Backtest Results

Job Notes

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Symbols 12

APLD, QBTS, NCNA, AGMH, QS, BTOG, PLRZ, ADAP, GIBO, HCTI, TLRY, STSS

Performance Summary

Total Trades

45

Total P&L

$-46749.10

Notional: $1408434.70

Total Return

-3.32%

Weighted by notional

Win Rate

20%

9 W / 36 L

CouldWin Rate

82.2%

37 could / 45 total

Avg P&L

$-1038.87

Avg Return: -3.32%

Best Win

$12153.70

Largest Loss

$-5832.60

Trade Details 45 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
6004860	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
6004869	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
6004861	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
6004877	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
6004873	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
6004887	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
6004857	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
6004871	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
6004886	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
6004896	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
6004894	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
6004892	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
6004891	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
6004923	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
6004925	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
6004988	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
6004984	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
6004980	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
6005003	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
6004998	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
6004953	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
6005028	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
6005022	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
6005071	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
6005055	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
6005046	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
6005035	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
6005020	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
6005155	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
6005154	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
6005128	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
6005120	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
6005002	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
6004999	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
6005150	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
6005166	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
6005156	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
6005141	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
6005175	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
6005174	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
6005113	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
6005108	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
6005079	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
6005117	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
6005111	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

Strategy DSL [bfda4] CreativeExit_VolExpansion_Chandelier_Break_213551 | EXIT Opt: VolContraction_TrendDecay_MomentumDegrade

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: 
  (ATR_RATIO(sym,1d,5,21) < 0.7) AND (TREND_STRENGTH(CLOSE(sym,1d),8,21) < 35) AND (MOMENTUM_QUALITY(CLOSE(sym,1d),8) < 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: 
  (ATR_RATIO(sym,1d,5,21) < 0.7) AND (TREND_STRENGTH(CLOSE(sym,1d),8,21) < 35) AND (MOMENTUM_QUALITY(CLOSE(sym,1d),8) < 25)
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk