Backtest Results
Test ID: EXO-EXO-EXO-
Job Notes
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Symbols
1
QS
Performance Summary
Total Trades
23
Total P&L
$-3739.02
Notional: $719837.61Total Return
-0.52%
Weighted by notionalWin Rate
21.7%
5 W / 18 LCouldWin Rate
56.5%
13 could / 23 totalAvg P&L
$-162.57
Avg Return: -0.52%Best Win
$183.53
Largest Loss
$-782.18
Trade Details
23 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 6033165 | QS | Buy | $5.39 | $5.38 | 5807 | -0.18% ($-57.49) | True | $5.28 | 25/06/25 15:00 | 25/06/25 15:01 | 1m |
| 6033164 | QS | Buy | $5.45 | $5.42 | 5738 | -0.64% ($-199.68) | True | $5.34 | 25/06/25 14:58 | 25/06/25 14:59 | 1m |
| 6033163 | QS | Buy | $5.51 | $5.47 | 5680 | -0.73% ($-227.77) | True | $5.39 | 25/06/25 14:56 | 25/06/25 14:57 | 1m |
| 6033162 | QS | Buy | $5.52 | $5.48 | 5675 | -0.66% ($-207.71) | True | $5.39 | 25/06/25 14:54 | 25/06/25 14:55 | 1m |
| 6033161 | QS | Buy | $5.53 | $5.50 | 5659 | -0.55% ($-170.90) | True | $5.40 | 25/06/25 14:52 | 25/06/25 14:53 | 1m |
| 6033160 | QS | Buy | $5.61 | $5.55 | 5584 | -0.98% ($-306.00) | True | $5.48 | 25/06/25 14:50 | 25/06/25 14:51 | 1m |
| 6033159 | QS | Buy | $5.58 | $5.59 | 5613 | 0.26% ($82.51) | True | $5.45 | 25/06/25 14:48 | 25/06/25 14:49 | 1m |
| 6033158 | QS | Buy | $5.64 | $5.58 | 5554 | -0.98% ($-305.47) | True | $5.51 | 25/06/25 14:46 | 25/06/25 14:47 | 1m |
| 6033157 | QS | Buy | $5.66 | $5.67 | 5534 | 0.27% ($83.01) | True | $5.54 | 25/06/25 14:44 | 25/06/25 14:45 | 1m |
| 6033156 | QS | Buy | $5.70 | $5.69 | 5496 | -0.09% ($-27.48) | False | $5.58 | 25/06/25 14:42 | 25/06/25 14:43 | 1m |
| 6033155 | QS | Buy | $5.82 | $5.75 | 5378 | -1.29% ($-403.35) | False | $5.71 | 25/06/25 14:40 | 25/06/25 14:41 | 1m |
| 6033154 | QS | Buy | $5.83 | $5.79 | 5370 | -0.66% ($-205.13) | False | $5.71 | 25/06/25 14:38 | 25/06/25 14:39 | 1m |
| 6033153 | QS | Buy | $5.82 | $5.85 | 5382 | 0.59% ($183.53) | True | $5.69 | 25/06/25 14:36 | 25/06/25 14:37 | 1m |
| 6033152 | QS | Buy | $5.82 | $5.81 | 5378 | -0.17% ($-52.17) | False | $5.68 | 25/06/25 14:34 | 25/06/25 14:35 | 1m |
| 6033151 | QS | Buy | $5.83 | $5.80 | 5364 | -0.59% ($-183.99) | False | $5.68 | 25/06/25 14:32 | 25/06/25 14:33 | 1m |
| 6033150 | QS | Buy | $5.91 | $5.85 | 5296 | -1.01% ($-315.11) | False | $5.74 | 25/06/25 14:29 | 25/06/25 14:31 | 2m |
| 6033149 | QS | Buy | $5.84 | $5.85 | 5359 | 0.18% ($55.73) | True | $5.66 | 25/06/25 14:27 | 25/06/25 14:28 | 1m |
| 6033148 | QS | Buy | $5.82 | $5.78 | 5378 | -0.77% ($-240.40) | False | $5.64 | 25/06/25 14:25 | 25/06/25 14:26 | 1m |
| 6033147 | QS | Buy | $5.79 | $5.76 | 5410 | -0.44% ($-136.87) | False | $5.60 | 25/06/25 14:23 | 25/06/25 14:24 | 1m |
| 6033146 | QS | Buy | $5.86 | $5.84 | 5340 | -0.34% ($-107.33) | False | $5.67 | 25/06/25 14:20 | 25/06/25 14:22 | 2m |
| 6033145 | QS | Buy | $5.82 | $5.78 | 5378 | -0.77% ($-241.47) | False | $5.63 | 25/06/25 14:18 | 25/06/25 14:19 | 1m |
| 6033144 | QS | Buy | $5.86 | $5.87 | 5341 | 0.09% ($26.71) | True | $5.61 | 25/06/25 13:39 | 25/06/25 14:17 | 38m |
| 6033143 | QS | Buy | $5.99 | $5.84 | 5225 | -2.5% ($-782.18) | True | $5.76 | 25/06/25 13:36 | 25/06/25 13:38 | 2m |
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 |
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 (ADX(sym, 1d, 14) <= 25 AND LAST(CLOSE(sym, 1d)) < (HIGHEST(HIGH(sym, 1d), 22) - 2.0 * ATR(sym, 1d, 14))) OR (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