Backtest Results

Test ID: EXO-EXO-EXO-
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Job Notes

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Symbols 12

CYN, HCTI, BTOG, GIBO, GNLN, AMD, BURU, IXHL, QS, IQ, ADAP, SUNE

Performance Summary

Total Trades

53

Total P&L

$-84901.87

Notional: $1658784.99
Total Return

-5.12%

Weighted by notional
Win Rate

11.3%

6 W / 47 L
CouldWin Rate

69.8%

37 could / 53 total
Avg P&L

$-1601.92

Avg Return: -5.12%
Best Win

$9244.03

Largest Loss

$-5786.55

Trade Details 53 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
6015332 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
6015329 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
6015327 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
6015321 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
6015311 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
6015324 AMD Buy $207.11 $203.18 151 -1.9% ($-593.43) False $204.13 06/10/25 14:13 06/10/25 19:55 5.7h
6015335 BURU Buy $0.24 $0.22 132290 -6.26% ($-1957.89) True $0.22 03/10/25 14:41 03/10/25 18:24 3.7h
6015328 BURU Buy $0.25 $0.23 123911 -8.99% ($-2812.78) True $0.23 03/10/25 14:14 03/10/25 14:40 26m
6015303 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
6015299 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
6015300 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
6015305 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
6015345 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
6015339 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
6015553 IQ Buy $2.35 $2.31 13319 -1.7% ($-532.76) False $2.32 18/08/25 14:46 18/08/25 17:51 3.1h
6015552 IQ Buy $2.41 $2.35 13014 -2.49% ($-780.84) False $2.36 18/08/25 14:06 18/08/25 14:45 39m
6015511 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
6015490 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
6015625 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
6015510 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
6015655 IXHL Buy $0.29 $0.36 107338 23.42% ($7331.19) True $0.26 15/07/25 14:21 15/07/25 20:00 5.7h
6015683 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
6015671 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
6015699 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
6015694 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
6015692 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
6015687 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
6015673 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
6015654 BURU Buy $0.34 $0.32 92330 -4.75% ($-1486.51) True $0.32 27/06/25 14:27 27/06/25 18:16 3.8h
6015622 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
6015653 BURU Buy $0.37 $0.35 84617 -4.38% ($-1370.80) False $0.36 27/06/25 14:21 27/06/25 14:26 5m
6015652 BURU Buy $0.39 $0.37 80670 -5.77% ($-1807.01) True $0.37 27/06/25 13:59 27/06/25 14:18 19m
6015640 BURU Buy $0.44 $0.36 71937 -17.26% ($-5402.47) True $0.39 27/06/25 13:33 27/06/25 13:39 6m
6015638 BURU Buy $0.48 $0.43 64978 -10.01% ($-3131.94) False $0.44 27/06/25 13:30 27/06/25 13:31 1m
6015624 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
6015618 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
6015695 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
6015689 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
6015686 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
6015670 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
6015614 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
6015577 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
6015705 IXHL Buy $0.21 $0.21 151941 1.65% ($516.60) True $0.20 10/06/25 14:13 10/06/25 20:00 5.8h
6015717 BURU Buy $0.39 $0.38 79260 -4.48% ($-1402.90) True $0.34 30/05/25 13:43 30/05/25 20:00 6.3h
6015710 BURU Buy $0.42 $0.39 75186 -6.61% ($-2067.62) True $0.39 30/05/25 13:30 30/05/25 13:31 1m
6015716 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
6015714 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
6015707 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
6015701 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
6015697 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
6015718 SUNE Buy $0.39 $0.35 80962 -9.36% ($-2930.82) False $0.35 07/04/25 14:20 07/04/25 14:40 20m
6015715 SUNE Buy $0.42 $0.37 75240 -12.24% ($-3829.72) False $0.37 07/04/25 14:12 07/04/25 14:19 7m
6015708 SUNE Buy $0.44 $0.39 71542 -10.61% ($-3319.55) True $0.40 07/04/25 13:30 07/04/25 14:04 34m
Strategy DSL [bfda4] CreativeExit_crossover-logic-invert_143215 | EXIT Opt: VolRegimeShift_MomDecay
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: 
  (ATR_RATIO(sym,1d, 5, 20) > 2.0) AND (VOL_PERCENTILE(sym,1d, 14, 50) > 80) AND (MOMENTUM_QUALITY(CLOSE(sym,1d), 10) < 30)
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk