Backtest Results

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Symbols 2

LCID, AMD

Performance Summary

Total Trades

5

Total P&L

$834.59

Notional: $156468.97

Total Return

0.53%

Weighted by notional

Win Rate

40%

2 W / 3 L

CouldWin Rate

100%

5 could / 5 total

Avg P&L

$166.92

Avg Return: 0.53%

Best Win

$2443.19

Largest Loss

$-739.12

Trade Details 5 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
5618285	AMD	Buy	$207.11	$203.18	151	-1.9% ($-593.43)	True	$204.13	06/10/25 14:13	06/10/25 19:55	5.7h
5618289	LCID	Buy	$2.89	$3.11	10849	7.81% ($2443.19)	True	$2.81	17/07/25 14:32	17/07/25 20:00	5.5h
5618288	LCID	Buy	$2.88	$2.89	10886	0.5% ($155.67)	True	$2.79	17/07/25 14:30	17/07/25 14:31	1m
5618287	LCID	Buy	$2.90	$2.86	10793	-1.38% ($-431.72)	True	$2.82	17/07/25 14:26	17/07/25 14:29	3m
5618286	LCID	Buy	$2.96	$2.89	10574	-2.36% ($-739.12)	True	$2.83	17/07/25 13:58	17/07/25 14:25	27m

Strategy DSL [bfda4] [bfda4] [v251225-1856] Unstable Basket | 100 |- AI Strategy - Overnight Gap Momentum-048718 + Mut | EXIT Opt: pct-trail-5pct | EXIT Opt: vol-adaptive

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: 
  LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 20) - ATR(sym,1d, 14) * (1.5 + ATR(sym,1d, 5) / ATR(sym,1d, 20)))
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: 
  LAST(CLOSE(sym,1d)) < (HIGHEST(HIGH(sym,1d), 20) - ATR(sym,1d, 14) * (1.5 + ATR(sym,1d, 5) / ATR(sym,1d, 20)))
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk