Backtest Results

Job Notes

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Symbols 100

NVDA, HCTI, TSLL, OPEN, SOXL, SOXS, INTC, TSLA, LCID, GNLN, SQQQ, PLUG, F, BBAI, TSLZ, PLTR, NCNA, DNN, TQQQ, RGTI, SPY, QBTS, SOFI, SPXS, AAL, IXHL, NIO, AAPL, MSTU, NU, SNAP, SMCI, WBD, AMD, TLRY, BURU, PFE, SOUN, MARA, QQQ, IBIT, WULF, AMZN, BBD, BTG, XLF, HOOD, FXI, BAC, HYG, BMNR, NVDQ, GRAB, BITF, TLT, WOLF, BTE, GIBO, RIG, APLD, T, RIVN, GOOGL, VALE, PSLV, ACHR, STSS, RIOT, ABEV, IWM, BHAT, HIMS, SUNE, MSTZ, CAN, AGMH, ADAP, QS, ITUB, ADTX, XTIA, LQD, PLRZ, AMCR, AMDL, TZA, BTOG, RXRX, TSLQ, CIFR, QUBT, ETHA, IQ, CLSK, HBAN, EEM, AVGO, CYN, BTBT, JOBY

Performance Summary

Total Trades

84

Total P&L

$-100763.44

Notional: $2629009.34

Total Return

-3.83%

Weighted by notional

Win Rate

16.7%

14 W / 70 L

CouldWin Rate

71.4%

60 could / 84 total

Avg P&L

$-1199.56

Avg Return: -3.83%

Best Win

$12153.70

Largest Loss

$-5832.60

Trade Details 84 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
5984096	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
5984095	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
5984094	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
5983689	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
5983691	ADAP	Buy	$0.19	$0.18	166489	-6.28% ($-1964.57)	True	$0.18	08/10/25 14:47	08/10/25 17:17	2.5h
5983671	ADAP	Buy	$0.20	$0.19	156578	-4.95% ($-1550.12)	True	$0.19	08/10/25 14:38	08/10/25 14:38	0m
5983703	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
5983538	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
5983680	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
5983541	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
5983536	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
5983272	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
5983273	GNLN	Buy	$4.12	$3.98	7597	-3.4% ($-1063.58)	True	$4.03	01/10/25 14:47	01/10/25 18:50	4.1h
5983271	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
5983539	TLRY	Buy	$1.60	$1.54	19568	-3.76% ($-1177.99)	True	$1.55	29/09/25 14:22	29/09/25 16:03	1.7h
5983279	GNLN	Buy	$4.06	$3.93	7709	-3.18% ($-994.46)	False	$3.94	29/09/25 14:41	29/09/25 15:06	25m
5983711	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
5983313	INTC	Buy	$31.40	$30.84	996	-1.8% ($-561.94)	False	$30.84	18/09/25 13:50	18/09/25 13:53	3m
5983311	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
5983306	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
5983716	BHAT	Buy	$1.71	$1.63	18304	-4.68% ($-1464.32)	True	$1.63	12/09/25 13:54	12/09/25 15:11	1.3h
5983694	BHAT	Buy	$1.80	$1.65	17388	-8.33% ($-2608.20)	False	$1.67	12/09/25 13:38	12/09/25 13:46	8m
5983687	BHAT	Buy	$1.91	$1.80	16387	-5.76% ($-1802.57)	True	$1.83	12/09/25 13:30	12/09/25 13:37	7m
5983564	GIBO	Buy	$2.85	$2.38	10982	-16.49% ($-5160.44)	True	$2.41	09/09/25 13:41	09/09/25 15:45	2.1h
5983568	WOLF	Buy	$1.90	$1.80	16473	-5.26% ($-1647.30)	False	$1.81	09/09/25 13:52	09/09/25 13:56	4m
5983560	GIBO	Buy	$3.45	$2.88	9072	-16.52% ($-5171.04)	True	$3.07	09/09/25 13:30	09/09/25 13:36	6m
5983561	WOLF	Buy	$1.91	$1.85	16426	-2.91% ($-911.64)	False	$1.85	09/09/25 13:30	09/09/25 13:33	3m
5983709	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
5983712	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
5984132	IQ	Buy	$2.35	$2.31	13319	-1.7% ($-532.76)	False	$2.32	18/08/25 14:46	18/08/25 17:51	3.1h
5984126	IQ	Buy	$2.41	$2.35	13014	-2.49% ($-780.84)	False	$2.36	18/08/25 14:06	18/08/25 14:45	39m
5983570	WULF	Buy	$7.52	$7.32	4164	-2.67% ($-835.30)	True	$7.32	14/08/25 14:02	14/08/25 14:07	5m
5983573	TLRY	Buy	$1.00	$0.97	31375	-3.27% ($-1022.83)	True	$0.97	12/08/25 14:34	12/08/25 17:59	3.4h
5983577	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
5983783	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
5983759	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
5983760	ADAP	Buy	$0.32	$0.33	97843	3.88% ($1213.25)	True	$0.31	24/07/25 14:27	24/07/25 20:00	5.6h
5983344	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
5983354	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
5983363	IXHL	Buy	$0.29	$0.36	107338	23.42% ($7331.19)	True	$0.26	15/07/25 14:21	15/07/25 20:00	5.7h
5983766	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
5983775	CAN	Buy	$0.95	$0.91	32992	-3.97% ($-1243.80)	False	$0.91	14/07/25 14:31	14/07/25 14:38	7m
5983825	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
5983816	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
5983959	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
5983941	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
5983892	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
5983876	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
5983847	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
5983602	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
5984209	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
5983598	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
5983595	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
5983590	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
5983585	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
5984219	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
5984217	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
5983844	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
5983835	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
5983826	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
5983815	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
5983821	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
5983398	GNLN	Buy	$0.01	$0.01	2389312	-10.69% ($-3345.04)	True	$0.01	12/06/25 13:44	12/06/25 15:24	1.7h
5983812	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
5983389	GNLN	Buy	$0.01	$0.01	2173611	-6.25% ($-1956.25)	True	$0.01	12/06/25 13:30	12/06/25 13:43	13m
5983409	IXHL	Buy	$0.21	$0.21	151941	1.65% ($516.60)	True	$0.20	10/06/25 14:13	10/06/25 20:00	5.8h
5983616	APLD	Buy	$9.90	$10.06	3161	1.62% ($506.08)	True	$9.65	02/06/25 15:00	02/06/25 20:00	5h
5983603	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
5983601	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
5984246	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
5984079	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
5983931	ADAP	Buy	$0.28	$0.27	112428	-3.84% ($-1202.98)	True	$0.27	13/05/25 14:02	13/05/25 19:19	5.3h
5983920	ADAP	Buy	$0.28	$0.27	110561	-4.03% ($-1260.40)	False	$0.27	13/05/25 13:36	13/05/25 14:01	25m
5983906	ADAP	Buy	$0.30	$0.28	102994	-7.04% ($-2204.07)	False	$0.29	13/05/25 13:30	13/05/25 13:35	5m
5983438	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
5983434	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
5983627	GIBO	Buy	$20.58	$18.68	1520	-9.23% ($-2888.00)	True	$18.71	05/05/25 14:43	05/05/25 15:15	32m
5983624	GIBO	Buy	$21.90	$19.13	1429	-12.64% ($-3956.62)	True	$19.39	05/05/25 14:31	05/05/25 14:41	10m
5983880	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
5983939	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
5983928	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
5983953	SUNE	Buy	$0.39	$0.35	80962	-9.36% ($-2930.82)	False	$0.35	07/04/25 14:20	07/04/25 14:40	20m
5983909	SUNE	Buy	$0.42	$0.37	75240	-12.24% ($-3829.72)	False	$0.37	07/04/25 14:12	07/04/25 14:19	7m
5983895	SUNE	Buy	$0.44	$0.39	71542	-10.61% ($-3319.55)	True	$0.40	07/04/25 13:30	07/04/25 14:04	34m

Strategy DSL [bfda4] CreativeExit_RegimeShift_MomentumDecay_031848 | EXIT Opt: Chandelier_MomentumDecay_BarsSinceHigh

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: 
  (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 8) - 2.8 * ATR(sym,1d, 14))) AND (BARS_SINCE_HIGH(HIGH(sym,1d), 8) > 5) AND (MOMENTUM_QUALITY(CLOSE(sym,1d), 5) < 25)
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: 
  (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 8) - 2.8 * ATR(sym,1d, 14))) AND (BARS_SINCE_HIGH(HIGH(sym,1d), 8) > 5) AND (MOMENTUM_QUALITY(CLOSE(sym,1d), 5) < 25)
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk