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
5995940	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
5995939	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
5995931	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
5995540	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
5995563	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
5995552	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
5995558	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
5995328	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
5995549	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
5995327	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
5995326	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
5995142	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
5995140	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
5995141	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
5995334	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
5995143	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
5995580	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
5995170	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
5995183	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
5995176	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
5995564	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
5995554	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
5995547	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
5995368	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
5995361	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
5995363	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
5995356	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
5995575	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
5995573	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
5995964	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
5995962	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
5995383	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
5995373	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
5995395	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
5995639	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
5995627	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
5995641	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
5995199	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
5995228	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
5995206	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
5995631	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
5995640	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
5995676	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
5995667	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
5995740	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
5995726	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
5995718	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
5995713	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
5995694	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
5995424	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
5995986	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
5995418	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
5995414	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
5995412	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
5995406	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
5995989	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
5995988	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
5995727	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
5995702	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
5995687	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
5995673	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
5995716	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
5995234	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
5995705	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
5995227	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
5995239	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
5995460	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
5995438	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
5995433	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
5996012	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
5995933	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
5995806	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
5995774	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
5995760	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
5995275	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
5995263	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
5995479	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
5995466	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
5995775	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
5995792	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
5995764	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
5995778	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
5995761	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
5995752	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_crossover-ind-mix_053805 | EXIT Opt: Volatility_Adaptive_Trailing_Bars

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), 20) - (2.0 * (VOL_PERCENTILE(sym,1d, 14, 50) / 50.0 + 1.5) * ATR(sym,1d, 14)))) AND (BARS_SINCE_HIGH(HIGH(sym,1d), 15) > 7)
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), 20) - (2.0 * (VOL_PERCENTILE(sym,1d, 14, 50) / 50.0 + 1.5) * ATR(sym,1d, 14)))) AND (BARS_SINCE_HIGH(HIGH(sym,1d), 15) > 7)
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk