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

20

Total P&L

$3299.80

Notional: $625937.86

Total Return

0.53%

Weighted by notional

Win Rate

30%

6 W / 14 L

CouldWin Rate

70%

14 could / 20 total

Avg P&L

$164.99

Avg Return: 0.53%

Best Win

$5210.53

Largest Loss

$-2464.50

Trade Details 20 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
6033029	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
6032916	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
6032921	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
6032926	CRON	Buy	$2.43	$2.41	12881	-0.82% ($-256.33)	True	$2.41	11/08/25 14:54	11/08/25 14:57	3m
6033024	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
6033028	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
6033026	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
6033025	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
6032925	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
6032941	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
6033035	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
6032944	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
6032942	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
6032935	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
6032933	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
6032946	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
6032974	SPCE	Buy	$4.10	$4.75	7630	15.81% ($4949.58)	True	$3.93	16/05/25 13:47	16/05/25 20:00	6.2h
6032985	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
6032981	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
6032976	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_trend_strength_chandelier_023822

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) > 30) AND (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 22) - 2.8 * ATR(sym,1d, 14))) AND (ATR_RATIO(sym,1d, 5, 21) < 1.2)
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) > 30) AND (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 22) - 2.8 * ATR(sym,1d, 14))) AND (ATR_RATIO(sym,1d, 5, 21) < 1.2)
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk