Backtest Results

Parent Job: CreativeExit_crossover-safety_085322

Job Notes

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Symbols 100

NOAH, AMDD, MLCI, PXI, BLUW, DNN, BKCG, PTF, IEMG, SLNG, NAOV, NWE, TUR, ESEA, NRXPW, PSA.PRQ, APLD, FIVN, SAIH, ORRF, MRTN, TBFC, MCR, SGML, COTY, LAW, SCHB, GDXY, LBRDA, FIGB, XMHQ, FMAO, STRW, FAPR, SBCF, MMT, OLP, RGEN, CRWU, KAVL, EHC, RAAQ, RICK, DB, JPM.PRM, BSJT, VSHY, ORBS, ANL, BSVN, EMR, CHW, GDMA, ROBO, RNST, SPBC, TPGXL, BNDX, XC, WBTN, SCOR, SABS, MOV, FAX, CGRO, XNCR, LUD, AVS, NRK, MAGN, GIB, COWS, TSMG, VIST, DEHP, DXC, UEC, HYAC, XLY, BITF, ORMP, ZJUL, LOCO, AVBP, MDIA, QQQD, JHCB, NTDOY, EMMF, IRVH, ESLT, IDR, PLTZ, BUCK, FISI, GRNQ, HGV, FTEC, HTRB, FHTX

Performance Summary

Total Trades

16

Total P&L

$-20418.98

Notional: $500658.93

Total Return

-4.08%

Weighted by notional

Win Rate

18.8%

3 W / 13 L

CouldWin Rate

25%

4 could / 16 total

Avg P&L

$-1276.19

Avg Return: -4.08%

Best Win

$573.89

Largest Loss

$-5456.10

Trade Details 16 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
5959004	ZJUL	Buy	$28.81	$28.78	1086	-0.12% ($-38.01)	False	$28.78	02/10/25 14:24	02/10/25 14:25	1m
5958984	CGRO	Buy	$30.30	$30.29	1033	-0.02% ($-6.71)	False	$0.00	12/09/25 14:45	12/09/25 15:25	40m
5958973	ORBS	Buy	$22.36	$18.46	1399	-17.44% ($-5456.10)	False	$20.32	08/09/25 13:30	08/09/25 13:30	0m
5958974	ANL	Buy	$1.72	$1.75	18197	1.74% ($545.91)	True	$1.61	05/09/25 14:21	05/09/25 19:59	5.6h
5958938	NOAH	Buy	$12.52	$12.10	2500	-3.35% ($-1050.00)	False	$12.43	02/09/25 14:50	02/09/25 14:50	0m
5958988	WBTN	Buy	$13.50	$12.68	2318	-6.06% ($-1896.82)	False	$12.98	13/08/25 13:30	13/08/25 13:30	0m
5958978	ORBS	Buy	$1.94	$1.86	16175	-3.88% ($-1213.13)	False	$1.88	25/07/25 13:30	25/07/25 13:30	0m
5959026	MDIA	Buy	$1.27	$1.24	24630	-2.42% ($-758.60)	False	$1.24	07/07/25 13:30	07/07/25 13:31	1m
5959022	ZJUL	Buy	$28.23	$28.18	1108	-0.18% ($-55.40)	False	$28.20	01/07/25 13:48	01/07/25 13:48	0m
5958945	SAIH	Buy	$6.87	$6.26	4555	-8.89% ($-2783.11)	True	$6.35	23/05/25 14:11	23/05/25 15:31	1.3h
5959032	UEC	Buy	$6.41	$6.30	4886	-1.72% ($-537.46)	False	$6.31	23/05/25 14:48	23/05/25 15:09	21m
5959035	GRNQ	Buy	$1.30	$1.17	24076	-10% ($-3129.88)	False	$1.18	19/05/25 13:33	19/05/25 13:33	0m
5958947	PTF	Buy	$59.87	$60.26	522	0.65% ($203.58)	True	$59.43	02/05/25 13:44	02/05/25 19:59	6.3h
5959030	IRVH	Buy	$21.37	$21.76	1464	1.83% ($573.89)	True	$0.00	04/04/25 14:14	04/04/25 19:22	5.1h
5958950	NAOV	Buy	$3.90	$3.75	8026	-3.84% ($-1201.49)	False	$3.76	17/03/25 13:30	17/03/25 13:30	0m
5958953	NAOV	Buy	$0.64	$0.56	49059	-11.55% ($-3615.65)	False	$0.58	14/02/25 14:45	14/02/25 14:45	0m

Strategy DSL [v260106-1154] CreativeExit_crossover-safety_085322 | 100

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: 
  (RETURN(CLOSE(sym,1d), 5) > 0.03) AND (BARS_SINCE_HIGH(HIGH(sym,1d), 8) > 3) AND (VOL_PERCENTILE(sym,1d, 14, 30) < 30) OR (TREND_STRENGTH(CLOSE(sym,1d),5,21) < 40) AND (ATR_RATIO(sym,1d,5,21) > 1.3) AND (VOL_PERCENTILE(sym,1d,14,50) > 70)
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: 
  (RETURN(CLOSE(sym,1d), 5) > 0.03) AND (BARS_SINCE_HIGH(HIGH(sym,1d), 8) > 3) AND (VOL_PERCENTILE(sym,1d, 14, 30) < 30) OR (TREND_STRENGTH(CLOSE(sym,1d),5,21) < 40) AND (ATR_RATIO(sym,1d,5,21) > 1.3) AND (VOL_PERCENTILE(sym,1d,14,50) > 70)
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk