Backtest Results

Job Notes

Queued from hybrid_v20_high_volume.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-HighVolume-v20

Job Like

# HYBRID V20 - HIGH VOLUME FILTER (based on v15 winner)
# More aggressive volume requirement (1.5x instead of 1.3x)
# Only trade on strong volume days

CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",
bb_period=20,
bb_dev=2.0,
vol_mult=1.5,
atr_period=14,
atr_mult=4.0,
donchian_exit=20,
risk_frac=0.02

STRATEGY "Hybrid-HighVolume-v20":

TRIGGER:
TIME_UTC_IN("09:30", "16:00")
AND CROSSUNDER(LOW(sym, 1d), MID(BBANDS(CLOSE(sym, 1d), bb_period, bb_dev)))
# Higher volume requirement
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

EXIT:
(ADX(sym, 1d, 14) > 25 AND LAST(CLOSE(sym, 1d)) < (HIGHEST(HIGH(sym, 1d), 20) - 3.5 * ATR(sym, 1d, 14)))
OR (ADX(sym, 1d, 14) <= 25 AND LAST(CLOSE(sym, 1d)) < (HIGHEST(HIGH(sym, 1d), 10) - 2.0 * 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) > 0.10

RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)

# HYBRID V20 - HIGH VOLUME FILTER (based on v15 winner)
# More aggressive volume requirement (1.5x instead of 1.3x)
# Only trade on strong volume days

CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",
bb_period=20,
bb_dev=2.0,
vol_mult=1.5,
atr_period=14,
atr_mult=4.0,
donchian_exit=20,
risk_frac=0.02

STRATEGY "Hybrid-HighVolume-v20":

TRIGGER:
TIME_UTC_IN("09:30", "16:00")
AND CROSSUNDER(LOW(sym, 1d), MID(BBANDS(CLOSE(sym, 1d), bb_period, bb_dev)))
# Higher volume requirement
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

EXIT:
(ADX(sym, 1d, 14) > 25 AND LAST(CLOSE(sym, 1d)) < (HIGHEST(HIGH(sym, 1d), 20) - 3.5 * ATR(sym, 1d, 14)))
OR (ADX(sym, 1d, 14) <= 25 AND LAST(CLOSE(sym, 1d)) < (HIGHEST(HIGH(sym, 1d), 10) - 2.0 * 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) > 0.10

RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)