Backtest Results
Test ID: EXO-EXO-EXO-
Job Notes
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Symbols
3
JOBY, LAC, LCID
Performance Summary
Total Trades
19
Total P&L
$4983.56
Notional: $594615.33Total Return
0.84%
Weighted by notionalWin Rate
47.4%
9 W / 10 LCouldWin Rate
78.9%
15 could / 19 totalAvg P&L
$262.29
Avg Return: 0.84%Best Win
$3871.71
Largest Loss
$-357.46
Trade Details
19 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 6009687 | LAC | Buy | $5.30 | $5.95 | 5911 | 12.37% ($3871.71) | True | $5.13 | 24/09/25 13:32 | 24/09/25 20:00 | 6.5h |
| 6009690 | 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 |
| 6009711 | JOBY | Buy | $8.64 | $8.65 | 3624 | 0.12% ($36.24) | True | $8.54 | 28/05/25 14:48 | 28/05/25 16:04 | 1.3h |
| 6009710 | JOBY | Buy | $8.65 | $8.55 | 3618 | -1.14% ($-357.46) | False | $8.56 | 28/05/25 14:46 | 28/05/25 14:46 | 0m |
| 6009709 | JOBY | Buy | $8.57 | $8.56 | 3652 | -0.12% ($-36.15) | True | $8.48 | 28/05/25 14:44 | 28/05/25 14:45 | 1m |
| 6009708 | JOBY | Buy | $8.60 | $8.58 | 3639 | -0.23% ($-71.69) | True | $8.50 | 28/05/25 14:42 | 28/05/25 14:43 | 1m |
| 6009706 | JOBY | Buy | $8.56 | $8.60 | 3656 | 0.47% ($146.24) | True | $8.46 | 28/05/25 14:40 | 28/05/25 14:41 | 1m |
| 6009705 | JOBY | Buy | $8.59 | $8.58 | 3643 | -0.17% ($-54.28) | True | $8.49 | 28/05/25 14:38 | 28/05/25 14:39 | 1m |
| 6009704 | JOBY | Buy | $8.65 | $8.61 | 3618 | -0.45% ($-141.10) | False | $8.55 | 28/05/25 14:36 | 28/05/25 14:37 | 1m |
| 6009703 | JOBY | Buy | $8.62 | $8.65 | 3631 | 0.34% ($106.39) | True | $8.52 | 28/05/25 14:34 | 28/05/25 14:35 | 1m |
| 6009702 | JOBY | Buy | $8.64 | $8.64 | 3624 | 0.06% ($17.76) | True | $8.53 | 28/05/25 14:32 | 28/05/25 14:33 | 1m |
| 6009701 | JOBY | Buy | $8.52 | $8.61 | 3671 | 0.94% ($294.41) | True | $8.42 | 28/05/25 14:30 | 28/05/25 14:31 | 1m |
| 6009700 | JOBY | Buy | $8.57 | $8.53 | 3652 | -0.53% ($-164.34) | True | $8.46 | 28/05/25 14:28 | 28/05/25 14:29 | 1m |
| 6009699 | JOBY | Buy | $8.56 | $8.55 | 3656 | -0.12% ($-36.56) | True | $8.45 | 28/05/25 14:26 | 28/05/25 14:27 | 1m |
| 6009698 | JOBY | Buy | $8.57 | $8.58 | 3652 | 0.11% ($35.42) | True | $8.44 | 28/05/25 14:24 | 28/05/25 14:25 | 1m |
| 6009697 | JOBY | Buy | $8.63 | $8.59 | 3628 | -0.42% ($-131.33) | True | $8.50 | 28/05/25 14:22 | 28/05/25 14:23 | 1m |
| 6009696 | JOBY | Buy | $8.65 | $8.64 | 3620 | -0.06% ($-18.10) | False | $8.51 | 28/05/25 14:20 | 28/05/25 14:21 | 1m |
| 6009695 | JOBY | Buy | $8.67 | $8.62 | 3610 | -0.63% ($-198.55) | False | $8.53 | 28/05/25 14:18 | 28/05/25 14:19 | 1m |
| 6009693 | JOBY | Buy | $8.61 | $8.63 | 3637 | 0.31% ($96.74) | True | $8.47 | 28/05/25 14:16 | 28/05/25 14:17 | 1m |
Strategy DSL
[bfda4] [bfda4] [bfda4] [bfda4] [bfda4] CreativeExit_profit_to_dd_ratio_decay_210008 | EXIT Opt: vol_expansion_momentum_exhaustion | EXIT Opt: profit_dd_ratio_pullback | EXIT Opt: weak_trend_momentum_break | EXIT Opt: volatility_shock_breakdown | EXIT Opt:
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:
((MOMENTUM_QUALITY(CLOSE(sym,1d), 8) < 25) AND (ADX(sym,1d, 14) > 25)) OR ((VOL_PERCENTILE(sym,1d, 14, 50) > 85) AND (RETURN(CLOSE(sym,1d), 3) < 0))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk