Backtest Results

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

62

Total P&L

$6193.07

Notional: $1940492.57

Total Return

0.32%

Weighted by notional

Win Rate

37.1%

23 W / 39 L

CouldWin Rate

80.6%

50 could / 62 total

Avg P&L

$99.89

Avg Return: 0.32%

Best Win

$9024.76

Largest Loss

$-2244.51

Trade Details 62 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
6017642	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
6017349	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
6017376	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
6017436	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
6017433	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
6017432	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
6017659	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
6017638	LPSN	Buy	$1.19	$1.19	26322	-0.05% ($-15.79)	True	$1.13	06/08/25 15:00	06/08/25 15:01	1m
6017637	LPSN	Buy	$1.22	$1.20	25655	-1.26% ($-395.09)	False	$1.18	06/08/25 14:44	06/08/25 14:57	13m
6017635	LPSN	Buy	$1.23	$1.21	25447	-1.54% ($-480.95)	False	$1.18	06/08/25 14:38	06/08/25 14:43	5m
6017634	LPSN	Buy	$1.22	$1.22	25697	0.17% ($53.96)	True	$1.16	06/08/25 14:36	06/08/25 14:37	1m
6017633	LPSN	Buy	$1.22	$1.21	25655	-0.82% ($-256.55)	False	$1.16	06/08/25 14:33	06/08/25 14:35	2m
6017632	LPSN	Buy	$1.22	$1.22	25672	-0.34% ($-107.82)	False	$1.15	06/08/25 14:31	06/08/25 14:32	1m
6017631	LPSN	Buy	$1.24	$1.20	25344	-2.8% ($-876.90)	False	$1.16	06/08/25 14:26	06/08/25 14:30	4m
6017630	LPSN	Buy	$1.25	$1.21	25070	-3.48% ($-1090.55)	False	$1.19	06/08/25 14:15	06/08/25 14:25	10m
6017629	LPSN	Buy	$1.20	$1.22	26192	2.09% ($654.80)	True	$1.14	06/08/25 14:12	06/08/25 14:14	2m
6017628	LPSN	Buy	$1.21	$1.21	25859	-0.03% ($-10.34)	True	$1.15	06/08/25 14:10	06/08/25 14:11	1m
6017627	LPSN	Buy	$1.21	$1.19	25842	-1.75% ($-547.85)	True	$1.15	06/08/25 14:08	06/08/25 14:09	1m
6017626	LPSN	Buy	$1.22	$1.22	25655	-0.41% ($-128.28)	True	$1.16	06/08/25 14:06	06/08/25 14:07	1m
6017625	LPSN	Buy	$1.24	$1.22	25243	-1.6% ($-502.34)	True	$1.20	06/08/25 14:00	06/08/25 14:05	5m
6017624	LPSN	Buy	$1.23	$1.22	25540	-0.45% ($-140.47)	True	$1.17	06/08/25 13:58	06/08/25 13:59	1m
6017623	LPSN	Buy	$1.19	$1.20	26306	0.86% ($268.32)	True	$1.13	06/08/25 13:56	06/08/25 13:57	1m
6017622	LPSN	Buy	$1.19	$1.18	26324	-0.85% ($-265.87)	True	$1.11	06/08/25 13:53	06/08/25 13:54	1m
6017621	LPSN	Buy	$1.19	$1.18	26302	-1.26% ($-394.53)	True	$1.10	06/08/25 13:50	06/08/25 13:51	1m
6017620	LPSN	Buy	$1.21	$1.21	25975	0.41% ($129.88)	True	$1.10	06/08/25 13:47	06/08/25 13:48	1m
6017619	LPSN	Buy	$1.27	$1.21	24645	-4.72% ($-1478.70)	True	$1.17	06/08/25 13:33	06/08/25 13:46	13m
6017618	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
6017494	LCID	Buy	$3.02	$3.11	10375	3.1% ($970.06)	True	$2.96	17/07/25 14:52	17/07/25 20:00	5.1h
6017464	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
6017493	LCID	Buy	$3.00	$3.02	10450	0.67% ($209.00)	True	$2.94	17/07/25 14:50	17/07/25 14:51	1m
6017492	LCID	Buy	$2.97	$2.98	10556	0.34% ($105.56)	True	$2.91	17/07/25 14:48	17/07/25 14:49	1m
6017491	LCID	Buy	$2.99	$2.96	10479	-0.89% ($-279.79)	True	$2.93	17/07/25 14:46	17/07/25 14:47	1m
6017485	LCID	Buy	$3.01	$3.00	10400	-0.32% ($-98.80)	True	$2.94	17/07/25 14:42	17/07/25 14:43	1m
6017484	LCID	Buy	$3.00	$3.02	10433	0.66% ($207.62)	True	$2.93	17/07/25 14:40	17/07/25 14:41	1m
6017483	LCID	Buy	$2.98	$2.98	10503	-0.17% ($-52.52)	True	$2.91	17/07/25 14:38	17/07/25 14:39	1m
6017482	LCID	Buy	$2.99	$2.96	10485	-0.84% ($-262.13)	True	$2.91	17/07/25 14:36	17/07/25 14:37	1m
6017481	LCID	Buy	$2.93	$2.97	10680	1.52% ($474.19)	True	$2.86	17/07/25 14:34	17/07/25 14:35	1m
6017480	LCID	Buy	$2.89	$2.92	10849	1.04% ($326.55)	True	$2.81	17/07/25 14:32	17/07/25 14:33	1m
6017479	LCID	Buy	$2.88	$2.89	10886	0.5% ($155.67)	True	$2.79	17/07/25 14:30	17/07/25 14:31	1m
6017478	LCID	Buy	$2.91	$2.86	10754	-1.73% ($-542.00)	True	$2.83	17/07/25 14:28	17/07/25 14:29	1m
6017477	LCID	Buy	$2.90	$2.93	10793	1.03% ($323.79)	True	$2.82	17/07/25 14:26	17/07/25 14:27	1m
6017476	LCID	Buy	$2.92	$2.89	10719	-1.02% ($-320.50)	True	$2.84	17/07/25 14:24	17/07/25 14:25	1m
6017475	LCID	Buy	$3.00	$2.95	10450	-1.52% ($-476.52)	True	$2.92	17/07/25 14:22	17/07/25 14:23	1m
6017474	LCID	Buy	$2.96	$2.98	10591	0.85% ($265.83)	True	$2.88	17/07/25 14:20	17/07/25 14:21	1m
6017473	LCID	Buy	$2.98	$2.97	10521	-0.34% ($-105.21)	True	$2.90	17/07/25 14:18	17/07/25 14:19	1m
6017472	LCID	Buy	$2.96	$3.02	10574	2.03% ($634.44)	True	$2.89	17/07/25 14:16	17/07/25 14:17	1m
6017471	LCID	Buy	$2.99	$3.00	10485	0.38% ($119.53)	True	$2.91	17/07/25 14:14	17/07/25 14:15	1m
6017470	LCID	Buy	$2.99	$2.98	10468	-0.33% ($-104.68)	True	$2.91	17/07/25 14:12	17/07/25 14:13	1m
6017469	LCID	Buy	$3.01	$3.00	10398	-0.49% ($-152.85)	True	$2.92	17/07/25 14:10	17/07/25 14:11	1m
6017467	LCID	Buy	$3.06	$3.02	10228	-1.3% ($-407.07)	True	$2.97	17/07/25 14:08	17/07/25 14:09	1m
6017466	LCID	Buy	$3.03	$3.04	10330	0.31% ($97.10)	True	$2.92	17/07/25 14:00	17/07/25 14:07	7m
6017465	LCID	Buy	$2.96	$2.99	10574	0.84% ($264.35)	True	$2.83	17/07/25 13:58	17/07/25 13:59	1m
6017643	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
6017461	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
6017460	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
6017459	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
6017458	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
6017527	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
6017506	SPCE	Buy	$4.10	$5.29	7630	28.83% ($9024.76)	True	$3.93	16/05/25 13:47	16/05/25 19:15	5.5h
6017615	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
6017614	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
6017532	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_regime_adaptive_atr_chandelier_182627

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), 20) - 3.0 * ATR(sym,1d,14))) OR (ADX(sym,1d,14) < 20) AND (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 10) - 1.5 * 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) > 25) AND (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 20) - 3.0 * ATR(sym,1d,14))) OR (ADX(sym,1d,14) < 20) AND (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 10) - 1.5 * 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