Backtest Results

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

20

Total P&L

$3299.80

Notional: $625937.86

Total Return

0.53%

Weighted by notional

Win Rate

30%

6 W / 14 L

CouldWin Rate

70%

14 could / 20 total

Avg P&L

$164.99

Avg Return: 0.53%

Best Win

$5210.53

Largest Loss

$-2464.50

Trade Details 20 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
5981190	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
5980841	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
5980865	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
5981001	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
5981192	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
5981195	LPSN	Buy	$1.19	$1.11	26322	-6.64% ($-2079.44)	True	$1.13	06/08/25 15:00	06/08/25 16:06	1.1h
5981194	LPSN	Buy	$1.27	$1.17	24645	-7.87% ($-2464.50)	True	$1.17	06/08/25 13:33	06/08/25 13:49	16m
5981193	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
5981033	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
5981022	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
5981196	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
5981029	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
5981025	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
5981021	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
5981017	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
5981044	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
5981083	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
5981063	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
5981057	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
5981153	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_exhaustion_channel_break_024449

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: 
  (BARS_SINCE_HIGH(HIGH(sym,1d), 15) > 5) AND (VOL_PERCENTILE(sym,1d, 14, 50) > 75) AND (LAST(CLOSE(sym,1d)) < MID(DONCHIAN(HIGH(sym,1d), LOW(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: 
  (BARS_SINCE_HIGH(HIGH(sym,1d), 15) > 5) AND (VOL_PERCENTILE(sym,1d, 14, 50) > 75) AND (LAST(CLOSE(sym,1d)) < MID(DONCHIAN(HIGH(sym,1d), LOW(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