Backtest Results
Test ID: EXO-EXO-EXO-
Job Notes
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Symbols
100
NVDA, HCTI, TSLL, OPEN, SOXL, SOXS, INTC, TSLA, LCID, GNLN, SQQQ, PLUG, F, BBAI, TSLZ, PLTR, NCNA, DNN, TQQQ, RGTI, SPY, QBTS, SOFI, SPXS, AAL, IXHL, NIO, AAPL, MSTU, NU, SNAP, SMCI, WBD, AMD, TLRY, BURU, PFE, SOUN, MARA, QQQ, IBIT, WULF, AMZN, BBD, BTG, XLF, HOOD, FXI, BAC, HYG, BMNR, NVDQ, GRAB, BITF, TLT, WOLF, BTE, GIBO, RIG, APLD, T, RIVN, GOOGL, VALE, PSLV, ACHR, STSS, RIOT, ABEV, IWM, BHAT, HIMS, SUNE, MSTZ, CAN, AGMH, ADAP, QS, ITUB, ADTX, XTIA, LQD, PLRZ, AMCR, AMDL, TZA, BTOG, RXRX, TSLQ, CIFR, QUBT, ETHA, IQ, CLSK, HBAN, EEM, AVGO, CYN, BTBT, JOBY
Performance Summary
Total Trades
92
Total P&L
$-32487.48
Notional: $2879443.81Total Return
-1.13%
Weighted by notionalWin Rate
32.6%
30 W / 62 LCouldWin Rate
63%
58 could / 92 totalAvg P&L
$-353.12
Avg Return: -1.13%Best Win
$7331.19
Largest Loss
$-5786.55
Trade Details
92 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 6258882 | AMD | Buy | $207.11 | $203.18 | 151 | -1.9% ($-593.43) | False | $204.13 | 06/10/25 14:13 | 06/10/25 19:55 | 5.7h |
| 6258891 | 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 |
| 6258890 | 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 |
| 6258755 | 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 |
| 6258752 | 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 |
| 6258753 | 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 |
| 6258884 | 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 |
| 6258756 | 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 |
| 6258772 | INTC | Buy | $31.40 | $30.84 | 996 | -1.8% ($-561.94) | False | $30.84 | 18/09/25 13:50 | 18/09/25 13:53 | 3m |
| 6258758 | NCNA | Buy | $3.92 | $4.50 | 7984 | 14.8% ($4630.72) | True | $3.84 | 15/09/25 13:37 | 15/09/25 20:00 | 6.4h |
| 6258757 | NCNA | Buy | $4.01 | $3.92 | 7805 | -2.25% ($-703.23) | True | $3.92 | 15/09/25 13:30 | 15/09/25 13:36 | 6m |
| 6258966 | GIBO | Buy | $2.72 | $2.70 | 11507 | -0.74% ($-230.14) | False | $2.66 | 09/09/25 14:58 | 09/09/25 15:00 | 2m |
| 6258965 | GIBO | Buy | $2.70 | $2.71 | 11592 | 0.37% ($115.92) | True | $2.64 | 09/09/25 14:56 | 09/09/25 14:57 | 1m |
| 6258964 | GIBO | Buy | $2.72 | $2.72 | 11495 | -0.1% ($-31.04) | False | $2.65 | 09/09/25 14:54 | 09/09/25 14:55 | 1m |
| 6258963 | GIBO | Buy | $2.69 | $2.70 | 11657 | 0.58% ($180.68) | True | $2.60 | 09/09/25 14:52 | 09/09/25 14:53 | 1m |
| 6258962 | GIBO | Buy | $2.70 | $2.68 | 11590 | -0.76% ($-238.75) | True | $2.61 | 09/09/25 14:50 | 09/09/25 14:51 | 1m |
| 6258961 | GIBO | Buy | $2.68 | $2.66 | 11679 | -0.75% ($-233.58) | True | $2.59 | 09/09/25 14:48 | 09/09/25 14:49 | 1m |
| 6258960 | GIBO | Buy | $2.74 | $2.71 | 11423 | -1.09% ($-342.69) | False | $2.64 | 09/09/25 14:45 | 09/09/25 14:46 | 1m |
| 6258959 | GIBO | Buy | $2.74 | $2.72 | 11423 | -0.73% ($-228.46) | False | $2.64 | 09/09/25 14:43 | 09/09/25 14:44 | 1m |
| 6258957 | GIBO | Buy | $2.72 | $2.78 | 11504 | 2.18% ($683.34) | True | $2.60 | 09/09/25 14:37 | 09/09/25 14:39 | 2m |
| 6258956 | GIBO | Buy | $2.72 | $2.78 | 11506 | 2.2% ($689.21) | True | $2.61 | 09/09/25 14:35 | 09/09/25 14:36 | 1m |
| 6258955 | GIBO | Buy | $2.77 | $2.74 | 11299 | -1.26% ($-395.47) | False | $2.65 | 09/09/25 14:33 | 09/09/25 14:34 | 1m |
| 6258954 | GIBO | Buy | $2.85 | $2.75 | 10982 | -3.51% ($-1098.20) | False | $2.72 | 09/09/25 14:31 | 09/09/25 14:32 | 1m |
| 6258953 | GIBO | Buy | $2.80 | $2.78 | 11178 | -0.66% ($-207.91) | False | $2.66 | 09/09/25 14:29 | 09/09/25 14:30 | 1m |
| 6258952 | GIBO | Buy | $2.78 | $2.84 | 11246 | 2.05% ($641.02) | True | $2.64 | 09/09/25 14:26 | 09/09/25 14:28 | 2m |
| 6258950 | GIBO | Buy | $2.83 | $2.78 | 11061 | -1.75% ($-548.63) | False | $2.67 | 09/09/25 14:22 | 09/09/25 14:23 | 1m |
| 6258949 | GIBO | Buy | $2.89 | $2.84 | 10822 | -1.8% ($-564.91) | False | $2.72 | 09/09/25 14:20 | 09/09/25 14:21 | 1m |
| 6258948 | GIBO | Buy | $2.80 | $2.84 | 11178 | 1.46% ($458.30) | True | $2.60 | 09/09/25 14:18 | 09/09/25 14:19 | 1m |
| 6258947 | GIBO | Buy | $2.92 | $2.94 | 10719 | 0.68% ($214.38) | True | $2.68 | 09/09/25 14:16 | 09/09/25 14:17 | 1m |
| 6258946 | GIBO | Buy | $2.82 | $2.85 | 11099 | 1.06% ($332.97) | True | $2.57 | 09/09/25 14:14 | 09/09/25 14:15 | 1m |
| 6258945 | GIBO | Buy | $2.86 | $2.77 | 10944 | -3.14% ($-983.87) | False | $2.61 | 09/09/25 14:12 | 09/09/25 14:13 | 1m |
| 6258944 | GIBO | Buy | $2.71 | $2.84 | 11549 | 4.63% ($1450.55) | True | $2.48 | 09/09/25 14:10 | 09/09/25 14:11 | 1m |
| 6258943 | GIBO | Buy | $2.66 | $2.68 | 11766 | 0.94% ($292.97) | True | $2.42 | 09/09/25 14:08 | 09/09/25 14:09 | 1m |
| 6258942 | GIBO | Buy | $2.70 | $2.76 | 11592 | 2.22% ($695.52) | True | $2.45 | 09/09/25 14:06 | 09/09/25 14:07 | 1m |
| 6258941 | GIBO | Buy | $2.49 | $2.67 | 12570 | 7.23% ($2262.60) | True | $2.27 | 09/09/25 14:04 | 09/09/25 14:05 | 1m |
| 6258940 | GIBO | Buy | $2.82 | $2.68 | 11099 | -4.96% ($-1553.86) | True | $2.63 | 09/09/25 14:02 | 09/09/25 14:03 | 1m |
| 6258937 | GIBO | Buy | $3.00 | $2.99 | 10433 | -0.41% ($-129.37) | False | $2.77 | 09/09/25 13:58 | 09/09/25 13:59 | 1m |
| 6258934 | GIBO | Buy | $3.03 | $3.02 | 10330 | -0.33% ($-103.30) | False | $2.76 | 09/09/25 13:56 | 09/09/25 13:57 | 1m |
| 6258939 | WOLF | Buy | $1.90 | $1.80 | 16473 | -5.26% ($-1647.30) | False | $1.81 | 09/09/25 13:52 | 09/09/25 13:56 | 4m |
| 6258933 | GIBO | Buy | $3.01 | $2.96 | 10398 | -1.66% ($-519.90) | False | $2.72 | 09/09/25 13:54 | 09/09/25 13:55 | 1m |
| 6258932 | GIBO | Buy | $2.97 | $3.01 | 10538 | 1.35% ($421.52) | True | $2.59 | 09/09/25 13:52 | 09/09/25 13:53 | 1m |
| 6258931 | GIBO | Buy | $3.09 | $3.03 | 10129 | -1.93% ($-603.69) | False | $2.68 | 09/09/25 13:50 | 09/09/25 13:51 | 1m |
| 6258930 | GIBO | Buy | $3.10 | $3.03 | 10096 | -2.25% ($-703.69) | False | $2.63 | 09/09/25 13:48 | 09/09/25 13:49 | 1m |
| 6258929 | GIBO | Buy | $3.09 | $3.18 | 10129 | 2.91% ($911.61) | True | $2.61 | 09/09/25 13:46 | 09/09/25 13:47 | 1m |
| 6258927 | GIBO | Buy | $3.16 | $3.16 | 9914 | 0.1% ($29.74) | True | $2.68 | 09/09/25 13:44 | 09/09/25 13:45 | 1m |
| 6258926 | GIBO | Buy | $3.04 | $3.04 | 10296 | -0.16% ($-51.48) | True | $2.59 | 09/09/25 13:42 | 09/09/25 13:43 | 1m |
| 6258925 | GIBO | Buy | $2.88 | $2.85 | 10868 | -1.04% ($-326.04) | True | $2.42 | 09/09/25 13:36 | 09/09/25 13:41 | 5m |
| 6258924 | GIBO | Buy | $3.62 | $3.47 | 8644 | -4.16% ($-1302.65) | False | $3.21 | 09/09/25 13:34 | 09/09/25 13:35 | 1m |
| 6258935 | WOLF | Buy | $1.91 | $1.85 | 16426 | -2.91% ($-911.64) | False | $1.85 | 09/09/25 13:30 | 09/09/25 13:33 | 3m |
| 6258923 | GIBO | Buy | $3.60 | $3.78 | 8694 | 5% ($1564.92) | True | $3.19 | 09/09/25 13:32 | 09/09/25 13:33 | 1m |
| 6258922 | GIBO | Buy | $3.45 | $3.75 | 9072 | 8.7% ($2721.60) | True | $3.07 | 09/09/25 13:30 | 09/09/25 13:31 | 1m |
| 6258898 | 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 |
| 6258893 | 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 |
| 6258967 | SOUN | Buy | $14.18 | $14.02 | 2206 | -1.16% ($-362.89) | False | $14.02 | 08/08/25 14:53 | 08/08/25 15:04 | 11m |
| 6258805 | 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 |
| 6258804 | 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 |
| 6258801 | 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 |
| 6258977 | BURU | Buy | $0.34 | $0.32 | 92330 | -4.75% ($-1486.51) | True | $0.32 | 27/06/25 14:27 | 27/06/25 18:16 | 3.8h |
| 6258976 | 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 |
| 6258975 | 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 |
| 6258974 | 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 |
| 6258973 | 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 |
| 6258771 | 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 |
| 6258770 | 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 |
| 6258851 | 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 |
| 6258840 | 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 |
| 6258838 | 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 |
| 6258837 | 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 |
| 6258835 | 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 |
| 6258834 | 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 |
| 6258833 | 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 |
| 6258832 | 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 |
| 6258831 | 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 |
| 6258830 | 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 |
| 6258829 | 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 |
| 6258828 | 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 |
| 6258827 | 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 |
| 6258826 | 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 |
| 6258824 | 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 |
| 6258823 | 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 |
| 6258822 | 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 |
| 6258821 | 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 |
| 6258820 | 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 |
| 6258819 | 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 |
| 6258818 | 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 |
| 6258817 | 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 |
| 6258969 | 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 |
| 6258968 | 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 |
| 6258878 | 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 |
| 6258877 | 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 |
| 6259019 | 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 |
| 6259018 | 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 |
Strategy DSL
CreativeExit_mtf_structure_break_054851
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:
(EMA(CLOSE(sym,1d), 5) < EMA(CLOSE(sym,1d), 13)) AND (BARS_SINCE_LOW(LOW(sym,1d), 10) < 5)
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk