Backtest Results

Test ID: EXO-EXO-EXO-
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Job Notes

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Symbols 12

APLD, TLRY, LCID, NCNA, QBTS, INTC, PLRZ, BTOG, GNLN, JOBY, AGMH, CYN

Performance Summary

Total Trades

39

Total P&L

$-26631.09

Notional: $1220604.74
Total Return

-2.18%

Weighted by notional
Win Rate

23.1%

9 W / 30 L
CouldWin Rate

76.9%

30 could / 39 total
Avg P&L

$-682.85

Avg Return: -2.18%
Best Win

$12153.70

Largest Loss

$-5832.60

Trade Details 39 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
6008145 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
6008144 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
6008142 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
6008140 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
6008143 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
6008141 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
6008149 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
6008160 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
6008147 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
6008152 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
6008163 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
6008162 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
6008159 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
6008188 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
6008184 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
6008179 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
6008240 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
6008189 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
6008225 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
6008220 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
6008242 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
6008237 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
6008233 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
6008230 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
6008218 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
6008219 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
6008222 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
6008217 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
6008212 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
6008196 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
6008209 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
6008194 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
6008256 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
6008263 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
6008277 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
6008275 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
6008251 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
6008248 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
6008244 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-ind-mix_225207 | EXIT Opt: VolatilityPercentile_PeakDecay_MomQuality
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: 
  (VOL_PERCENTILE(sym,1d,14,50) > 75) AND (BARS_SINCE_HIGH(HIGH(sym,1d), 10) > 5) AND (MOMENTUM_QUALITY(CLOSE(sym,1d), 5) < 30)
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk