Backtest Results

Test ID: EXO-EXO-EXO-
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Job Notes

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Symbols 12

NCNA, CYN, PLRZ, AGMH, QS, ADAP, BTOG, BHAT, GIBO, HCTI, TLRY, STSS

Performance Summary

Total Trades

51

Total P&L

$-71496.00

Notional: $1596193.92
Total Return

-4.48%

Weighted by notional
Win Rate

13.7%

7 W / 44 L
CouldWin Rate

78.4%

40 could / 51 total
Avg P&L

$-1401.88

Avg Return: -4.48%
Best Win

$12153.70

Largest Loss

$-5832.60

Trade Details 51 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
6007555 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
6007541 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
6007534 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
6007515 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
6007546 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
6007537 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
6007518 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
6007513 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
6007516 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
6007514 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
6007550 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
6007540 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
6007566 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
6007552 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
6007564 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
6007563 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
6007547 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
6007557 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
6007544 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
6007587 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
6007583 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
6007616 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
6007631 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
6007626 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
6007609 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
6007598 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
6007594 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
6007651 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
6007649 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
6007658 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
6007654 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
6007653 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
6007652 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
6007650 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
6007629 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
6007632 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
6007627 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
6007682 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
6007681 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
6007680 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
6007679 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
6007617 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
6007615 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
6007674 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
6007672 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
6007668 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
6007648 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
6007647 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
6007646 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
6007659 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
6007657 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_crossover-safety_221322 | EXIT Opt: EarlyStagnation_LowVol
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: 
  BARS_SINCE_HIGH(HIGH(sym,1d), 10) >= 7 AND VOL_PERCENTILE(sym,1d, 14, 50) < 25
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk