Backtest Results

Test ID: HYBRID-20260
Back to Queue
Job Notes

Queued from hybrid_v17_max_rr.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

37

Total P&L

$-5251.34

Notional: $554510.70
Total Return

-0.95%

Weighted by notional
Win Rate

54.1%

20 W / 17 L
CouldWin Rate

59.5%

22 could / 37 total
Avg P&L

$-141.93

Avg Return: -0.95%
Best Win

$1923.08

Largest Loss

$-3738.48

Trade Details 37 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
6360148 TQQQ Buy $101.49 $97.97 147 -3.47% ($-518.18) False $97.98 10/10/25 15:41 10/10/25 19:37 3.9h
6365635 IWM Buy $241.80 $238.87 62 -1.21% ($-181.97) False $238.90 10/10/25 15:48 10/10/25 19:26 3.6h
6365568 BHAT Buy $1.88 $1.80 7984 -4.18% ($-627.54) False $1.81 06/10/25 15:57 06/10/25 17:12 1.3h
6363401 RIVN Buy $13.43 $13.52 1117 0.68% ($102.21) True $13.21 02/10/25 14:51 02/10/25 20:00 5.2h
6367278 BTBT Buy $2.96 $2.99 5076 1.18% ($177.66) True $2.90 30/09/25 15:50 30/09/25 20:00 4.2h
6363947 VALE Buy $10.61 $10.70 1413 0.85% ($127.03) True $10.54 26/09/25 15:58 26/09/25 20:00 4h
6360187 HCTI Buy $2.45 $2.55 6122 4.08% ($612.20) True $2.34 25/09/25 14:28 25/09/25 20:00 5.5h
6363634 RIG Buy $3.12 $3.15 4815 1.12% ($168.53) True $2.98 25/09/25 13:34 25/09/25 20:00 6.4h
6366427 XTIA Buy $1.37 $1.54 10989 12.82% ($1923.08) True $1.25 12/09/25 14:25 12/09/25 20:00 5.6h
6366422 XTIA Buy $1.44 $1.34 10416 -7.29% ($-1093.68) True $1.34 12/09/25 13:51 12/09/25 14:24 33m
6363567 NVDQ Buy $1.03 $1.05 14563 1.94% ($291.26) True $1.00 10/09/25 15:42 10/09/25 20:00 4.3h
6360461 NIO Buy $5.64 $5.72 2661 1.51% ($226.19) True $5.43 10/09/25 13:34 10/09/25 20:00 6.4h
6365745 BHAT Buy $1.58 $1.73 9485 9.08% ($1362.05) True $1.45 09/09/25 13:57 09/09/25 19:55 6h
6360570 NIO Buy $6.41 $6.58 2340 2.65% ($397.80) True $6.25 02/09/25 15:05 02/09/25 20:00 4.9h
6365095 PSLV Buy $13.15 $13.14 1140 -0.08% ($-11.40) False $13.08 22/08/25 15:57 22/08/25 20:00 4.1h
6367227 AMCR Buy $8.59 $8.75 1747 1.92% ($288.26) True $8.47 14/08/25 15:06 14/08/25 20:00 4.9h
6365191 PSLV Buy $12.83 $12.89 1169 0.47% ($70.02) True $12.78 14/08/25 15:31 14/08/25 20:00 4.5h
6360649 OPEN Buy $2.93 $3.03 5123 3.49% ($523.57) True $2.72 14/08/25 15:16 14/08/25 20:00 4.7h
6364571 TLT Buy $86.75 $87.01 172 0.31% ($45.58) True $86.61 12/08/25 15:56 12/08/25 20:00 4.1h
6360919 NIO Buy $4.52 $4.46 3318 -1.33% ($-199.08) False $4.46 12/08/25 14:58 12/08/25 16:57 2h
6361575 SMCI Buy $45.04 $46.66 333 3.61% ($541.13) True $44.40 06/08/25 15:39 06/08/25 20:00 4.4h
6366557 HIMS Buy $59.15 $56.77 253 -4.02% ($-602.14) False $57.10 05/08/25 14:49 05/08/25 16:40 1.9h
6366873 ADAP Buy $0.13 $0.10 115030 -24.92% ($-3738.48) False $0.10 28/07/25 13:41 28/07/25 19:17 5.6h
6366863 ADAP Buy $0.15 $0.13 100000 -14.07% ($-2110.00) False $0.13 28/07/25 13:30 28/07/25 13:40 10m
6363378 MARA Buy $17.89 $17.66 838 -1.29% ($-192.74) False $17.67 23/07/25 15:00 23/07/25 16:48 1.8h
6366263 AGMH Buy $2.52 $2.52 5954 0.03% ($4.76) True $2.43 21/07/25 14:13 21/07/25 20:00 5.8h
6366332 AGMH Buy $2.80 $2.85 5357 1.79% ($267.85) True $2.58 18/07/25 15:10 18/07/25 20:00 4.8h
6368304 CYN Buy $10.90 $9.85 1376 -9.63% ($-1444.80) True $9.44 11/07/25 14:31 11/07/25 20:00 5.5h
6368446 RXRX Buy $4.86 $4.93 3089 1.54% ($231.68) True $4.77 07/07/25 15:10 07/07/25 20:00 4.8h
6367161 HIMS Buy $44.53 $42.80 336 -3.87% ($-579.60) False $42.81 23/06/25 14:24 23/06/25 16:31 2.1h
6367157 HIMS Buy $47.22 $45.00 317 -4.7% ($-703.74) False $45.05 23/06/25 14:06 23/06/25 14:22 16m
6361028 NCNA Buy $0.10 $0.10 145067 -3.87% ($-580.27) False $0.10 20/06/25 14:56 20/06/25 17:02 2.1h
6367169 ACHR Buy $9.99 $10.00 1501 0.1% ($15.01) True $9.64 13/06/25 13:50 13/06/25 20:00 6.2h
6362188 LCID Buy $2.51 $2.44 5976 -2.78% ($-417.12) False $2.44 29/05/25 15:52 29/05/25 16:10 18m
6361910 OPEN Buy $0.75 $0.72 20010 -3.79% ($-568.28) False $0.72 09/05/25 13:48 09/05/25 16:04 2.3h
6368737 CYN Buy $3.98 $4.36 3768 9.55% ($1431.84) True $3.67 08/05/25 14:02 08/05/25 20:00 6h
6366920 GOOGL Buy $154.68 $149.58 96 -3.3% ($-489.99) False $149.71 07/05/25 15:12 07/05/25 16:16 1.1h
Strategy DSL Hybrid-MaxRR-v17
Job Like 
# HYBRID V17 - MAX R:R (optimized for highest win:loss ratio)
# Accept lower win rate, maximize R:R
# Based on a1e638db (R:R 2.28) and da3a58a3 (R:R 2.91)

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=30,           # Very wide exit (30 days)
atr_period=14,
atr_mult=5.0,               # Very wide stop (5x ATR)
risk_frac=0.015

STRATEGY "Hybrid-MaxRR-v17":

# TRIGGER: Mean reversion + volume
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: Only on significant breakdown (very wide)
EXIT:
LAST(CLOSE(sym, 1d)) < LOWER(DONCHIAN(HIGH(sym, 1d), LOW(sym, 1d), donchian_exit))

RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)