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

32

Total P&L

$-14077.19

Notional: $1001519.43
Total Return

-1.41%

Weighted by notional
Win Rate

28.1%

9 W / 23 L
CouldWin Rate

68.8%

22 could / 32 total
Avg P&L

$-439.91

Avg Return: -1.41%
Best Win

$5595.55

Largest Loss

$-5786.55

Trade Details 32 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
6349483 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
6349509 BURU Buy $0.23 $0.25 136146 7.96% ($2491.47) True $0.22 03/10/25 14:40 03/10/25 16:51 2.2h
6349506 BURU Buy $0.26 $0.25 120802 -5.33% ($-1667.07) True $0.25 03/10/25 14:33 03/10/25 14:39 6m
6349505 BURU Buy $0.28 $0.26 110561 -8.23% ($-2576.07) False $0.26 03/10/25 14:18 03/10/25 14:32 14m
6349504 BURU Buy $0.25 $0.28 123911 11.48% ($3593.42) True $0.23 03/10/25 14:14 03/10/25 14:17 3m
6349256 GNLN Buy $4.12 $4.19 7597 1.7% ($531.79) True $4.03 01/10/25 14:47 01/10/25 17:12 2.4h
6349259 HCTI Buy $3.08 $3.23 10156 4.81% ($1506.13) True $2.71 01/10/25 14:01 01/10/25 15:28 1.5h
6349257 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
6349520 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
6349272 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
6349278 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
6349282 NCNA Buy $3.92 $4.29 7984 9.31% ($2914.16) True $3.84 15/09/25 13:37 15/09/25 15:59 2.4h
6349279 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
6349615 GIBO Buy $2.85 $2.54 10982 -10.88% ($-3404.42) True $2.41 09/09/25 13:41 09/09/25 15:45 2.1h
6349624 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
6349610 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
6349621 WOLF Buy $1.94 $1.88 16094 -3.33% ($-1042.89) False $1.88 09/09/25 13:32 09/09/25 13:32 0m
6349617 WOLF Buy $1.91 $1.89 16426 -0.81% ($-254.60) False $1.85 09/09/25 13:30 09/09/25 13:31 1m
6349642 WULF Buy $7.52 $7.32 4164 -2.67% ($-835.30) False $7.32 14/08/25 14:02 14/08/25 14:07 5m
6349626 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
6349630 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
6349301 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
6349302 LCID Buy $2.96 $3.08 10574 4.22% ($1320.69) True $2.83 17/07/25 13:58 17/07/25 19:09 5.2h
6349304 IXHL Buy $0.29 $0.33 107338 14.51% ($4540.40) True $0.26 15/07/25 14:21 15/07/25 15:41 1.3h
6349315 GNLN Buy $0.01 $0.01 2445312 -6.25% ($-1956.25) True $0.01 12/06/25 13:59 12/06/25 15:22 1.4h
6349313 GNLN Buy $0.01 $0.01 2158620 -13.79% ($-4317.24) True $0.01 12/06/25 13:38 12/06/25 13:44 6m
6349310 GNLN Buy $0.02 $0.01 2086666 -1.33% ($-417.33) True $0.01 12/06/25 13:36 12/06/25 13:37 1m
6349309 GNLN Buy $0.02 $0.02 1981012 -3.16% ($-990.51) True $0.01 12/06/25 13:34 12/06/25 13:35 1m
6349307 GNLN Buy $0.01 $0.02 2173611 6.94% ($2173.61) True $0.01 12/06/25 13:30 12/06/25 13:33 3m
6349318 IXHL Buy $0.21 $0.20 151941 -1.55% ($-486.21) False $0.20 10/06/25 14:13 10/06/25 16:08 1.9h
6349352 QBTS Buy $8.95 $10.55 3497 17.88% ($5595.55) True $8.73 08/05/25 14:39 08/05/25 19:46 5.1h
6349344 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
Strategy DSL CreativeExit_crossover-safety_142625
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: 
  (TREND_STRENGTH(CLOSE(sym,1d), 8, 21) < 40) AND (BARS_SINCE_HIGH(HIGH(sym,1d), 20) > 8) OR (RETURN(CLOSE(sym,1d), 3) > 0) AND (VOL_PERCENTILE(sym,1d, 14, 50) < 25) AND (MOMENTUM_QUALITY(CLOSE(sym,1d), 5) < MOMENTUM_QUALITY(CLOSE(sym,1d), 10)) OR (ATR_RATIO(sym,1m,5,20) > 1.5) AND (VOL_PERCENTILE(sym,1m,14,50) > 80) AND (MOMENTUM_QUALITY(CLOSE(sym,1m),10) < 20)
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk