Backtest Results

Test ID: EXO-EXO-EXO-
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Job Notes

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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

38

Total P&L

$3123.20

Notional: $1189326.75
Total Return

0.26%

Weighted by notional
Win Rate

31.6%

12 W / 26 L
CouldWin Rate

71.1%

27 could / 38 total
Avg P&L

$82.19

Avg Return: 0.26%
Best Win

$5210.53

Largest Loss

$-2244.51

Trade Details 38 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5979982 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
5979902 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
5979919 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
5979926 CRON Buy $2.43 $2.41 12881 -0.82% ($-256.33) True $2.41 11/08/25 14:54 11/08/25 14:57 3m
5979980 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
5979979 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
5979978 LPSN Buy $1.22 $1.20 25655 -1.26% ($-395.09) False $1.18 06/08/25 14:44 06/08/25 14:57 13m
5979977 LPSN Buy $1.23 $1.21 25447 -1.54% ($-480.95) False $1.18 06/08/25 14:38 06/08/25 14:43 5m
5979976 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
5979975 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
5979974 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
5979973 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
5979972 LPSN Buy $1.24 $1.22 25344 -1.12% ($-349.75) False $1.16 06/08/25 14:26 06/08/25 14:29 3m
5979971 LPSN Buy $1.25 $1.21 25070 -3.48% ($-1090.55) False $1.19 06/08/25 14:15 06/08/25 14:25 10m
5979970 LPSN Buy $1.20 $1.22 26192 2.09% ($654.80) True $1.14 06/08/25 14:12 06/08/25 14:14 2m
5979969 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
5979968 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
5979967 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
5979966 LPSN Buy $1.24 $1.22 25243 -1.6% ($-502.34) True $1.20 06/08/25 14:00 06/08/25 14:05 5m
5979965 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
5979964 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
5979963 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
5979962 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
5979961 LPSN Buy $1.21 $1.21 25975 0.41% ($129.88) True $1.10 06/08/25 13:47 06/08/25 13:48 1m
5979960 LPSN Buy $1.27 $1.21 24645 -4.72% ($-1478.70) True $1.17 06/08/25 13:33 06/08/25 13:46 13m
5979959 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
5979942 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
5979939 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
5979981 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
5979931 QS Buy $5.42 $5.66 5775 4.43% ($1386.58) True $5.31 25/06/25 14:59 25/06/25 20:00 5h
5979930 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
5979929 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
5979928 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
5979941 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
5979956 SPCE Buy $4.10 $4.75 7630 15.81% ($4949.58) True $3.93 16/05/25 13:47 16/05/25 20:00 6.2h
5979951 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
5979950 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
5979946 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_crossover-safety_005346
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,14,100) > 85) AND (MOMENTUM_QUALITY(CLOSE(sym,1d),7) < 25) AND (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d),10) - 1.8 * ATR(sym,1d,14))) OR (MOMENTUM_QUALITY(CLOSE(sym,1d), 8) < 25) AND (ADX(sym,1d, 14) > 20) AND (ATR_RATIO(sym,1d, 5, 21) > 1.3) AND (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 18) - 2.8 * 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