Backtest Results
Test ID: HYBRID-20260
Job Notes
Queued from hybrid_v26_volume_rsi_exit.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
8
Total P&L
$1712.25
Notional: $159959.54Total Return
1.07%
Weighted by notionalWin Rate
50%
4 W / 4 LCouldWin Rate
50%
4 could / 8 totalAvg P&L
$214.03
Avg Return: 1.07%Best Win
$1825.96
Largest Loss
$-500.78
Trade Details
8 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 6416114 | HCTI | Buy | $2.46 | $2.55 | 8130 | 3.66% ($731.70) | True | $2.43 | 25/09/25 15:27 | 25/09/25 20:00 | 4.6h |
| 6416493 | RIG | Buy | $3.09 | $3.15 | 6472 | 1.94% ($387.67) | True | $3.00 | 25/09/25 13:45 | 25/09/25 20:00 | 6.3h |
| 6416129 | NIO | Buy | $5.65 | $5.72 | 3542 | 1.33% ($265.65) | True | $5.50 | 10/09/25 13:39 | 10/09/25 20:00 | 6.4h |
| 6416150 | OPEN | Buy | $2.78 | $3.03 | 7203 | 9.13% ($1825.96) | True | $2.62 | 14/08/25 15:31 | 14/08/25 20:00 | 4.5h |
| 6416158 | NIO | Buy | $4.53 | $4.48 | 4419 | -0.99% ($-198.86) | False | $4.48 | 12/08/25 15:46 | 12/08/25 16:11 | 25m |
| 6416841 | HIMS | Buy | $58.23 | $56.77 | 343 | -2.51% ($-500.78) | False | $56.87 | 05/08/25 15:35 | 05/08/25 16:40 | 1.1h |
| 6416849 | ACHR | Buy | $10.05 | $9.83 | 1990 | -2.24% ($-447.75) | False | $9.84 | 13/06/25 14:21 | 13/06/25 18:27 | 4.1h |
| 6416848 | ACHR | Buy | $10.24 | $10.06 | 1953 | -1.76% ($-351.34) | False | $10.06 | 13/06/25 14:09 | 13/06/25 14:15 | 6m |
Child Jobs (1)
| Test ID | Name | Status | Trades | Win % | CouldWin % | Total Return % | Total P&L | Created | Notes |
|---|---|---|---|---|---|---|---|---|---|
| c3d60420 | [v260115-2134] Hybrid-VolumeRSIExit-v26 |ALL | Running | 0 | 0% | 0% | 0% | $0.00 | 15/01/26 21:34 | - |
Strategy DSL
Hybrid-VolumeRSIExit-v26
# HYBRID V26 - VOLUME + RSI EXIT (v20 entry + v14 exit)
# Best of both: v20's high volume entry + v14's RSI exit
# v20 had PF 1.20, v14 had PF 1.11 with +$19K profit
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,
rsi_exit=70,
ema_exit_period=21,
atr_period=14,
atr_mult=3.5,
risk_frac=0.02
STRATEGY "Hybrid-VolumeRSIExit-v26":
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) < 60
AND RSI(CLOSE(sym, 1d), 14) > 30
ENTRY: MARKET
# RSI overbought exit from v14
EXIT:
(RSI(CLOSE(sym, 1d), 14) > rsi_exit AND LAST(CLOSE(sym, 1d)) < EMA(CLOSE(sym, 1d), ema_exit_period))
OR LAST(CLOSE(sym, 1d)) < LOWER(DONCHIAN(HIGH(sym, 1d), LOW(sym, 1d), 20))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)