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

27

Total P&L

$3907.41

Notional: $845032.58
Total Return

0.46%

Weighted by notional
Win Rate

33.3%

9 W / 18 L
CouldWin Rate

77.8%

21 could / 27 total
Avg P&L

$144.72

Avg Return: 0.46%
Best Win

$5362.36

Largest Loss

$-2464.50

Trade Details 27 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5984499 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
5984399 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
5984390 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
5984408 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
5984406 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
5984405 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
5984485 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
5984511 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
5984510 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
5984509 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
5984422 LCID Buy $2.92 $3.11 10737 6.69% ($2094.79) True $2.84 17/07/25 14:33 17/07/25 20:00 5.5h
5984396 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
5984420 LCID Buy $2.89 $2.89 10833 -0.15% ($-46.58) True $2.81 17/07/25 14:31 17/07/25 14:32 1m
5984419 LCID Buy $2.86 $2.88 10944 0.52% ($164.16) True $2.77 17/07/25 14:29 17/07/25 14:30 1m
5984418 LCID Buy $2.93 $2.91 10682 -0.67% ($-209.37) True $2.85 17/07/25 14:27 17/07/25 14:28 1m
5984414 LCID Buy $2.89 $2.90 10830 0.34% ($107.22) True $2.81 17/07/25 14:25 17/07/25 14:26 1m
5984412 LCID Buy $2.96 $2.92 10574 -1.35% ($-422.96) True $2.83 17/07/25 13:58 17/07/25 14:24 26m
5984519 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
5984424 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
5984423 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
5984417 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
5984415 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
5984451 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
5984411 SPCE Buy $4.10 $4.81 7630 17.13% ($5362.36) True $3.93 16/05/25 13:47 16/05/25 19:47 6h
5984498 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
5984497 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
5984470 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 [bfda4] CreativeExit_RegimeShift_MomentumDecay_031848 | EXIT Opt: adaptive_decay_chandelier
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), 15) - (ATR(sym, 1d, 7) * (2.5 - (0.01 * BARS_SINCE_HIGH(HIGH(sym, 1d), 15)))))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk