Backtest Results

Job Notes

Queued from hybrid_v23_momentum_blend.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-MomentumBlend-v23

Job Like

# HYBRID V23 - MOMENTUM BLEND (v15 entry + v14 exit elements)
# v15 had PF 1.10 with 52% WR
# v14 had PF 1.11 with 28% WR and R:R 2.82
# Blend: v15 entry quality + RSI overbought exit from v14

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=20,
rsi_exit=70,
risk_frac=0.02

STRATEGY "Hybrid-MomentumBlend-v23":

# v15 entry (proven 52% WR)
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

# Blend exit: RSI overbought (from v14) + Donchian safety
EXIT:
(RSI(CLOSE(sym, 1d), 14) > rsi_exit AND LAST(CLOSE(sym, 1d)) < EMA(CLOSE(sym, 1d), 21))
OR LAST(CLOSE(sym, 1d)) < LOWER(DONCHIAN(HIGH(sym, 1d), LOW(sym, 1d), donchian_exit))
OR RETURN(CLOSE(sym, 1d), 25) > 0.12

RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)

# HYBRID V23 - MOMENTUM BLEND (v15 entry + v14 exit elements)
# v15 had PF 1.10 with 52% WR
# v14 had PF 1.11 with 28% WR and R:R 2.82
# Blend: v15 entry quality + RSI overbought exit from v14

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=20,
rsi_exit=70,
risk_frac=0.02

STRATEGY "Hybrid-MomentumBlend-v23":

# v15 entry (proven 52% WR)
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

# Blend exit: RSI overbought (from v14) + Donchian safety
EXIT:
(RSI(CLOSE(sym, 1d), 14) > rsi_exit AND LAST(CLOSE(sym, 1d)) < EMA(CLOSE(sym, 1d), 21))
OR LAST(CLOSE(sym, 1d)) < LOWER(DONCHIAN(HIGH(sym, 1d), LOW(sym, 1d), donchian_exit))
OR RETURN(CLOSE(sym, 1d), 25) > 0.12

RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)