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
6004048	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
6004041	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
6004037	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
6003913	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
6003938	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
6003924	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
6003927	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
6003319	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
6003910	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
6003486	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
6003484	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
6002944	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
6002946	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
6002943	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
6003477	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
6002954	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
6003923	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
6002964	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
6002970	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
6002963	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
6003926	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
6003921	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
6003919	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
6003550	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
6003570	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
6003541	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
6003565	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
6003930	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
6003928	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
6004062	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
6004060	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
6003567	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
6003569	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
6003602	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
6003957	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
6003955	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
6003956	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
6003011	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
6003029	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
6003025	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
6003962	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
6003966	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
6003981	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
6003968	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
6003996	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
6003993	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
6003990	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
6003988	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
6003985	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
6003726	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
6004071	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
6003719	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
6003694	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
6003683	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
6003664	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
6004073	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
6004072	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
6003984	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
6003983	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
6003976	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
6003971	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
6003987	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
6003057	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
6003980	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
6003046	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
6003079	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
6003762	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
6003752	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
6003745	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
6004085	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
6004035	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
6004007	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
6004003	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
6003991	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
6003120	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
6003108	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
6003788	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
6003782	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
6004000	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
6003998	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
6003995	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
6004012	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
6004006	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
6004005	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 CreativeExit_VolExpansion_Chandelier_Break_213551

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), 22) - 3.0 * ATR(sym,1d, 14)) AND (ATR_RATIO(sym,1d, 5, 21) > 1.5) AND (BARS_SINCE_HIGH(HIGH(sym,1d), 10) > 5)
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), 22) - 3.0 * ATR(sym,1d, 14)) AND (ATR_RATIO(sym,1d, 5, 21) > 1.5) AND (BARS_SINCE_HIGH(HIGH(sym,1d), 10) > 5)
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk