Backtest Results

Test ID: EXO-EXO-EXO-
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Job Notes

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Symbols 12

QUBT, APLD, ADAP, GIBO, TLRY, STSS, WULF, BURU, GNLN, CYN, BHAT, SUNE

Performance Summary

Total Trades

62

Total P&L

$-81159.07

Notional: $1940477.66
Total Return

-4.18%

Weighted by notional
Win Rate

22.6%

14 W / 48 L
CouldWin Rate

82.3%

51 could / 62 total
Avg P&L

$-1309.02

Avg Return: -4.18%
Best Win

$1854.46

Largest Loss

$-5402.47

Trade Details 62 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5986711 CYN Buy $5.92 $5.88 5287 -0.68% ($-211.48) True $5.78 14/10/25 14:32 14/10/25 16:39 2.1h
5986710 CYN Buy $5.90 $5.86 5305 -0.68% ($-212.20) True $5.73 14/10/25 14:10 14/10/25 14:31 21m
5986709 CYN Buy $5.88 $5.86 5327 -0.26% ($-79.91) True $5.70 14/10/25 14:08 14/10/25 14:09 1m
5986708 CYN Buy $5.86 $5.88 5341 0.31% ($98.27) True $5.67 14/10/25 14:06 14/10/25 14:07 1m
5986707 CYN Buy $5.81 $5.88 5383 1.14% ($355.28) True $5.56 14/10/25 13:54 14/10/25 14:05 11m
5986706 CYN Buy $5.82 $5.75 5382 -1.08% ($-338.53) True $5.54 14/10/25 13:52 14/10/25 13:53 1m
5986705 CYN Buy $5.78 $5.79 5415 0.17% ($54.15) True $5.48 14/10/25 13:50 14/10/25 13:51 1m
5986703 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
5986702 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
5986718 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
5986717 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
5986727 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
5986725 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
5986704 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
5986726 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
5986719 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
5986716 BHAT Buy $1.71 $1.66 18304 -2.92% ($-915.20) True $1.63 12/09/25 13:54 12/09/25 15:09 1.3h
5986715 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
5986714 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
5986713 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
5986712 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
5986721 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
5986722 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
5986729 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
5986742 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
5986735 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
5986777 BURU Buy $0.35 $0.35 89148 -1.4% ($-436.83) True $0.33 27/06/25 14:33 27/06/25 17:37 3.1h
5986739 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
5986776 BURU Buy $0.34 $0.34 92058 1.24% ($386.64) True $0.32 27/06/25 14:31 27/06/25 14:32 1m
5986775 BURU Buy $0.34 $0.35 90909 0.26% ($81.82) True $0.33 27/06/25 14:29 27/06/25 14:30 1m
5986774 BURU Buy $0.34 $0.34 92330 -0.44% ($-138.50) True $0.32 27/06/25 14:27 27/06/25 14:28 1m
5986773 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
5986772 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
5986771 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
5986770 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
5986738 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
5986737 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
5986724 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
5986723 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
5986779 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
5986782 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
5986781 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
5986766 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
5986759 ADAP Buy $0.27 $0.27 115327 0.29% ($92.26) True $0.27 13/05/25 14:59 13/05/25 15:00 1m
5986758 ADAP Buy $0.27 $0.27 115158 -0.11% ($-34.55) True $0.27 13/05/25 14:57 13/05/25 14:58 1m
5986757 ADAP Buy $0.27 $0.27 115797 0.59% ($185.28) True $0.27 13/05/25 14:55 13/05/25 14:56 1m
5986756 ADAP Buy $0.27 $0.27 115925 0.3% ($92.74) True $0.27 13/05/25 14:52 13/05/25 14:53 1m
5986755 ADAP Buy $0.27 $0.27 113901 -0.8% ($-250.58) True $0.27 13/05/25 14:50 13/05/25 14:51 1m
5986754 ADAP Buy $0.27 $0.27 114067 -0.47% ($-148.29) True $0.27 13/05/25 14:05 13/05/25 14:49 44m
5986753 ADAP Buy $0.28 $0.27 112428 -1.87% ($-584.63) True $0.27 13/05/25 14:02 13/05/25 14:04 2m
5986751 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
5986750 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
5986762 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
5986761 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
5986752 SUNE Buy $0.38 $0.37 82368 -2.53% ($-790.73) False $0.36 07/04/25 14:38 07/04/25 14:39 1m
5986749 SUNE Buy $0.38 $0.38 82368 0.29% ($90.60) True $0.36 07/04/25 14:35 07/04/25 14:37 2m
5986748 SUNE Buy $0.38 $0.38 82130 0.79% ($246.39) True $0.35 07/04/25 14:23 07/04/25 14:34 11m
5986747 SUNE Buy $0.38 $0.38 81467 -1.35% ($-423.63) True $0.35 07/04/25 14:21 07/04/25 14:22 1m
5986746 SUNE Buy $0.37 $0.39 85729 5.89% ($1843.17) True $0.33 07/04/25 14:19 07/04/25 14:20 1m
5986745 SUNE Buy $0.39 $0.38 80649 -3.32% ($-1040.37) False $0.35 07/04/25 14:17 07/04/25 14:18 1m
5986744 SUNE Buy $0.42 $0.38 75240 -7.79% ($-2437.78) False $0.37 07/04/25 14:12 07/04/25 14:16 4m
5986743 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] [bfda4] [bfda4] CreativeExit_RegimeShift_MomentumDecay_031848 | EXIT Opt: Momentum_Degradation_Adaptive_ATR_Exit | EXIT Opt: rsi<40 | EXIT Opt: zscore<0
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: 
  ZSCORE(CLOSE(sym,1d), 20) < 0
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk