Backtest Results

Test ID: EXO-EXO-EXO-
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Job Notes

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Symbols 3

QS, GME, LPSN

Performance Summary

Total Trades

52

Total P&L

$-11239.64

Notional: $1627525.67
Total Return

-0.69%

Weighted by notional
Win Rate

34.6%

18 W / 34 L
CouldWin Rate

59.6%

31 could / 52 total
Avg P&L

$-216.15

Avg Return: -0.69%
Best Win

$1386.58

Largest Loss

$-1455.78

Trade Details 52 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
6032828 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
6032827 LPSN Buy $1.23 $1.20 25445 -2.07% ($-648.85) False $1.18 06/08/25 14:56 06/08/25 14:57 1m
6032826 LPSN Buy $1.24 $1.24 25266 0.1% ($32.85) True $1.19 06/08/25 14:54 06/08/25 14:55 1m
6032825 LPSN Buy $1.24 $1.25 25262 0.48% ($151.57) True $1.19 06/08/25 14:52 06/08/25 14:53 1m
6032824 LPSN Buy $1.26 $1.24 24841 -1.58% ($-494.34) False $1.21 06/08/25 14:50 06/08/25 14:51 1m
6032823 LPSN Buy $1.25 $1.26 25140 1.2% ($377.10) True $1.20 06/08/25 14:48 06/08/25 14:49 1m
6032822 LPSN Buy $1.23 $1.23 25424 -0.11% ($-35.59) False $1.19 06/08/25 14:46 06/08/25 14:47 1m
6032821 LPSN Buy $1.22 $1.24 25655 1.62% ($507.97) True $1.18 06/08/25 14:44 06/08/25 14:45 1m
6032820 LPSN Buy $1.25 $1.21 25140 -2.72% ($-852.25) False $1.20 06/08/25 14:42 06/08/25 14:43 1m
6032818 LPSN Buy $1.23 $1.23 25447 0.09% ($27.99) True $1.18 06/08/25 14:38 06/08/25 14:39 1m
6032816 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
6032815 LPSN Buy $1.24 $1.21 25333 -2.06% ($-645.99) False $1.18 06/08/25 14:34 06/08/25 14:35 1m
6032814 LPSN Buy $1.22 $1.22 25761 0.41% ($128.81) True $1.15 06/08/25 14:32 06/08/25 14:33 1m
6032813 LPSN Buy $1.20 $1.22 26074 1.57% ($490.19) True $1.13 06/08/25 14:30 06/08/25 14:31 1m
6032812 LPSN Buy $1.24 $1.22 25344 -1.12% ($-349.75) False $1.16 06/08/25 14:28 06/08/25 14:29 1m
6032811 LPSN Buy $1.24 $1.24 25344 0.4% ($126.72) True $1.16 06/08/25 14:26 06/08/25 14:27 1m
6032810 LPSN Buy $1.24 $1.21 25329 -2.48% ($-777.60) False $1.17 06/08/25 14:24 06/08/25 14:25 1m
6032809 LPSN Buy $1.25 $1.23 25058 -1.53% ($-478.61) False $1.18 06/08/25 14:22 06/08/25 14:23 1m
6032808 LPSN Buy $1.26 $1.25 24831 -0.9% ($-283.07) False $1.19 06/08/25 14:20 06/08/25 14:21 1m
6032807 LPSN Buy $1.31 $1.27 23893 -3.05% ($-955.72) False $1.25 06/08/25 14:18 06/08/25 14:19 1m
6032805 LPSN Buy $1.29 $1.28 24357 -0.39% ($-121.79) False $1.23 06/08/25 14:16 06/08/25 14:17 1m
6032804 LPSN Buy $1.22 $1.25 25655 2.34% ($731.17) True $1.16 06/08/25 14:14 06/08/25 14:15 1m
6032803 LPSN Buy $1.20 $1.24 26192 3.76% ($1176.02) True $1.14 06/08/25 14:12 06/08/25 14:13 1m
6032802 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
6032801 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
6032800 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
6032799 LPSN Buy $1.25 $1.22 25042 -2.39% ($-748.76) False $1.19 06/08/25 14:04 06/08/25 14:05 1m
6032798 LPSN Buy $1.28 $1.25 24453 -2.34% ($-733.59) False $1.22 06/08/25 14:02 06/08/25 14:03 1m
6032797 LPSN Buy $1.24 $1.27 25243 2.33% ($729.52) True $1.20 06/08/25 14:00 06/08/25 14:01 1m
6032796 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
6032795 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
6032794 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
6032793 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
6032792 LPSN Buy $1.21 $1.18 25867 -2.47% ($-773.42) True $1.11 06/08/25 13:48 06/08/25 13:49 1m
6032791 LPSN Buy $1.21 $1.21 25867 -0.41% ($-129.34) True $1.10 06/08/25 13:46 06/08/25 13:47 1m
6032790 LPSN Buy $1.29 $1.23 24263 -4.65% ($-1455.78) False $1.18 06/08/25 13:44 06/08/25 13:45 1m
6032789 LPSN Buy $1.34 $1.32 23358 -1.49% ($-467.16) False $1.23 06/08/25 13:42 06/08/25 13:43 1m
6032787 LPSN Buy $1.28 $1.24 24414 -3.28% ($-1027.83) False $1.18 06/08/25 13:38 06/08/25 13:39 1m
6032786 LPSN Buy $1.27 $1.29 24645 1.57% ($490.44) True $1.17 06/08/25 13:36 06/08/25 13:37 1m
6032785 LPSN Buy $1.28 $1.30 24453 1.17% ($366.80) True $1.18 06/08/25 13:34 06/08/25 13:35 1m
6032784 LPSN Buy $1.31 $1.27 23891 -3.06% ($-958.03) False $1.21 06/08/25 13:32 06/08/25 13:33 1m
6032781 LPSN Buy $1.41 $1.35 22179 -4.34% ($-1357.35) False $1.33 06/08/25 13:30 06/08/25 13:31 1m
6032834 LPSN Buy $0.96 $0.95 32556 -1.15% ($-361.37) False $0.95 26/06/25 14:56 26/06/25 15:25 29m
6032833 LPSN Buy $0.95 $0.95 32936 0.13% ($39.52) True $0.94 26/06/25 14:54 26/06/25 14:55 1m
6032832 LPSN Buy $0.95 $0.95 32947 -0.06% ($-19.77) False $0.94 26/06/25 14:52 26/06/25 14:53 1m
6032838 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
6032837 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
6032836 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
6032835 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
6032847 GME Buy $27.92 $27.90 1120 -0.08% ($-25.42) True $27.34 26/03/25 14:02 26/03/25 18:18 4.3h
6032846 GME Buy $27.89 $28.03 1122 0.48% ($151.47) True $27.31 26/03/25 13:57 26/03/25 14:01 4m
6032845 GME Buy $28.37 $27.89 1103 -1.69% ($-529.44) True $27.71 26/03/25 13:50 26/03/25 13:56 6m
Strategy DSL [bfda4] [bfda4] [bfda4] [bfda4] [bfda4] [bfda4] CreativeExit_crossover-comp-flip_205123 | EXIT Opt: regime_adaptive_chandelier | EXIT Opt: structure_break_reversal | EXIT Opt: momentum_quality_decay_slowdown | EXIT Opt: strong_trend_high_time_peak_decay |
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), 8) - (3.0 - (MOMENTUM_QUALITY(CLOSE(sym,1d), 5)/100)*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