Backtest Results

Job Notes

Queued from hybrid_v24_triple_confirm.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-TripleConfirm-v24

Job Like

# HYBRID V24 - TRIPLE CONFIRM (maximum entry quality)
# Add MACD confirmation to v15 entry
# Fewer trades but higher quality

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,
risk_frac=0.02

STRATEGY "Hybrid-TripleConfirm-v24":

TRIGGER:
TIME_UTC_IN("09:30", "16:00")
# BB crossunder (mean reversion)
AND CROSSUNDER(LOW(sym, 1d), MID(BBANDS(CLOSE(sym, 1d), bb_period, bb_dev)))
# Volume surge
AND LAST(VOL(sym, 1d)) > LAST(VOL(sym, 1d), 1) * vol_mult
# Strong trend (EMAs aligned)
AND LAST(CLOSE(sym, 1d)) > EMA(CLOSE(sym, 1d), 50)
AND EMA(CLOSE(sym, 1d), 20) > EMA(CLOSE(sym, 1d), 50)
# RSI filter
AND RSI(CLOSE(sym, 1d), 14) < 60
AND RSI(CLOSE(sym, 1d), 14) > 30
# MACD bullish (additional confirmation)
AND MACD_LINE(CLOSE(sym, 1d), 12, 26) > MACD_SIGNAL(CLOSE(sym, 1d), 12, 26, 9)

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 V24 - TRIPLE CONFIRM (maximum entry quality)
# Add MACD confirmation to v15 entry
# Fewer trades but higher quality

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,
risk_frac=0.02

STRATEGY "Hybrid-TripleConfirm-v24":

TRIGGER:
TIME_UTC_IN("09:30", "16:00")
# BB crossunder (mean reversion)
AND CROSSUNDER(LOW(sym, 1d), MID(BBANDS(CLOSE(sym, 1d), bb_period, bb_dev)))
# Volume surge
AND LAST(VOL(sym, 1d)) > LAST(VOL(sym, 1d), 1) * vol_mult
# Strong trend (EMAs aligned)
AND LAST(CLOSE(sym, 1d)) > EMA(CLOSE(sym, 1d), 50)
AND EMA(CLOSE(sym, 1d), 20) > EMA(CLOSE(sym, 1d), 50)
# RSI filter
AND RSI(CLOSE(sym, 1d), 14) < 60
AND RSI(CLOSE(sym, 1d), 14) > 30
# MACD bullish (additional confirmation)
AND MACD_LINE(CLOSE(sym, 1d), 12, 26) > MACD_SIGNAL(CLOSE(sym, 1d), 12, 26, 9)

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)