Backtest Results
Test ID: EXO-HYBRID-2
Job Notes
No notes yet. Click "Edit Notes" to add.
Symbols
12
AGMH, BTBT, RXRX, RIG, VALE, HCTI, SMCI, NVDQ, TLT, XTIA, NIO, BHAT
Performance Summary
Total Trades
0
Total P&L
$0.00
Notional: $0.00Total Return
0%
Weighted by notionalWin Rate
0%
0 W / 0 LCouldWin Rate
0%
0 could / 0 totalAvg P&L
$0.00
Avg Return: 0%Best Win
$0.00
Largest Loss
$0.00
Trade Details
0 positions
No closed positions found for this test
Positions will appear here when the backtest completes
Strategy DSL
[759a5] Hybrid-SimpleBB-v37 | EXIT Opt: vol_spike_mom_decay
# HYBRID V37 - SIMPLE BB (based on da3a58a3abbd PF 1.36)
# Minimal filters, just BB crossunder + volume
# The simpler the better approach
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
bb_period=20,
bb_dev=2.0,
vol_mult=1.2,
donchian_exit=20,
atr_period=14,
atr_mult=2.5,
risk_frac=0.02
STRATEGY "Hybrid-SimpleBB-v37":
TRIGGER:
TIME_UTC_IN("09:30", "16:00")
AND CROSSUNDER(LOW(sym, 1d), MID(BBANDS(CLOSE(sym, 1d), bb_period, bb_dev)))
AND LAST(VOL(sym, 1d)) > LAST(VOL(sym, 1d), 1) * vol_mult
ENTRY: MARKET
EXIT:
LAST(ZSCORE(ATR(sym,1d,14),20)) > 1.5 AND LAST(MOMENTUM_QUALITY(CLOSE(sym,1d),7)) < LAST(MOMENTUM_QUALITY(CLOSE(sym,1d),14))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)