Backtest Results

Test ID: a55b2aba60ca
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Parent Job: [v260105-0143] [bfda4] CreativeExit_momentum_collapse_vol_explosion_004025 | EXIT Opt: momentum_quality_high_detection
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Symbols 100

FFND, MGLD, BSMC, IBAC, GOCT, GEO, FET, RAMP, SPUU, MS.PRP, OGSP, CMCO, SSM, ELF, ISHP, CUT, EPSM, DLHC, SCHYY, GMRE.PRA, OUST, DNPLY, MSFO, SURG, TOPT, EL, RITM, PCIG, RFCI, ESPO, SIGI, VLRS, IDMO, BSCV, MCRB, DEW, HOOG, DFE, MSAI, SARK, AIRR, FRST, OOSP, ETHM, PAAS, BBWI, LRHC, TBBK, FTXR, YUMC, GMOI, RPAR, TGE.WS, JILL, JAPAY, ODYS, TIPD, NXDT, LNKS, RVSB, DFSV, OAKUU, OEC, JPIE, ECXWW, EVN, ACTG, KDRN, MB, CXE, NCA, DTST, EMXC, RELX, VOYX, EBI, EPRT, HRB, DEA, RR, VGMS, EQV.WS, FLUD, BX, ACN, KWM, KRO, NTWOW, SMDD, SPIP, RULE, TD, BLUWU, VBR, LGVN, MOOD, OILD, PBR, SHMD, AD

Performance Summary

Total Trades

50

Total P&L

$-44853.26

Notional: $1564428.01
Total Return

-2.87%

Weighted by notional
Win Rate

38%

19 W / 31 L
CouldWin Rate

56%

28 could / 50 total
Avg P&L

$-897.07

Avg Return: -2.87%
Best Win

$6226.15

Largest Loss

$-14579.20

Trade Details 50 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
5918233 NTWOW Buy $0.27 $0.30 115925 11.07% ($3466.16) True $0.00 13/10/25 14:05 13/10/25 17:51 3.8h
5918205 ECXWW Buy $0.08 $0.08 391250 0.13% ($39.13) True $0.00 08/10/25 14:46 08/10/25 19:57 5.2h
5918136 IBAC Buy $10.57 $10.58 2961 0.05% ($14.81) True $0.00 10/09/25 14:56 10/09/25 20:00 5.1h
5918201 LNKS Buy $0.56 $0.60 55882 7.12% ($2229.69) True $0.50 09/09/25 14:10 09/09/25 20:00 5.8h
5918167 MCRB Buy $21.64 $22.85 1446 5.62% ($1756.89) True $20.11 08/09/25 13:42 08/09/25 20:00 6.3h
5918164 MCRB Buy $23.31 $21.76 1342 -6.67% ($-2086.54) True $22.04 08/09/25 13:39 08/09/25 13:41 2m
5918150 ESPO Buy $114.41 $114.33 273 -0.07% ($-21.84) False $114.15 03/09/25 14:53 03/09/25 15:16 23m
5918149 ESPO Buy $114.66 $114.38 272 -0.25% ($-77.52) False $114.41 03/09/25 14:18 03/09/25 14:18 0m
5918146 ESPO Buy $114.52 $114.38 273 -0.12% ($-38.22) False $114.28 03/09/25 14:05 03/09/25 14:12 7m
5918144 ESPO Buy $114.17 $114.25 274 0.07% ($23.29) True $113.88 03/09/25 14:00 03/09/25 14:01 1m
5918142 ESPO Buy $114.23 $114.13 274 -0.09% ($-27.40) False $113.96 03/09/25 13:58 03/09/25 13:59 1m
5918187 FTXR Buy $34.83 $34.63 898 -0.56% ($-175.47) False $0.00 29/08/25 13:55 29/08/25 16:47 2.9h
5918232 EQV.WS Buy $1.07 $0.57 29252 -46.58% ($-14579.20) False $0.00 05/08/25 13:39 05/08/25 19:59 6.3h
5918177 DFE Buy $70.45 $69.95 444 -0.71% ($-222.00) False $0.00 28/07/25 13:42 28/07/25 19:53 6.2h
5918151 GOCT Buy $36.96 $37.14 846 0.49% ($152.28) True $36.86 23/07/25 14:58 23/07/25 19:47 4.8h
5918194 ETHM Buy $13.16 $12.10 2379 -8.02% ($-2509.85) True $12.38 21/07/25 13:34 21/07/25 15:58 2.4h
5918193 ETHM Buy $14.00 $13.30 2235 -5% ($-1564.50) True $13.35 21/07/25 13:30 21/07/25 13:32 2m
5918225 DTST Buy $4.42 $5.30 7080 19.89% ($6226.15) True $4.18 16/07/25 13:42 16/07/25 20:00 6.3h
5918157 EPSM Buy $23.11 $18.91 1354 -18.17% ($-5686.80) True $21.78 16/07/25 14:46 16/07/25 14:46 0m
5918223 DTST Buy $4.55 $4.44 6879 -2.42% ($-756.00) True $4.44 16/07/25 13:30 16/07/25 13:31 1m
5918186 MSAI Buy $0.87 $0.81 35997 -6.42% ($-2008.63) True $0.76 14/07/25 14:44 14/07/25 20:00 5.3h
5918243 KWM Buy $4.92 $4.66 6357 -5.35% ($-1675.07) False $4.66 10/07/25 13:52 10/07/25 15:29 1.6h
5918240 KWM Buy $5.23 $4.88 5985 -6.77% ($-2118.09) False $4.90 10/07/25 13:34 10/07/25 13:51 17m
5918239 KWM Buy $5.46 $4.91 5730 -10.19% ($-3188.75) False $5.16 10/07/25 13:30 10/07/25 13:31 1m
5918153 GOCT Buy $36.70 $36.68 852 -0.04% ($-12.69) False $36.62 09/07/25 14:41 09/07/25 19:42 5h
5918255 LGVN Buy $1.50 $1.68 20866 12% ($3755.88) True $1.26 08/07/25 13:30 08/07/25 20:00 6.5h
5918216 MB Buy $9.25 $8.23 3383 -11.03% ($-3450.66) True $9.00 08/07/25 13:30 08/07/25 15:05 1.6h
5918199 LRHC Buy $0.18 $0.16 170758 -13.75% ($-4303.10) False $0.16 03/07/25 13:38 03/07/25 13:47 9m
5918198 LRHC Buy $0.20 $0.18 154567 -10.27% ($-3214.99) False $0.18 03/07/25 13:33 03/07/25 13:35 2m
5918197 LRHC Buy $0.23 $0.20 137824 -11.93% ($-3735.03) False $0.21 03/07/25 13:30 03/07/25 13:32 2m
5918214 ODYS Buy $4.96 $5.10 6310 2.82% ($883.40) True $4.84 30/06/25 14:49 30/06/25 20:00 5.2h
5918211 ODYS Buy $5.28 $4.99 5928 -5.59% ($-1748.76) False $5.01 30/06/25 14:17 30/06/25 14:47 30m
5918191 OOSP Buy $10.19 $10.16 3071 -0.29% ($-92.13) False $0.00 23/06/25 13:30 23/06/25 19:51 6.4h
5918237 FLUD Buy $25.25 $24.98 1239 -1.07% ($-334.53) False $0.00 23/06/25 14:58 23/06/25 19:26 4.5h
5918152 MGLD Buy $1.00 $1.03 31300 3% ($939.00) True $0.80 20/06/25 14:49 20/06/25 20:00 5.2h
5918204 ETHM Buy $10.17 $10.18 3077 0.05% ($15.39) True $0.00 18/06/25 14:10 18/06/25 17:14 3.1h
5918162 OUST Buy $19.76 $20.42 1584 3.37% ($1053.36) True $19.35 11/06/25 14:39 11/06/25 20:00 5.4h
5918219 MB Buy $7.00 $7.34 4471 4.86% ($1520.14) True $6.65 09/06/25 14:51 09/06/25 20:00 5.2h
5918189 HOOG Buy $32.99 $33.90 948 2.76% ($862.68) True $32.76 03/06/25 15:00 03/06/25 20:00 5h
5918170 ELF Buy $113.30 $111.75 276 -1.37% ($-429.18) False $112.01 29/05/25 14:41 29/05/25 16:08 1.5h
5918229 DTST Buy $3.81 $3.66 8226 -3.81% ($-1192.77) False $3.43 15/05/25 13:55 15/05/25 20:00 6.1h
5918245 RULE Buy $21.42 $21.34 1461 -0.37% ($-116.88) False $0.00 14/05/25 14:23 14/05/25 19:39 5.3h
5918210 KDRN Buy $23.80 $23.60 1315 -0.84% ($-262.87) False $0.00 07/04/25 13:38 07/04/25 16:23 2.8h
5918171 SURG Buy $2.26 $2.28 13849 0.88% ($276.98) True $1.93 26/03/25 13:46 26/03/25 20:00 6.2h
5918166 SURG Buy $2.42 $2.31 12934 -4.53% ($-1418.86) True $2.33 26/03/25 13:30 26/03/25 13:45 15m
5918272 MOOD Buy $31.21 $31.39 1002 0.58% ($180.36) True $0.00 19/03/25 14:26 19/03/25 19:55 5.5h
5918221 ECXWW Buy $0.10 $0.07 313000 -34.4% ($-10767.20) True $0.00 11/03/25 13:30 11/03/25 19:59 6.5h
5918208 OOSP Buy $10.17 $10.19 3076 0.15% ($47.99) True $0.00 10/03/25 14:30 10/03/25 14:42 12m
5918212 KDRN Buy $23.71 $23.31 1320 -1.69% ($-528.00) False $0.00 10/03/25 13:47 10/03/25 14:06 19m
5918206 OOSP Buy $10.18 $10.20 3073 0.15% ($46.71) True $0.00 19/02/25 14:47 19/02/25 14:48 1m
Strategy DSL [v260105-0152] [bfda4] CreativeExit_momentum_collapse_vol_explosion_004025 | EXIT Opt: momentum_quality_high_detection | 100+1
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: 
  MOMENTUM_QUALITY(CLOSE(sym,1d), 10) < 35 AND BARS_SINCE_HIGH(HIGH(sym,1d), 15) > 7
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk