy | $1.23 | $1.23 | 25424 | -0.11% ($-35.59) | False | $1.19 | 06/08/25 14:46 | 06/08/25 14:47 | 1m |
| 5979221 | LPSN | Buy | $1.22 | $1.24 | 25655 | 1.62% ($507.97) | True | $1.18 | 06/08/25 14:44 | 06/08/25 14:45 | 1m |
| 5979220 | LPSN | Buy | $1.25 | $1.21 | 25140 | -2.72% ($-852.25) | False | $1.20 | 06/08/25 14:42 | 06/08/25 14:43 | 1m |
| 5979218 | LPSN | Buy | $1.23 | $1.23 | 25447 | 0.09% ($27.99) | True | $1.18 | 06/08/25 14:38 | 06/08/25 14:39 | 1m |
| 5979217 | LPSN | Buy | $1.22 | $1.22 | 25697 | 0.17% ($53.96) | True | $1.16 | 06/08/25 14:36 | 06/08/25 14:37 | 1m |
| 5979216 | LPSN | Buy | $1.24 | $1.21 | 25333 | -2.06% ($-645.99) | False | $1.18 | 06/08/25 14:34 | 06/08/25 14:35 | 1m |
| 5979214 | LPSN | Buy | $1.22 | $1.22 | 25761 | 0.41% ($128.81) | True | $1.15 | 06/08/25 14:32 | 06/08/25 14:33 | 1m |
| 5979212 | LPSN | Buy | $1.20 | $1.22 | 26074 | 1.57% ($490.19) | True | $1.13 | 06/08/25 14:30 | 06/08/25 14:31 | 1m |
| 5979210 | LPSN | Buy | $1.24 | $1.22 | 25344 | -1.12% ($-349.75) | False | $1.16 | 06/08/25 14:28 | 06/08/25 14:29 | 1m |
| 5979208 | LPSN | Buy | $1.24 | $1.24 | 25344 | 0.4% ($126.72) | True | $1.16 | 06/08/25 14:26 | 06/08/25 14:27 | 1m |
| 5979207 | LPSN | Buy | $1.24 | $1.21 | 25329 | -2.48% ($-777.60) | False | $1.17 | 06/08/25 14:24 | 06/08/25 14:25 | 1m |
| 5979206 | LPSN | Buy | $1.25 | $1.23 | 25058 | -1.53% ($-478.61) | False | $1.18 | 06/08/25 14:22 | 06/08/25 14:23 | 1m |
| 5979205 | LPSN | Buy | $1.26 | $1.25 | 24831 | -0.9% ($-283.07) | False | $1.19 | 06/08/25 14:20 | 06/08/25 14:21 | 1m |
| 5979204 | LPSN | Buy | $1.31 | $1.27 | 23893 | -3.05% ($-955.72) | False | $1.25 | 06/08/25 14:18 | 06/08/25 14:19 | 1m |
| 5979201 | LPSN | Buy | $1.29 | $1.28 | 24357 | -0.39% ($-121.79) | False | $1.23 | 06/08/25 14:16 | 06/08/25 14:17 | 1m |
| 5979199 | LPSN | Buy | $1.22 | $1.25 | 25655 | 2.34% ($731.17) | True | $1.16 | 06/08/25 14:14 | 06/08/25 14:15 | 1m |
| 5979198 | LPSN | Buy | $1.20 | $1.24 | 26192 | 3.76% ($1176.02) | True | $1.14 | 06/08/25 14:12 | 06/08/25 14:13 | 1m |
| 5979196 | LPSN | Buy | $1.21 | $1.21 | 25859 | -0.03% ($-10.34) | True | $1.15 | 06/08/25 14:10 | 06/08/25 14:11 | 1m |
| 5979193 | LPSN | Buy | $1.21 | $1.19 | 25842 | -1.75% ($-547.85) | True | $1.15 | 06/08/25 14:08 | 06/08/25 14:09 | 1m |
| 5979192 | LPSN | Buy | $1.22 | $1.22 | 25655 | -0.41% ($-128.28) | True | $1.16 | 06/08/25 14:06 | 06/08/25 14:07 | 1m |
| 5979190 | LPSN | Buy | $1.25 | $1.22 | 25042 | -2.39% ($-748.76) | False | $1.19 | 06/08/25 14:04 | 06/08/25 14:05 | 1m |
| 5979189 | LPSN | Buy | $1.28 | $1.25 | 24453 | -2.34% ($-733.59) | False | $1.22 | 06/08/25 14:02 | 06/08/25 14:03 | 1m |
| 5979188 | LPSN | Buy | $1.24 | $1.27 | 25243 | 2.33% ($729.52) | True | $1.20 | 06/08/25 14:00 | 06/08/25 14:01 | 1m |
| 5979186 | LPSN | Buy | $1.23 | $1.22 | 25540 | -0.45% ($-140.47) | True | $1.17 | 06/08/25 13:58 | 06/08/25 13:59 | 1m |
| 5979184 | LPSN | Buy | $1.19 | $1.20 | 26306 | 0.86% ($268.32) | True | $1.13 | 06/08/25 13:56 | 06/08/25 13:57 | 1m |
| 5979183 | LPSN | Buy | $1.19 | $1.18 | 26324 | -0.85% ($-265.87) | True | $1.11 | 06/08/25 13:53 | 06/08/25 13:54 | 1m |
| 5979182 | LPSN | Buy | $1.19 | $1.18 | 26302 | -1.26% ($-394.53) | True | $1.10 | 06/08/25 13:50 | 06/08/25 13:51 | 1m |
| 5979181 | LPSN | Buy | $1.21 | $1.18 | 25867 | -2.47% ($-773.42) | True | $1.11 | 06/08/25 13:48 | 06/08/25 13:49 | 1m |
| 5979180 | LPSN | Buy | $1.21 | $1.21 | 25867 | -0.41% ($-129.34) | True | $1.10 | 06/08/25 13:46 | 06/08/25 13:47 | 1m |
| 5979179 | LPSN | Buy | $1.28 | $1.23 | 24453 | -3.91% ($-1222.65) | False | $1.17 | 06/08/25 13:41 | 06/08/25 13:45 | 4m |
| 5979175 | LPSN | Buy | $1.24 | $1.28 | 25243 | 3.23% ($1012.24) | True | $1.14 | 06/08/25 13:39 | 06/08/25 13:40 | 1m |
| 5979174 | LPSN | Buy | $1.29 | $1.28 | 24265 | -0.61% ($-191.69) | False | $1.19 | 06/08/25 13:37 | 06/08/25 13:38 | 1m |
| 5979167 | LPSN | Buy | $1.30 | $1.27 | 24169 | -1.93% ($-604.23) | False | $1.20 | 06/08/25 13:35 | 06/08/25 13:36 | 1m |
| 5979163 | LPSN | Buy | $1.27 | $1.28 | 24645 | 0.79% ($246.45) | True | $1.17 | 06/08/25 13:33 | 06/08/25 13:34 | 1m |
| 5979161 | LPSN | Buy | $1.41 | $1.31 | 22179 | -7.17% ($-2244.51) | False | $1.33 | 06/08/25 13:30 | 06/08/25 13:31 | 1m |
| 5979109 | SPCE | Buy | $3.81 | $3.64 | 8215 | -4.46% ($-1396.55) | False | $3.65 | 17/07/25 14:01 | 17/07/25 17:43 | 3.7h |
| 5979203 | LCID | Buy | $3.11 | $3.15 | 10049 | 0.97% ($304.48) | True | $3.05 | 17/07/25 15:00 | 17/07/25 15:01 | 1m |
| 5979202 | LCID | Buy | $3.13 | $3.11 | 10016 | -0.48% ($-150.24) | True | $3.06 | 17/07/25 14:58 | 17/07/25 14:59 | 1m |
| 5979200 | LCID | Buy | $3.10 | $3.12 | 10098 | 0.66% ($207.01) | True | $3.04 | 17/07/25 14:56 | 17/07/25 14:57 | 1m |
| 5979197 | LCID | Buy | $3.08 | $3.10 | 10146 | 0.33% ($104.50) | True | $3.03 | 17/07/25 14:54 | 17/07/25 14:55 | 1m |
| 5979195 | LCID | Buy | $3.02 | $3.07 | 10375 | 1.6% ($501.11) | True | $2.96 | 17/07/25 14:52 | 17/07/25 14:53 | 1m |
| 5979194 | LCID | Buy | $3.00 | $3.02 | 10450 | 0.67% ($209.00) | True | $2.94 | 17/07/25 14:50 | 17/07/25 14:51 | 1m |
| 5979191 | LCID | Buy | $2.97 | $2.98 | 10556 | 0.34% ($105.56) | True | $2.91 | 17/07/25 14:48 | 17/07/25 14:49 | 1m |
| 5979187 | LCID | Buy | $2.99 | $2.96 | 10479 | -0.89% ($-279.79) | True | $2.93 | 17/07/25 14:46 | 17/07/25 14:47 | 1m |
| 5979173 | LCID | Buy | $3.01 | $3.00 | 10400 | -0.32% ($-98.80) | True | $2.94 | 17/07/25 14:42 | 17/07/25 14:43 | 1m |
| 5979172 | LCID | Buy | $3.00 | $3.02 | 10433 | 0.66% ($207.62) | True | $2.93 | 17/07/25 14:40 | 17/07/25 14:41 | 1m |
| 5979171 | 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 |
| 5979168 | 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 |
| 5979166 | 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 |
| 5979165 | 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 |
| 5979162 | 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 |
| 5979157 | 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 |
| 5979155 | 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 |
| 5979153 | 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 |
| 5979151 | LCID | Buy | $3.00 | $2.95 | 10450 | -1.52% ($-476.52) | True | $2.92 | 17/07/25 14:22 | 17/07/25 14:23 | 1m |
| 5979149 | LCID | Buy | $2.96 | $2.98 | 10591 | 0.85% ($265.83) | True | $2.88 | 17/07/25 14:20 | 17/07/25 14:21 | 1m |
| 5979147 | LCID | Buy | $2.98 | $2.97 | 10521 | -0.34% ($-105.21) | True | $2.90 | 17/07/25 14:18 | 17/07/25 14:19 | 1m |
| 5979142 | LCID | Buy | $2.96 | $3.02 | 10574 | 2.03% ($634.44) | True | $2.89 | 17/07/25 14:16 | 17/07/25 14:17 | 1m |
| 5979141 | LCID | Buy | $2.99 | $3.00 | 10485 | 0.38% ($119.53) | True | $2.91 | 17/07/25 14:14 | 17/07/25 14:15 | 1m |
| 5979138 | LCID | Buy | $2.99 | $2.98 | 10468 | -0.33% ($-104.68) | True | $2.91 | 17/07/25 14:12 | 17/07/25 14:13 | 1m |
| 5979133 | LCID | Buy | $3.01 | $3.00 | 10398 | -0.49% ($-152.85) | True | $2.92 | 17/07/25 14:10 | 17/07/25 14:11 | 1m |
| 5979132 | LCID | Buy | $3.06 | $3.02 | 10228 | -1.3% ($-407.07) | True | $2.97 | 17/07/25 14:08 | 17/07/25 14:09 | 1m |
| 5979130 | LCID | Buy | $3.05 | $3.04 | 10261 | -0.35% ($-109.79) | True | $2.95 | 17/07/25 14:06 | 17/07/25 14:07 | 1m |
| 5979127 | LCID | Buy | $3.08 | $3.05 | 10178 | -0.98% ($-305.34) | True | $2.96 | 17/07/25 14:04 | 17/07/25 14:05 | 1m |
| 5979116 | LCID | Buy | $3.03 | $3.07 | 10330 | 1.32% ($413.20) | True | $2.92 | 17/07/25 14:00 | 17/07/25 14:01 | 1m |
| 5979114 | 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 |
| 5979176 | LPSN | Buy | $0.95 | $0.93 | 32947 | -1.72% ($-537.04) | False | $0.94 | 26/06/25 14:52 | 26/06/25 16:16 | 1.4h |
| 5979115 | 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 |
| 5979112 | 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 |
| 5979098 | 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 |
| 5979092 | 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 |
| 5979128 | 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 |
| 5979134 | SPCE | Buy | $4.10 | $5.42 | 7630 | 32.13% ($10055.58) | True | $3.93 | 16/05/25 13:47 | 16/05/25 19:06 | 5.3h |
| 5979139 | 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 |
| 5979136 | 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 |
| 5979145 | GME | Buy | $28.37 | $27.70 | 1103 | -2.36% ($-739.01) | True | $27.71 | 26/03/25 13:50 | 26/03/25 13:57 | 7m |
Strategy DSL
CreativeExit_regime_adaptive_atr_stop_001050
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 LAST(CLOSE(sym,1d)) < SMA(CLOSE(sym,1d), 8)) OR (ADX(sym,1d,14) > 25 AND LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 20) - 2.5 * 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