Backtest Results

Test ID: EXO-EXO-EXO-
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Job Notes

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Symbols 12

PLRZ, BHAT, GIBO, HCTI, TLRY, STSS, WULF, GNLN, CYN, SUNE, IXHL, JOBY

Performance Summary

Total Trades

54

Total P&L

$-81476.59

Notional: $1690078.73
Total Return

-4.82%

Weighted by notional
Win Rate

16.7%

9 W / 45 L
CouldWin Rate

75.9%

41 could / 54 total
Avg P&L

$-1508.83

Avg Return: -4.82%
Best Win

$7331.19

Largest Loss

$-5832.60

Trade Details 54 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
6134374 CYN Buy $5.92 $5.88 5287 -0.68% ($-211.48) True $5.78 14/10/25 14:32 14/10/25 16:39 2.1h
6134373 CYN Buy $5.90 $5.86 5305 -0.68% ($-212.20) True $5.73 14/10/25 14:10 14/10/25 14:31 21m
6134372 CYN Buy $5.88 $5.86 5327 -0.26% ($-79.91) True $5.70 14/10/25 14:08 14/10/25 14:09 1m
6134371 CYN Buy $5.86 $5.88 5341 0.31% ($98.27) True $5.67 14/10/25 14:06 14/10/25 14:07 1m
6134370 CYN Buy $5.81 $5.88 5383 1.14% ($355.28) True $5.56 14/10/25 13:54 14/10/25 14:05 11m
6134368 CYN Buy $5.82 $5.75 5382 -1.08% ($-338.53) True $5.54 14/10/25 13:52 14/10/25 13:53 1m
6134367 CYN Buy $5.78 $5.79 5415 0.17% ($54.15) True $5.48 14/10/25 13:50 14/10/25 13:51 1m
6134365 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
6134364 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
6134359 PLRZ Buy $1.23 $1.20 25428 -2.51% ($-785.73) False $1.20 08/10/25 14:07 08/10/25 19:14 5.1h
6134363 PLRZ Buy $1.11 $1.14 28208 2.74% ($857.52) True $1.10 06/10/25 14:21 06/10/25 20:00 5.7h
6134361 PLRZ Buy $1.13 $1.11 27696 -1.79% ($-559.46) False $1.11 06/10/25 14:17 06/10/25 14:20 3m
6134360 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
6134362 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
6134358 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
6134381 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
6134366 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
6134377 BHAT Buy $1.71 $1.66 18304 -2.92% ($-915.20) True $1.63 12/09/25 13:54 12/09/25 15:09 1.3h
6134376 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
6134375 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
6134385 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
6134384 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
6134383 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
6134382 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
6134403 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
6134402 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
6134386 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
6134404 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
6134387 PLRZ Buy $1.04 $0.92 30096 -11.92% ($-3731.90) True $0.94 15/07/25 13:37 15/07/25 16:10 2.6h
6134396 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
6134397 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
6134395 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
6134389 PLRZ Buy $1.15 $0.94 27217 -18.63% ($-5832.60) True $0.97 12/06/25 14:56 12/06/25 16:01 1.1h
6134394 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
6134388 PLRZ Buy $1.29 $1.17 24263 -9.28% ($-2904.28) True $1.17 12/06/25 14:43 12/06/25 14:55 12m
6134393 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
6134430 IXHL Buy $0.20 $0.20 153581 -0.69% ($-215.01) False $0.20 10/06/25 14:55 10/06/25 15:11 16m
6134429 IXHL Buy $0.20 $0.20 154339 0.2% ($61.74) True $0.20 10/06/25 14:52 10/06/25 14:54 2m
6134426 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
6134425 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
6134423 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
6134422 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
6134421 IXHL Buy $0.20 $0.20 153959 -0.1% ($-30.79) False $0.20 10/06/25 14:31 10/06/25 14:36 5m
6134419 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
6134418 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
6134417 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
6134416 IXHL Buy $0.21 $0.20 151941 -2.91% ($-911.65) False $0.20 10/06/25 14:13 10/06/25 14:22 9m
6134412 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
6134401 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
6134400 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
6134398 PLRZ Buy $0.77 $0.66 40649 -14.29% ($-4471.39) True $0.66 02/05/25 13:41 02/05/25 15:00 1.3h
6134407 SUNE Buy $0.39 $0.35 80962 -9.36% ($-2930.82) False $0.35 07/04/25 14:20 07/04/25 14:40 20m
6134406 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
6134405 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_momentum_decay_082115 | EXIT Opt: regime_adaptive_chandelier
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) <= 0) AND LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d),10) - 2.0 * 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