Backtest Results

Job Notes

Queued from hybrid_v7_intraday_daily_exit.dsl with 100 symbols

Symbols 100

NVDA, HCTI, TSLL, OPEN, SOXL, SOXS, INTC, TSLA, LCID, GNLN, SQQQ, PLUG, F, BBAI, TSLZ, PLTR, NCNA, DNN, TQQQ, RGTI, SPY, QBTS, SOFI, SPXS, AAL, IXHL, NIO, AAPL, MSTU, NU, SNAP, SMCI, WBD, AMD, TLRY, BURU, PFE, SOUN, MARA, QQQ, IBIT, WULF, AMZN, BBD, BTG, XLF, HOOD, FXI, BAC, HYG, BMNR, NVDQ, GRAB, BITF, TLT, WOLF, BTE, GIBO, RIG, APLD, T, RIVN, GOOGL, VALE, PSLV, ACHR, STSS, RIOT, ABEV, IWM, BHAT, HIMS, SUNE, MSTZ, CAN, AGMH, ADAP, QS, ITUB, ADTX, XTIA, LQD, PLRZ, AMCR, AMDL, TZA, BTOG, RXRX, TSLQ, CIFR, QUBT, ETHA, IQ, CLSK, HBAN, EEM, AVGO, CYN, BTBT, JOBY

Performance Summary

Total Trades

48

Total P&L

$2093.17

Notional: $959742.62

Total Return

0.22%

Weighted by notional

Win Rate

50%

24 W / 24 L

CouldWin Rate

95.8%

46 could / 48 total

Avg P&L

$43.61

Avg Return: 0.22%

Best Win

$637.03

Largest Loss

$-1182.73

Trade Details 48 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
6402126	AGMH	Buy	$10.59	$10.47	1888	-1.1% ($-220.71)	True	$8.81	19/09/25 14:38	19/09/25 14:39	1m
6402123	AGMH	Buy	$10.64	$10.73	1879	0.85% ($169.11)	True	$8.93	19/09/25 14:36	19/09/25 14:37	1m
6402119	AGMH	Buy	$10.61	$10.76	1885	1.41% ($282.75)	True	$8.68	19/09/25 14:34	19/09/25 14:35	1m
6402118	AGMH	Buy	$10.40	$10.70	1923	2.88% ($576.90)	True	$8.33	19/09/25 14:32	19/09/25 14:33	1m
6402113	AGMH	Buy	$10.82	$10.93	1848	1.02% ($203.28)	True	$8.44	19/09/25 14:29	19/09/25 14:30	1m
6402102	AGMH	Buy	$10.76	$11.08	1858	2.97% ($594.56)	True	$8.19	19/09/25 14:27	19/09/25 14:28	1m
6402015	AGMH	Buy	$7.22	$7.03	2770	-2.63% ($-526.30)	True	$5.76	19/09/25 13:41	19/09/25 13:42	1m
6398988	STSS	Buy	$15.74	$16.23	1270	3.12% ($624.21)	True	$13.87	27/08/25 14:59	27/08/25 15:00	1m
6398945	STSS	Buy	$16.09	$16.08	1243	-0.06% ($-12.55)	True	$13.54	27/08/25 14:57	27/08/25 14:58	1m
6398934	STSS	Buy	$16.06	$16.23	1245	1.06% ($211.65)	True	$13.44	27/08/25 14:55	27/08/25 14:56	1m
6398883	STSS	Buy	$15.92	$16.28	1256	2.27% ($454.04)	True	$13.45	27/08/25 14:51	27/08/25 14:52	1m
6398866	STSS	Buy	$15.91	$16.14	1257	1.45% ($289.11)	True	$13.27	27/08/25 14:49	27/08/25 14:50	1m
6386572	WULF	Buy	$7.87	$7.87	2539	-0.12% ($-23.87)	True	$7.60	14/08/25 14:53	14/08/25 14:54	1m
6386569	WULF	Buy	$7.84	$7.82	2551	-0.32% ($-63.78)	True	$7.57	14/08/25 14:49	14/08/25 14:50	1m
6386568	WULF	Buy	$7.88	$7.87	2537	-0.2% ($-40.85)	True	$7.62	14/08/25 14:47	14/08/25 14:48	1m
6386559	WULF	Buy	$7.77	$7.89	2574	1.54% ($308.88)	True	$7.65	14/08/25 14:40	14/08/25 14:41	1m
6386554	WULF	Buy	$7.83	$7.83	2555	-0.01% ($-1.53)	True	$7.60	14/08/25 14:37	14/08/25 14:38	1m
6386552	WULF	Buy	$7.81	$7.84	2560	0.34% ($67.58)	True	$7.59	14/08/25 14:35	14/08/25 14:36	1m
6413742	CYN	Buy	$22.49	$21.16	889	-5.92% ($-1182.73)	True	$17.28	27/06/25 13:42	27/06/25 13:43	1m
6413981	QS	Buy	$6.84	$6.81	2923	-0.44% ($-87.98)	True	$6.57	26/06/25 14:51	26/06/25 14:52	1m
6413978	QS	Buy	$6.83	$6.89	2930	0.88% ($175.80)	True	$6.64	26/06/25 14:47	26/06/25 14:48	1m
6413975	QS	Buy	$6.89	$6.87	2902	-0.29% ($-58.33)	True	$6.63	26/06/25 14:45	26/06/25 14:46	1m
6413749	CYN	Buy	$20.90	$20.87	956	-0.13% ($-25.81)	True	$17.48	26/06/25 14:45	26/06/25 14:46	1m
6413748	CYN	Buy	$19.78	$20.41	1011	3.19% ($637.03)	True	$17.18	26/06/25 14:36	26/06/25 14:41	5m
6413746	CYN	Buy	$17.58	$16.97	1137	-3.47% ($-693.68)	True	$13.60	26/06/25 14:10	26/06/25 14:11	1m
6413745	CYN	Buy	$17.27	$17.60	1158	1.91% ($382.14)	True	$13.91	26/06/25 14:07	26/06/25 14:08	1m
6413744	CYN	Buy	$17.81	$17.41	1122	-2.25% ($-449.47)	True	$13.02	26/06/25 14:05	26/06/25 14:06	1m
6413743	CYN	Buy	$16.80	$17.28	1190	2.86% ($571.20)	True	$13.64	26/06/25 13:58	26/06/25 13:59	1m
6413954	QS	Buy	$6.16	$6.12	3246	-0.65% ($-129.19)	False	$5.85	25/06/25 13:58	25/06/25 13:59	1m
6413950	QS	Buy	$6.20	$6.16	3228	-0.65% ($-129.12)	False	$5.89	25/06/25 13:56	25/06/25 13:57	1m
6413946	QS	Buy	$6.20	$6.23	3225	0.49% ($97.07)	True	$5.92	25/06/25 13:53	25/06/25 13:54	1m
6401456	STSS	Buy	$6.09	$5.91	3284	-2.95% ($-590.79)	True	$5.20	04/06/25 14:19	04/06/25 14:20	1m
6401422	STSS	Buy	$6.24	$6.20	3206	-0.6% ($-120.55)	True	$5.36	04/06/25 14:13	04/06/25 14:14	1m
6401404	STSS	Buy	$6.13	$6.29	3262	2.61% ($521.92)	True	$5.40	04/06/25 14:11	04/06/25 14:12	1m
6414204	JOBY	Buy	$8.60	$8.58	2325	-0.23% ($-45.80)	True	$8.44	28/05/25 14:42	28/05/25 14:43	1m
6414203	JOBY	Buy	$8.59	$8.58	2328	-0.17% ($-34.69)	True	$8.43	28/05/25 14:38	28/05/25 14:39	1m
6414202	JOBY	Buy	$8.63	$8.59	2318	-0.42% ($-83.91)	True	$8.40	28/05/25 14:22	28/05/25 14:23	1m
6414183	QUBT	Buy	$12.28	$12.34	1629	0.53% ($105.89)	True	$11.92	16/05/25 14:57	16/05/25 14:58	1m
6414182	QUBT	Buy	$12.01	$11.98	1665	-0.3% ($-60.11)	True	$11.58	16/05/25 14:38	16/05/25 14:39	1m
6414181	QUBT	Buy	$12.03	$12.08	1663	0.42% ($83.15)	True	$11.65	16/05/25 14:36	16/05/25 14:37	1m
6414180	QUBT	Buy	$12.14	$12.16	1647	0.2% ($40.85)	True	$11.71	16/05/25 14:34	16/05/25 14:35	1m
6414178	QUBT	Buy	$12.02	$12.16	1663	1.17% ($233.32)	True	$11.67	16/05/25 14:31	16/05/25 14:32	1m
6414177	QUBT	Buy	$12.10	$11.95	1652	-1.24% ($-247.80)	True	$11.47	16/05/25 14:29	16/05/25 14:30	1m
6414176	QUBT	Buy	$12.05	$12.15	1659	0.83% ($165.90)	True	$11.66	16/05/25 14:26	16/05/25 14:27	1m
6375655	QBTS	Buy	$9.16	$9.18	2184	0.23% ($46.96)	True	$8.89	08/05/25 14:55	08/05/25 14:56	1m
6375634	QBTS	Buy	$9.00	$9.12	2222	1.33% ($266.64)	True	$8.83	08/05/25 14:43	08/05/25 14:44	1m
6375629	QBTS	Buy	$8.97	$8.96	2229	-0.11% ($-21.62)	True	$8.66	08/05/25 14:41	08/05/25 14:42	1m
6375619	QBTS	Buy	$9.06	$8.98	2208	-0.83% ($-165.60)	True	$8.66	08/05/25 14:37	08/05/25 14:38	1m

Strategy DSL Hybrid-Intraday-Entry-Daily-Exit-v7

Job Like

# HYBRID V7 - INTRADAY ENTRY + DAILY EXIT
# Based on f2059c74 pattern (56.2% WR) but with better exit
# Intraday precision entry + daily timeframe exit

CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",
fast_ema=11,
slow_ema=30,
vol_period=21,
min_price=5,
adr_threshold=0.02,
avg_vol_threshold=1000000,
donchian_exit=20,
atr_period=15,
atr_mult=3.0,
risk_frac=0.02

STRATEGY "Hybrid-Intraday-Entry-Daily-Exit-v7":

# TRIGGER: Intraday mean reversion signal (from f2059c74)
TRIGGER:
LAST(CLOSE(sym, 1m)) > min_price
AND ATR(sym, 1d, 9) / LAST(CLOSE(sym, 1d)) > adr_threshold
AND SMA(VOL(sym, 1d), vol_period) > avg_vol_threshold
AND TIME_UTC_IN("13:37", "15:00")
AND VOL_PACE(sym, 1d, vol_period) > 3
AND LAST(CLOSE(sym, 1m)) < EMA(CLOSE(sym, 1m), fast_ema)
AND LAST(CLOSE(sym, 1m)) > EMA(CLOSE(sym, 1m), slow_ema)
AND EMA(CLOSE(sym, 5m), fast_ema) > EMA(CLOSE(sym, 5m), slow_ema)

ENTRY: MARKET

# EXIT: DAILY timeframe Donchian (key improvement)
EXIT:
LAST(CLOSE(sym, 1d)) < LOWER(DONCHIAN(HIGH(sym, 1d), LOW(sym, 1d), donchian_exit))
OR RETURN(CLOSE(sym, 1d), 10) > 0.10

RISK: TRAIL_ATR(atr_period, atr_mult)
SIZING: FIXED_FRACTION(risk_frac)

# HYBRID V7 - INTRADAY ENTRY + DAILY EXIT
# Based on f2059c74 pattern (56.2% WR) but with better exit
# Intraday precision entry + daily timeframe exit

CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",
fast_ema=11,
slow_ema=30,
vol_period=21,
min_price=5,
adr_threshold=0.02,
avg_vol_threshold=1000000,
donchian_exit=20,
atr_period=15,
atr_mult=3.0,
risk_frac=0.02

STRATEGY "Hybrid-Intraday-Entry-Daily-Exit-v7":

# TRIGGER: Intraday mean reversion signal (from f2059c74)
TRIGGER:
LAST(CLOSE(sym, 1m)) > min_price
AND ATR(sym, 1d, 9) / LAST(CLOSE(sym, 1d)) > adr_threshold
AND SMA(VOL(sym, 1d), vol_period) > avg_vol_threshold
AND TIME_UTC_IN("13:37", "15:00")
AND VOL_PACE(sym, 1d, vol_period) > 3
AND LAST(CLOSE(sym, 1m)) < EMA(CLOSE(sym, 1m), fast_ema)
AND LAST(CLOSE(sym, 1m)) > EMA(CLOSE(sym, 1m), slow_ema)
AND EMA(CLOSE(sym, 5m), fast_ema) > EMA(CLOSE(sym, 5m), slow_ema)

ENTRY: MARKET

# EXIT: DAILY timeframe Donchian (key improvement)
EXIT:
LAST(CLOSE(sym, 1d)) < LOWER(DONCHIAN(HIGH(sym, 1d), LOW(sym, 1d), donchian_exit))
OR RETURN(CLOSE(sym, 1d), 10) > 0.10

RISK: TRAIL_ATR(atr_period, atr_mult)
SIZING: FIXED_FRACTION(risk_frac)