Backtest Results

Job Notes

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Symbols 3

LCID, JOBY, QBTS

Performance Summary

Total Trades

4

Total P&L

$6873.47

Notional: $125192.38

Total Return

5.49%

Weighted by notional

Win Rate

75%

3 W / 1 L

CouldWin Rate

100%

4 could / 4 total

Avg P&L

$1718.37

Avg Return: 5.49%

Best Win

$5210.53

Largest Loss

$-743.60

Trade Details 4 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
6039568	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
6039571	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
6039573	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
6039572	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

Strategy DSL [bfda4] [bfda4] [bfda4] [bfda4] [bfda4] [bfda4] [bfda4] [bfda4] [bfda4] CreativeExit_VolExpansionSpike_RSIOverbought_020908 | EXIT Opt: fractal_range_break_70pct | EXIT Opt: ranging_market_tight_stop_breakdown | EXIT Opt: Volatility-Adjusted Regime Chandel

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: 
  ((BARS_SINCE_HIGH(HIGH(sym,1d), 12) > 7) AND (MOMENTUM_QUALITY(CLOSE(sym,1d), 5) < 15)) OR (VOL_PERCENTILE(sym,1d, 14, 60) > 85 AND RETURN(CLOSE(sym,1d), 5) < -0.01)
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: 
  ((BARS_SINCE_HIGH(HIGH(sym,1d), 12) > 7) AND (MOMENTUM_QUALITY(CLOSE(sym,1d), 5) < 15)) OR (VOL_PERCENTILE(sym,1d, 14, 60) > 85 AND RETURN(CLOSE(sym,1d), 5) < -0.01)
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk