Backtest Results

Job Notes

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Symbols 12

ADAP, GIBO, HCTI, TLRY, STSS, WULF, BURU, GNLN, CYN, BHAT, APLD, QUBT

Performance Summary

Total Trades

3

Total P&L

$-6424.10

Notional: $93887.17

Total Return

-6.84%

Weighted by notional

Win Rate

0%

0 W / 3 L

CouldWin Rate

0%

0 could / 3 total

Avg P&L

$-2141.37

Avg Return: -6.84%

Best Win

$-1550.12

Largest Loss

$-2842.72

Trade Details 3 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
6039923	ADAP	Buy	$0.20	$0.19	156578	-4.95% ($-1550.12)	False	$0.19	08/10/25 14:38	08/10/25 14:38	0m
6039920	HCTI	Buy	$3.39	$3.17	9233	-6.49% ($-2031.26)	False	$3.21	01/10/25 13:35	01/10/25 13:35	0m
6040150	CYN	Buy	$17.94	$16.31	1744	-9.09% ($-2842.72)	False	$16.61	26/06/25 13:30	26/06/25 13:30	0m

Strategy DSL [bfda4] CreativeExit_VolRegimeShift_MomentumDecay_HighAge_090446 | EXIT Opt: RegimeAware_HighBarExit

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: 
  ((REGIME(sym,1d,14,20) = 1) AND (BARS_SINCE_HIGH(HIGH(sym,1d),10) > 5)) OR ((REGIME(sym,1d,14,20) = -1) AND (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d),8) - 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

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: 
  ((REGIME(sym,1d,14,20) = 1) AND (BARS_SINCE_HIGH(HIGH(sym,1d),10) > 5)) OR ((REGIME(sym,1d,14,20) = -1) AND (LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d),8) - 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