Backtest Results

Test ID: EXO-edf2893b
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Symbols 2

LCID, AMD

Performance Summary

Total Trades

25

Total P&L

$758.21

Notional: $782440.21
Total Return

0.1%

Weighted by notional
Win Rate

52%

13 W / 12 L
CouldWin Rate

100%

25 could / 25 total
Avg P&L

$30.33

Avg Return: 0.1%
Best Win

$970.06

Largest Loss

$-593.43

Trade Details 25 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5617672 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
5617697 LCID Buy $3.02 $3.11 10375 3.1% ($970.06) True $2.96 17/07/25 14:52 17/07/25 20:00 5.1h
5617696 LCID Buy $3.00 $3.02 10450 0.67% ($209.00) True $2.94 17/07/25 14:50 17/07/25 14:51 1m
5617695 LCID Buy $2.97 $2.98 10556 0.34% ($105.56) True $2.91 17/07/25 14:48 17/07/25 14:49 1m
5617694 LCID Buy $2.99 $2.96 10479 -0.89% ($-279.79) True $2.93 17/07/25 14:46 17/07/25 14:47 1m
5617692 LCID Buy $3.01 $3.00 10400 -0.32% ($-98.80) True $2.94 17/07/25 14:42 17/07/25 14:43 1m
5617691 LCID Buy $3.00 $3.02 10433 0.66% ($207.62) True $2.93 17/07/25 14:40 17/07/25 14:41 1m
5617690 LCID Buy $2.98 $2.98 10503 -0.17% ($-52.52) True $2.91 17/07/25 14:38 17/07/25 14:39 1m
5617689 LCID Buy $2.99 $2.96 10485 -0.84% ($-262.13) True $2.91 17/07/25 14:36 17/07/25 14:37 1m
5617688 LCID Buy $2.93 $2.97 10680 1.52% ($474.19) True $2.86 17/07/25 14:34 17/07/25 14:35 1m
5617687 LCID Buy $2.89 $2.92 10849 1.04% ($326.55) True $2.81 17/07/25 14:32 17/07/25 14:33 1m
5617686 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
5617685 LCID Buy $2.91 $2.86 10754 -1.73% ($-542.00) True $2.83 17/07/25 14:28 17/07/25 14:29 1m
5617684 LCID Buy $2.90 $2.93 10793 1.03% ($323.79) True $2.82 17/07/25 14:26 17/07/25 14:27 1m
5617683 LCID Buy $2.92 $2.89 10719 -1.02% ($-320.50) True $2.84 17/07/25 14:24 17/07/25 14:25 1m
5617682 LCID Buy $3.00 $2.95 10450 -1.52% ($-476.52) True $2.92 17/07/25 14:22 17/07/25 14:23 1m
5617681 LCID Buy $2.96 $2.98 10591 0.85% ($265.83) True $2.88 17/07/25 14:20 17/07/25 14:21 1m
5617680 LCID Buy $2.98 $2.97 10521 -0.34% ($-105.21) True $2.90 17/07/25 14:18 17/07/25 14:19 1m
5617679 LCID Buy $2.96 $3.02 10574 2.03% ($634.44) True $2.89 17/07/25 14:16 17/07/25 14:17 1m
5617678 LCID Buy $2.99 $3.00 10485 0.38% ($119.53) True $2.91 17/07/25 14:14 17/07/25 14:15 1m
5617677 LCID Buy $2.99 $2.98 10468 -0.33% ($-104.68) True $2.91 17/07/25 14:12 17/07/25 14:13 1m
5617676 LCID Buy $3.01 $3.00 10398 -0.49% ($-152.85) True $2.92 17/07/25 14:10 17/07/25 14:11 1m
5617675 LCID Buy $3.06 $3.02 10228 -1.3% ($-407.07) True $2.97 17/07/25 14:08 17/07/25 14:09 1m
5617674 LCID Buy $3.03 $3.04 10330 0.31% ($97.10) True $2.92 17/07/25 14:00 17/07/25 14:07 7m
5617673 LCID Buy $2.96 $2.99 10574 0.84% ($264.35) True $2.83 17/07/25 13:58 17/07/25 13:59 1m
Strategy DSL [bfda4] [v251225-1856] Unstable Basket | 100 |- AI Strategy - Overnight Gap Momentum-048718 + Mut | EXIT Opt: trail-3atr-20
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) - 3 * 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