Backtest Results

Test ID: EXO-EXO-EXO-
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Job Notes

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Symbols 46

AMC, GME, PLTR, COIN, HOOD, RIOT, RGTI, IONQ, ACHR, SOFI, MARA, LAC, CRON, OKLO, ASTS, QBTS, SMCI, HIMS, OKTA, SPCE, PLUG, QS, NIO, LCID, JOBY, RKLB, MVIS, GSAT, NNDM, BB, AMCX, SOUN, BODI, LPSN, PCH, GDEV, OI, SDRL, HP, KLIC, TX, MSGE, AHT, NVDA, AMD, COKE

Performance Summary

Total Trades

27

Total P&L

$5843.91

Notional: $845032.58
Total Return

0.69%

Weighted by notional
Win Rate

33.3%

9 W / 18 L
CouldWin Rate

77.8%

21 could / 27 total
Avg P&L

$216.44

Avg Return: 0.69%
Best Win

$7298.86

Largest Loss

$-2464.50

Trade Details 27 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
6017414 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
6017187 CRON Buy $3.00 $2.97 10433 -1.17% ($-365.16) True $2.97 29/09/25 14:17 29/09/25 15:56 1.7h
6017194 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
6017239 CRON Buy $2.41 $2.42 12987 0.21% ($64.94) True $2.39 11/08/25 15:00 11/08/25 15:01 1m
6017237 CRON Buy $2.43 $2.42 12885 -0.58% ($-181.68) True $2.41 11/08/25 14:56 11/08/25 14:57 1m
6017236 CRON Buy $2.43 $2.43 12881 -0.14% ($-43.80) True $2.41 11/08/25 14:54 11/08/25 14:55 1m
6017410 SOUN Buy $14.18 $14.02 2206 -1.16% ($-362.89) False $14.02 08/08/25 14:53 08/08/25 15:04 11m
6017423 LPSN Buy $1.19 $1.11 26322 -6.64% ($-2079.44) True $1.13 06/08/25 15:00 06/08/25 16:06 1.1h
6017422 LPSN Buy $1.27 $1.17 24645 -7.87% ($-2464.50) True $1.17 06/08/25 13:33 06/08/25 13:49 16m
6017421 LPSN Buy $1.41 $1.31 22179 -7.17% ($-2244.51) False $1.33 06/08/25 13:30 06/08/25 13:31 1m
6017254 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
6017265 SPCE Buy $3.81 $3.64 8215 -4.46% ($-1396.55) False $3.65 17/07/25 14:01 17/07/25 17:43 3.7h
6017253 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
6017251 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
6017249 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
6017247 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
6017244 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
6017429 LPSN Buy $0.95 $0.93 32947 -1.72% ($-537.04) False $0.94 26/06/25 14:52 26/06/25 16:16 1.4h
6017315 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
6017314 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
6017313 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
6017312 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
6017401 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
6017309 SPCE Buy $4.10 $5.06 7630 23.32% ($7298.86) True $3.93 16/05/25 13:47 16/05/25 19:31 5.7h
6017417 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
6017416 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
6017323 GME Buy $28.37 $27.70 1103 -2.36% ($-739.01) True $27.71 26/03/25 13:50 26/03/25 13:57 7m
Strategy DSL CreativeExit_crossover-safety_181809
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) > 25) AND (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 22) - 3.5 * ATR(sym,1d,14))) OR (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 15) - (2.5 - 0.5 * (VOL_PERCENTILE(sym,1d,14,50)/100)) * 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