Backtest Results

Test ID: EXO-EXO-EXO-
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Job Notes

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Symbols 12

GIBO, HCTI, STSS, TLRY, WULF, BURU, GNLN, CYN, BHAT, SUNE, IXHL, QUBT

Performance Summary

Total Trades

75

Total P&L

$-80264.17

Notional: $2347393.54
Total Return

-3.42%

Weighted by notional
Win Rate

29.3%

22 W / 53 L
CouldWin Rate

76%

57 could / 75 total
Avg P&L

$-1070.19

Avg Return: -3.42%
Best Win

$7331.19

Largest Loss

$-5786.55

Trade Details 75 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
6039597 CYN Buy $5.78 $5.69 5415 -1.56% ($-487.35) True $5.48 14/10/25 13:50 14/10/25 20:00 6.2h
6039595 CYN Buy $6.17 $5.74 5072 -6.97% ($-2180.96) False $5.82 14/10/25 13:37 14/10/25 13:49 12m
6039594 CYN Buy $6.35 $6.11 4929 -3.78% ($-1182.96) True $6.14 14/10/25 13:30 14/10/25 13:32 2m
6039592 BURU Buy $0.24 $0.22 132290 -6.26% ($-1957.89) True $0.22 03/10/25 14:41 03/10/25 18:24 3.7h
6039589 BURU Buy $0.25 $0.23 123911 -8.99% ($-2812.78) True $0.23 03/10/25 14:14 03/10/25 14:40 26m
6039587 HCTI Buy $3.08 $2.92 10156 -5.25% ($-1642.23) True $2.71 01/10/25 14:01 01/10/25 20:00 6h
6039588 GNLN Buy $4.12 $3.98 7597 -3.4% ($-1063.58) True $4.03 01/10/25 14:47 01/10/25 18:50 4.1h
6039585 HCTI Buy $3.39 $3.17 9233 -6.49% ($-2031.26) True $3.21 01/10/25 13:35 01/10/25 13:35 0m
6039600 TLRY Buy $1.60 $1.54 19568 -3.76% ($-1177.99) True $1.55 29/09/25 14:22 29/09/25 16:03 1.7h
6039591 GNLN Buy $4.06 $3.93 7709 -3.18% ($-994.46) False $3.94 29/09/25 14:41 29/09/25 15:06 25m
6039599 BHAT Buy $1.71 $1.63 18304 -4.68% ($-1464.32) True $1.63 12/09/25 13:54 12/09/25 15:11 1.3h
6039598 BHAT Buy $1.80 $1.65 17388 -8.33% ($-2608.20) False $1.67 12/09/25 13:38 12/09/25 13:46 8m
6039596 BHAT Buy $1.91 $1.80 16387 -5.76% ($-1802.57) True $1.83 12/09/25 13:30 12/09/25 13:37 7m
6039590 GIBO Buy $2.85 $2.38 10982 -16.49% ($-5160.44) True $2.41 09/09/25 13:41 09/09/25 15:45 2.1h
6039586 GIBO Buy $3.45 $2.88 9072 -16.52% ($-5171.04) True $3.07 09/09/25 13:30 09/09/25 13:36 6m
6039602 STSS Buy $15.74 $14.07 1988 -10.61% ($-3319.96) True $14.16 27/08/25 14:59 27/08/25 19:12 4.2h
6039601 STSS Buy $11.02 $10.58 2840 -4% ($-1250.45) True $10.60 25/08/25 13:30 25/08/25 19:49 6.3h
6039605 WULF Buy $7.52 $7.32 4164 -2.67% ($-835.30) True $7.32 14/08/25 14:02 14/08/25 14:07 5m
6039607 TLRY Buy $1.00 $0.97 31375 -3.27% ($-1022.83) True $0.97 12/08/25 14:34 12/08/25 17:59 3.4h
6039606 HCTI Buy $0.05 $0.04 657563 -18.49% ($-5786.55) True $0.04 24/07/25 14:00 24/07/25 15:04 1.1h
6039610 IXHL Buy $0.29 $0.36 107338 23.42% ($7331.19) True $0.26 15/07/25 14:21 15/07/25 20:00 5.7h
6039671 BURU Buy $0.35 $0.35 89199 -0.66% ($-205.16) True $0.34 27/06/25 14:59 27/06/25 15:00 1m
6039669 BURU Buy $0.35 $0.35 89968 0.75% ($233.92) True $0.34 27/06/25 14:57 27/06/25 14:58 1m
6039667 BURU Buy $0.35 $0.35 89479 -0.29% ($-89.48) True $0.34 27/06/25 14:55 27/06/25 14:56 1m
6039663 BURU Buy $0.35 $0.35 89916 0.86% ($269.75) True $0.34 27/06/25 14:53 27/06/25 14:54 1m
6039614 CYN Buy $20.41 $19.16 1533 -6.12% ($-1916.25) False $19.25 27/06/25 14:34 27/06/25 14:53 19m
6039661 BURU Buy $0.35 $0.35 89633 0.17% ($53.78) True $0.34 27/06/25 14:51 27/06/25 14:52 1m
6039657 BURU Buy $0.35 $0.35 90071 1.04% ($324.26) True $0.34 27/06/25 14:47 27/06/25 14:48 1m
6039656 BURU Buy $0.35 $0.35 88668 0.4% ($124.14) True $0.34 27/06/25 14:45 27/06/25 14:46 1m
6039653 BURU Buy $0.35 $0.35 89072 0.46% ($142.52) True $0.34 27/06/25 14:43 27/06/25 14:44 1m
6039648 BURU Buy $0.35 $0.35 90201 0.12% ($36.08) True $0.33 27/06/25 14:39 27/06/25 14:40 1m
6039647 BURU Buy $0.35 $0.35 89710 0.03% ($8.97) True $0.33 27/06/25 14:37 27/06/25 14:38 1m
6039644 BURU Buy $0.35 $0.35 89582 0.37% ($116.46) True $0.33 27/06/25 14:35 27/06/25 14:36 1m
6039639 BURU Buy $0.35 $0.35 89148 -0.48% ($-151.55) True $0.33 27/06/25 14:33 27/06/25 14:34 1m
6039634 BURU Buy $0.34 $0.34 92058 1.24% ($386.64) True $0.32 27/06/25 14:31 27/06/25 14:32 1m
6039632 BURU Buy $0.34 $0.35 90909 0.26% ($81.82) True $0.33 27/06/25 14:29 27/06/25 14:30 1m
6039628 BURU Buy $0.34 $0.34 92330 -0.44% ($-138.50) True $0.32 27/06/25 14:27 27/06/25 14:28 1m
6039624 BURU Buy $0.37 $0.35 84617 -4.38% ($-1370.80) False $0.36 27/06/25 14:21 27/06/25 14:26 5m
6039623 BURU Buy $0.39 $0.37 80670 -5.77% ($-1807.01) True $0.37 27/06/25 13:59 27/06/25 14:18 19m
6039622 BURU Buy $0.44 $0.36 71937 -17.26% ($-5402.47) True $0.39 27/06/25 13:33 27/06/25 13:39 6m
6039621 BURU Buy $0.48 $0.43 64978 -10.01% ($-3131.94) False $0.44 27/06/25 13:30 27/06/25 13:31 1m
6039620 CYN Buy $15.71 $13.05 1992 -16.9% ($-5288.56) True $13.44 26/06/25 13:57 26/06/25 18:38 4.7h
6039619 CYN Buy $17.94 $16.31 1744 -9.09% ($-2842.72) True $16.61 26/06/25 13:30 26/06/25 13:30 0m
6039611 GNLN Buy $0.01 $0.01 2389312 -10.69% ($-3345.04) True $0.01 12/06/25 13:44 12/06/25 15:24 1.7h
6039609 GNLN Buy $0.01 $0.01 2173611 -6.25% ($-1956.25) True $0.01 12/06/25 13:30 12/06/25 13:43 13m
6039679 IXHL Buy $0.21 $0.21 152682 0.49% ($152.68) True $0.20 10/06/25 14:59 10/06/25 15:00 1m
6039677 IXHL Buy $0.20 $0.20 153581 0.54% ($168.94) True $0.20 10/06/25 14:55 10/06/25 14:56 1m
6039676 IXHL Buy $0.20 $0.20 153883 -0.1% ($-30.78) False $0.20 10/06/25 14:53 10/06/25 14:54 1m
6039675 IXHL Buy $0.20 $0.20 154263 -0.05% ($-15.43) False $0.20 10/06/25 14:51 10/06/25 14:52 1m
6039673 IXHL Buy $0.21 $0.20 152311 -0.44% ($-137.08) False $0.20 10/06/25 14:49 10/06/25 14:50 1m
6039672 IXHL Buy $0.20 $0.21 153581 0.79% ($245.73) True $0.20 10/06/25 14:47 10/06/25 14:48 1m
6039670 IXHL Buy $0.20 $0.20 154263 0.39% ($123.41) True $0.20 10/06/25 14:45 10/06/25 14:46 1m
6039668 IXHL Buy $0.20 $0.20 156500 0.45% ($140.85) True $0.20 10/06/25 14:43 10/06/25 14:44 1m
6039666 IXHL Buy $0.20 $0.20 157286 0.5% ($157.29) True $0.20 10/06/25 14:41 10/06/25 14:42 1m
6039662 IXHL Buy $0.20 $0.20 155257 -0.1% ($-31.05) True $0.20 10/06/25 14:39 10/06/25 14:40 1m
6039660 IXHL Buy $0.20 $0.20 155180 -0.2% ($-62.07) True $0.20 10/06/25 14:37 10/06/25 14:38 1m
6039658 IXHL Buy $0.20 $0.20 153506 -0.39% ($-122.80) False $0.20 10/06/25 14:35 10/06/25 14:36 1m
6039655 IXHL Buy $0.21 $0.20 151941 -1.17% ($-364.66) False $0.20 10/06/25 14:33 10/06/25 14:34 1m
6039654 IXHL Buy $0.20 $0.20 153959 0.1% ($30.79) True $0.20 10/06/25 14:31 10/06/25 14:32 1m
6039649 IXHL Buy $0.20 $0.20 154111 -0.69% ($-215.76) False $0.20 10/06/25 14:27 10/06/25 14:28 1m
6039646 IXHL Buy $0.20 $0.20 155027 -0.15% ($-46.51) True $0.19 10/06/25 14:25 10/06/25 14:26 1m
6039645 IXHL Buy $0.20 $0.20 153356 -0.93% ($-291.38) False $0.20 10/06/25 14:23 10/06/25 14:24 1m
6039640 IXHL Buy $0.20 $0.20 152832 -2.34% ($-733.59) False $0.20 10/06/25 14:21 10/06/25 14:22 1m
6039635 IXHL Buy $0.21 $0.21 147990 -1.56% ($-488.37) False $0.20 10/06/25 14:19 10/06/25 14:20 1m
6039630 IXHL Buy $0.21 $0.21 147920 -0.43% ($-133.13) False $0.20 10/06/25 14:17 10/06/25 14:18 1m
6039627 IXHL Buy $0.21 $0.21 149904 1.34% ($419.73) True $0.20 10/06/25 14:15 10/06/25 14:16 1m
6039625 IXHL Buy $0.21 $0.21 151941 1.21% ($379.85) True $0.20 10/06/25 14:13 10/06/25 14:14 1m
6039650 BURU Buy $0.39 $0.38 79260 -4.48% ($-1402.90) True $0.34 30/05/25 13:43 30/05/25 20:00 6.3h
6039642 BURU Buy $0.42 $0.39 75186 -6.61% ($-2067.62) True $0.39 30/05/25 13:30 30/05/25 13:31 1m
6039633 QUBT Buy $12.15 $12.87 2576 5.93% ($1854.46) True $11.90 16/05/25 14:48 16/05/25 20:00 5.2h
6039636 GIBO Buy $20.58 $18.68 1520 -9.23% ($-2888.00) True $18.71 05/05/25 14:43 05/05/25 15:15 32m
6039629 GIBO Buy $21.90 $19.13 1429 -12.64% ($-3956.62) True $19.39 05/05/25 14:31 05/05/25 14:41 10m
6039641 SUNE Buy $0.39 $0.37 80962 -4.19% ($-1311.58) False $0.35 07/04/25 14:20 07/04/25 14:39 19m
6039638 SUNE Buy $0.42 $0.37 75240 -12.24% ($-3829.72) False $0.37 07/04/25 14:12 07/04/25 14:19 7m
6039631 SUNE Buy $0.44 $0.39 71542 -10.61% ($-3319.55) True $0.40 07/04/25 13:30 07/04/25 14:04 34m
Strategy DSL [bfda4] CreativeExit_VolSpike_RegimeShift_FastEMA_Exit_090446 | EXIT Opt: StrongTrend_TightTrail_VolContraction
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))) AND (ATR_RATIO(sym,1d, 5, 20) < 1.2)
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk