Backtest Results

Job Notes

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Symbols 2

JOBY, LCID

Performance Summary

Total Trades

7

Total P&L

$2505.58

Notional: $219092.52

Total Return

1.14%

Weighted by notional

Win Rate

57.1%

4 W / 3 L

CouldWin Rate

100%

7 could / 7 total

Avg P&L

$357.94

Avg Return: 1.14%

Best Win

$2094.79

Largest Loss

$-422.96

Trade Details 7 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
6012649	LCID	Buy	$2.92	$3.11	10737	6.69% ($2094.79)	True	$2.84	17/07/25 14:33	17/07/25 20:00	5.5h
6012648	LCID	Buy	$2.89	$2.89	10833	-0.15% ($-46.58)	True	$2.81	17/07/25 14:31	17/07/25 14:32	1m
6012647	LCID	Buy	$2.86	$2.88	10944	0.52% ($164.16)	True	$2.77	17/07/25 14:29	17/07/25 14:30	1m
6012646	LCID	Buy	$2.93	$2.91	10682	-0.67% ($-209.37)	True	$2.85	17/07/25 14:27	17/07/25 14:28	1m
6012645	LCID	Buy	$2.89	$2.90	10830	0.34% ($107.22)	True	$2.81	17/07/25 14:25	17/07/25 14:26	1m
6012644	LCID	Buy	$2.96	$2.92	10574	-1.35% ($-422.96)	True	$2.83	17/07/25 13:58	17/07/25 14:24	26m
6012651	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

Strategy DSL [bfda4] [bfda4] [bfda4] [bfda4] [bfda4] [bfda4] [bfda4] [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_

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: 
  (ADX(sym,1d,14) > 30) AND (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 15) - 3.5 * ATR(sym,1d,14))) OR ((ADX(sym,1d,14) <= 30) AND (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 10) - 2.0 * ATR(sym,1d,14))))
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: 
  (ADX(sym,1d,14) > 30) AND (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 15) - 3.5 * ATR(sym,1d,14))) OR ((ADX(sym,1d,14) <= 30) AND (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 10) - 2.0 * ATR(sym,1d,14))))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk