Backtest Results

Test ID: EXO-EXO-EXO-
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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

53

Total P&L

$-73602.01

Notional: $1658771.11
Total Return

-4.44%

Weighted by notional
Win Rate

15.1%

8 W / 45 L
CouldWin Rate

75.5%

40 could / 53 total
Avg P&L

$-1388.72

Avg Return: -4.44%
Best Win

$7331.19

Largest Loss

$-5786.55

Trade Details 53 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
6348527 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
6348532 ADAP Buy $0.19 $0.18 166489 -6.28% ($-1964.57) True $0.18 08/10/25 14:47 08/10/25 17:17 2.5h
6348529 ADAP Buy $0.20 $0.19 156578 -4.95% ($-1550.12) True $0.19 08/10/25 14:38 08/10/25 14:38 0m
6348538 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
6348489 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
6348537 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
6348492 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
6348491 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
6348235 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
6348232 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
6348234 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
6348495 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
6348228 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
6348531 AGMH Buy $6.62 $6.23 4728 -5.89% ($-1843.92) True $6.23 19/09/25 13:30 19/09/25 13:45 15m
6348240 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
6348243 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
6348241 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
6348533 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
6348530 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
6348528 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
6348504 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
6348503 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
6348500 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
6348502 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
6348535 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
6348536 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
6348506 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
6348505 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
6348507 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
6348543 BTOG Buy $0.45 $0.40 69401 -10.86% ($-3400.65) True $0.41 07/08/25 14:27 07/08/25 14:38 11m
6348541 BTOG Buy $0.49 $0.44 64073 -9.68% ($-3030.65) True $0.45 07/08/25 13:57 07/08/25 14:02 5m
6348542 ADAP Buy $0.32 $0.33 97843 3.88% ($1213.25) True $0.31 24/07/25 14:27 24/07/25 20:00 5.6h
6348410 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
6348437 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
6348425 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
6348540 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
6348539 CAN Buy $0.95 $0.91 32992 -3.97% ($-1243.80) False $0.91 14/07/25 14:31 14/07/25 14:38 7m
6348514 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
6348513 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
6348511 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
6348509 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
6348508 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
6348441 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
6348544 PLRZ Buy $1.29 $1.17 24263 -9.28% ($-2904.28) False $1.17 12/06/25 14:43 12/06/25 14:55 12m
6348438 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
6348454 IXHL Buy $0.21 $0.21 151941 1.65% ($516.60) True $0.20 10/06/25 14:13 10/06/25 20:00 5.8h
6348520 APLD Buy $9.90 $10.06 3161 1.62% ($506.08) True $9.65 02/06/25 15:00 02/06/25 20:00 5h
6348517 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
6348516 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
6348458 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
6348456 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
6348519 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
6348518 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_vol_regime_shift_exit_133844
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: 
  ATR_RATIO(sym,1d,7,21) > 1.8 AND VOL_PERCENTILE(sym,1d,14,50) > 85
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk