Backtest Results

Job Notes

Queued from hybrid_v19_wider_profit.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

0

Total P&L

$0.00

Notional: $0.00

Total Return

0%

Weighted by notional

Win Rate

0%

0 W / 0 L

CouldWin Rate

0%

0 could / 0 total

Avg 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 Hybrid-WiderProfit-v19

Job Like

# HYBRID V19 - WIDER PROFIT TARGET (based on v15 winner)
# Let winners run longer: 15% instead of 10%
# Wider Donchian (25) to stay in trend longer

CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",
bb_period=20,
bb_dev=2.0,
vol_mult=1.3,
atr_period=14,
atr_mult=4.0,
donchian_exit=25,
risk_frac=0.02

STRATEGY "Hybrid-WiderProfit-v19":

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
AND LAST(CLOSE(sym, 1d)) > EMA(CLOSE(sym, 1d), 50)
AND EMA(CLOSE(sym, 1d), 20) > EMA(CLOSE(sym, 1d), 50)
AND RSI(CLOSE(sym, 1d), 14) < 65
AND RSI(CLOSE(sym, 1d), 14) > 25

ENTRY: MARKET

# Wider exit - let winners run more
EXIT:
(ADX(sym, 1d, 14) > 25 AND LAST(CLOSE(sym, 1d)) < (HIGHEST(HIGH(sym, 1d), 25) - 4.0 * ATR(sym, 1d, 14)))
OR (ADX(sym, 1d, 14) <= 25 AND LAST(CLOSE(sym, 1d)) < (HIGHEST(HIGH(sym, 1d), 15) - 2.5 * ATR(sym, 1d, 14)))
OR LAST(CLOSE(sym, 1d)) < LOWER(DONCHIAN(HIGH(sym, 1d), LOW(sym, 1d), donchian_exit))
OR RETURN(CLOSE(sym, 1d), 20) > 0.15

RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)

# HYBRID V19 - WIDER PROFIT TARGET (based on v15 winner)
# Let winners run longer: 15% instead of 10%
# Wider Donchian (25) to stay in trend longer

CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",
bb_period=20,
bb_dev=2.0,
vol_mult=1.3,
atr_period=14,
atr_mult=4.0,
donchian_exit=25,
risk_frac=0.02

STRATEGY "Hybrid-WiderProfit-v19":

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
AND LAST(CLOSE(sym, 1d)) > EMA(CLOSE(sym, 1d), 50)
AND EMA(CLOSE(sym, 1d), 20) > EMA(CLOSE(sym, 1d), 50)
AND RSI(CLOSE(sym, 1d), 14) < 65
AND RSI(CLOSE(sym, 1d), 14) > 25

ENTRY: MARKET

# Wider exit - let winners run more
EXIT:
(ADX(sym, 1d, 14) > 25 AND LAST(CLOSE(sym, 1d)) < (HIGHEST(HIGH(sym, 1d), 25) - 4.0 * ATR(sym, 1d, 14)))
OR (ADX(sym, 1d, 14) <= 25 AND LAST(CLOSE(sym, 1d)) < (HIGHEST(HIGH(sym, 1d), 15) - 2.5 * ATR(sym, 1d, 14)))
OR LAST(CLOSE(sym, 1d)) < LOWER(DONCHIAN(HIGH(sym, 1d), LOW(sym, 1d), donchian_exit))
OR RETURN(CLOSE(sym, 1d), 20) > 0.15

RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)