Backtest Results

Job Notes

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Symbols 12

TLRY, APLD, QUBT, JOBY, LCID, NCNA, WULF, QBTS, STSS, INTC, AGMH, PLRZ

Performance Summary

Total Trades

24

Total P&L

$-5820.85

Notional: $751137.54

Total Return

-0.77%

Weighted by notional

Win Rate

33.3%

8 W / 16 L

CouldWin Rate

87.5%

21 could / 24 total

Avg P&L

$-242.54

Avg Return: -0.77%

Best Win

$12153.70

Largest Loss

$-5832.60

Trade Details 24 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
6015261	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
6015264	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
6015262	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
6015282	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
6015277	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
6015302	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
6015310	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
6015309	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
6015341	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
6015338	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
6015369	WULF	Buy	$7.52	$7.32	4164	-2.67% ($-835.30)	True	$7.32	14/08/25 14:02	14/08/25 14:07	5m
6015467	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
6015612	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
6015397	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
6015504	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
6015500	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
6015661	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
6015728	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
6015709	QUBT	Buy	$12.15	$12.87	2576	5.93% ($1854.46)	True	$11.90	16/05/25 14:48	16/05/25 20:00	5.2h
6015731	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
6015729	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
6015650	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
6015601	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
6015559	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-logic-invert_143215 | EXIT Opt: VolatilityScaledChandelier_RecentPeakTimeout

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: 
  (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 5) - (1.5 + (VOL_PERCENTILE(sym,1d, 14, 50) / 100.0)) * ATR(sym,1d, 14))) AND (BARS_SINCE_HIGH(HIGH(sym,1d), 10) > 3)
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: 
  (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 5) - (1.5 + (VOL_PERCENTILE(sym,1d, 14, 50) / 100.0)) * ATR(sym,1d, 14))) AND (BARS_SINCE_HIGH(HIGH(sym,1d), 10) > 3)
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk