Backtest Results
Test ID: HYBRID-20260
Job Notes
Queued from hybrid_v28_momentum_tight.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
75
Total P&L
$13909.40
Notional: $1499344.25Total Return
0.93%
Weighted by notionalWin Rate
34.7%
26 W / 49 LCouldWin Rate
50.7%
38 could / 75 totalAvg P&L
$185.46
Avg Return: 0.93%Best Win
$6395.84
Largest Loss
$-3161.10
Trade Details
75 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 6416570 | SOXL | Buy | $37.28 | $36.16 | 536 | -3.02% ($-603.00) | False | $36.16 | 10/10/25 15:43 | 10/10/25 17:07 | 1.4h |
| 6416571 | BBAI | Buy | $8.06 | $7.81 | 2482 | -3.04% ($-608.59) | False | $7.83 | 10/10/25 15:44 | 10/10/25 17:03 | 1.3h |
| 6416569 | HCTI | Buy | $2.92 | $2.84 | 6849 | -2.74% ($-547.92) | False | $2.89 | 09/10/25 15:53 | 09/10/25 17:19 | 1.4h |
| 6416568 | HCTI | Buy | $3.04 | $2.92 | 6574 | -4.16% ($-832.27) | False | $2.93 | 09/10/25 14:25 | 09/10/25 15:52 | 1.5h |
| 6416705 | TLRY | Buy | $1.63 | $1.60 | 12269 | -2.15% ($-429.42) | False | $1.60 | 02/10/25 15:40 | 02/10/25 17:48 | 2.1h |
| 6416567 | HCTI | Buy | $3.30 | $2.92 | 6057 | -11.56% ($-2311.96) | True | $2.84 | 01/10/25 13:40 | 01/10/25 20:00 | 6.3h |
| 6416708 | TLRY | Buy | $1.49 | $1.85 | 13422 | 24.17% ($4833.26) | True | $1.39 | 29/09/25 13:38 | 29/09/25 20:00 | 6.4h |
| 6416574 | F | Buy | $12.12 | $12.03 | 1650 | -0.74% ($-148.50) | False | $12.03 | 26/09/25 15:55 | 26/09/25 16:00 | 5m |
| 6416573 | F | Buy | $12.29 | $12.16 | 1627 | -1.03% ($-206.47) | False | $12.17 | 26/09/25 15:44 | 26/09/25 15:54 | 10m |
| 6416572 | NCNA | Buy | $4.01 | $4.50 | 4987 | 12.22% ($2443.13) | True | $3.90 | 15/09/25 13:30 | 15/09/25 20:00 | 6.5h |
| 6416761 | BTG | Buy | $4.41 | $4.38 | 4534 | -0.69% ($-137.38) | False | $4.38 | 15/09/25 15:57 | 15/09/25 16:22 | 25m |
| 6416735 | WOLF | Buy | $2.13 | $2.31 | 9384 | 8.4% ($1680.67) | True | $1.96 | 12/09/25 13:48 | 12/09/25 20:00 | 6.2h |
| 6416739 | WOLF | Buy | $1.65 | $1.87 | 12121 | 13.33% ($2666.62) | True | $1.59 | 11/09/25 14:02 | 11/09/25 20:00 | 6h |
| 6416741 | WOLF | Buy | $1.55 | $1.50 | 12944 | -2.91% ($-582.48) | False | $1.50 | 10/09/25 14:38 | 10/09/25 17:06 | 2.5h |
| 6416740 | WOLF | Buy | $1.69 | $1.80 | 11869 | 6.82% ($1364.94) | True | $1.61 | 09/09/25 14:18 | 09/09/25 20:00 | 5.7h |
| 6416752 | BITF | Buy | $1.41 | $1.58 | 14234 | 12.46% ($2490.95) | True | $1.38 | 09/09/25 14:18 | 09/09/25 20:00 | 5.7h |
| 6416738 | WOLF | Buy | $1.79 | $1.68 | 11166 | -6.2% ($-1239.43) | True | $1.68 | 09/09/25 13:34 | 09/09/25 14:17 | 43m |
| 6416764 | HOOD | Buy | $115.39 | $114.70 | 173 | -0.6% ($-119.37) | False | $114.71 | 08/09/25 15:03 | 08/09/25 17:40 | 2.6h |
| 6416762 | HOOD | Buy | $116.44 | $115.32 | 171 | -0.97% ($-192.36) | False | $115.37 | 08/09/25 14:30 | 08/09/25 15:02 | 32m |
| 6416844 | PSLV | Buy | $13.37 | $13.48 | 1495 | 0.82% ($164.60) | True | $13.34 | 29/08/25 15:31 | 29/08/25 20:00 | 4.5h |
| 6416618 | IXHL | Buy | $0.56 | $0.60 | 35900 | 7.43% ($1486.26) | True | $0.53 | 22/08/25 14:38 | 22/08/25 20:00 | 5.4h |
| 6416616 | IXHL | Buy | $0.58 | $0.55 | 34264 | -5.4% ($-1079.32) | True | $0.56 | 22/08/25 13:30 | 22/08/25 13:36 | 6m |
| 6416617 | NIO | Buy | $5.50 | $5.53 | 3634 | 0.48% ($96.30) | True | $5.45 | 21/08/25 15:03 | 21/08/25 20:00 | 5h |
| 6416775 | BITF | Buy | $1.39 | $1.36 | 14427 | -2.25% ($-450.12) | False | $1.36 | 18/08/25 15:50 | 18/08/25 16:17 | 27m |
| 6416731 | TLRY | Buy | $1.01 | $0.95 | 19794 | -5.98% ($-1195.56) | True | $0.90 | 12/08/25 13:43 | 12/08/25 20:00 | 6.3h |
| 6416734 | TLRY | Buy | $0.73 | $0.93 | 27483 | 27.39% ($5477.36) | True | $0.71 | 11/08/25 14:42 | 11/08/25 20:00 | 5.3h |
| 6416733 | TLRY | Buy | $0.76 | $0.74 | 26385 | -2.88% ($-575.19) | True | $0.74 | 11/08/25 14:22 | 11/08/25 14:41 | 19m |
| 6416732 | TLRY | Buy | $0.78 | $0.76 | 25542 | -3.47% ($-694.74) | True | $0.76 | 11/08/25 14:04 | 11/08/25 14:21 | 17m |
| 6416770 | SOUN | Buy | $13.03 | $13.55 | 1534 | 3.98% ($796.15) | True | $12.44 | 08/08/25 13:38 | 08/08/25 20:00 | 6.4h |
| 6416866 | STSS | Buy | $6.42 | $6.12 | 3115 | -4.65% ($-929.83) | False | $6.16 | 08/08/25 15:45 | 08/08/25 15:53 | 8m |
| 6416634 | IXHL | Buy | $0.59 | $0.56 | 33823 | -4.52% ($-903.07) | False | $0.57 | 31/07/25 16:00 | 31/07/25 16:34 | 34m |
| 6416633 | IXHL | Buy | $0.61 | $0.58 | 32727 | -4.32% ($-863.99) | False | $0.60 | 31/07/25 15:54 | 31/07/25 15:59 | 5m |
| 6416632 | IXHL | Buy | $0.63 | $0.62 | 31550 | -2.56% ($-511.11) | False | $0.62 | 31/07/25 15:33 | 31/07/25 15:38 | 5m |
| 6416630 | IXHL | Buy | $0.85 | $0.75 | 23430 | -11.96% ($-2392.20) | True | $0.77 | 30/07/25 14:33 | 30/07/25 19:17 | 4.7h |
| 6416760 | TLRY | Buy | $0.73 | $0.72 | 27356 | -1.37% ($-273.56) | False | $0.72 | 23/07/25 15:59 | 23/07/25 17:17 | 1.3h |
| 6416640 | RGTI | Buy | $14.10 | $16.57 | 1418 | 17.54% ($3506.15) | True | $13.69 | 16/07/25 13:53 | 16/07/25 20:00 | 6.1h |
| 6416643 | IXHL | Buy | $0.23 | $0.24 | 88888 | 4.53% ($906.66) | True | $0.22 | 14/07/25 15:37 | 14/07/25 20:00 | 4.4h |
| 6416638 | IXHL | Buy | $0.23 | $0.22 | 87450 | -2.23% ($-446.00) | False | $0.22 | 14/07/25 13:48 | 14/07/25 15:36 | 1.8h |
| 6416774 | TLRY | Buy | $0.56 | $0.59 | 36029 | 6.22% ($1243.00) | True | $0.55 | 08/07/25 15:29 | 08/07/25 20:00 | 4.5h |
| 6416773 | TLRY | Buy | $0.56 | $0.56 | 35423 | -1.7% ($-340.06) | True | $0.56 | 08/07/25 15:15 | 08/07/25 15:22 | 7m |
| 6416802 | SOUN | Buy | $10.74 | $10.65 | 1862 | -0.89% ($-177.08) | False | $10.65 | 30/06/25 15:54 | 30/06/25 16:38 | 44m |
| 6416784 | BURU | Buy | $0.34 | $0.34 | 58997 | 0.29% ($59.00) | True | $0.32 | 27/06/25 14:27 | 27/06/25 20:00 | 5.6h |
| 6416783 | BURU | Buy | $0.42 | $0.35 | 47607 | -15.81% ($-3161.10) | False | $0.36 | 27/06/25 13:38 | 27/06/25 14:26 | 48m |
| 6416730 | SMCI | Buy | $44.90 | $46.53 | 445 | 3.63% ($725.35) | True | $44.56 | 25/06/25 15:28 | 25/06/25 20:00 | 4.5h |
| 6416655 | BBAI | Buy | $4.76 | $4.70 | 4201 | -1.27% ($-254.16) | False | $4.70 | 25/06/25 15:56 | 25/06/25 16:14 | 18m |
| 6416647 | BBAI | Buy | $4.85 | $4.77 | 4123 | -1.75% ($-350.46) | False | $4.77 | 25/06/25 15:16 | 25/06/25 15:55 | 39m |
| 6416654 | BBAI | Buy | $4.99 | $4.90 | 4012 | -1.61% ($-322.56) | True | $4.91 | 24/06/25 15:50 | 24/06/25 16:01 | 11m |
| 6416779 | AMD | Buy | $127.10 | $127.15 | 157 | 0.04% ($7.85) | True | $126.55 | 17/06/25 15:39 | 17/06/25 20:00 | 4.4h |
| 6416778 | AMD | Buy | $127.79 | $127.19 | 156 | -0.47% ($-94.22) | False | $127.27 | 17/06/25 15:32 | 17/06/25 15:38 | 6m |
| 6416777 | AMD | Buy | $128.64 | $127.94 | 155 | -0.54% ($-107.73) | False | $127.99 | 17/06/25 15:14 | 17/06/25 15:28 | 14m |
| 6416781 | AMD | Buy | $126.43 | $126.24 | 158 | -0.15% ($-30.02) | False | $125.72 | 16/06/25 15:23 | 16/06/25 20:00 | 4.6h |
| 6416692 | DNN | Buy | $1.84 | $1.85 | 10869 | 0.54% ($108.69) | True | $1.81 | 16/06/25 16:00 | 16/06/25 20:00 | 4h |
| 6416780 | AMD | Buy | $127.54 | $126.71 | 156 | -0.65% ($-129.48) | False | $126.75 | 16/06/25 15:10 | 16/06/25 15:20 | 10m |
| 6416695 | DNN | Buy | $1.65 | $1.69 | 12120 | 2.42% ($483.59) | True | $1.63 | 03/06/25 15:47 | 03/06/25 20:00 | 4.2h |
| 6416699 | DNN | Buy | $1.71 | $1.71 | 11696 | 0.01% ($2.34) | True | $1.69 | 28/05/25 15:56 | 28/05/25 20:00 | 4.1h |
| 6416700 | DNN | Buy | $1.69 | $1.66 | 11834 | -1.78% ($-355.02) | False | $1.66 | 27/05/25 15:52 | 27/05/25 16:47 | 55m |
| 6416852 | BITF | Buy | $1.10 | $1.09 | 18183 | -0.9% ($-180.01) | False | $1.07 | 22/05/25 15:38 | 22/05/25 20:00 | 4.4h |
| 6416712 | RGTI | Buy | $12.83 | $13.73 | 1558 | 7.01% ($1402.20) | True | $12.59 | 22/05/25 15:41 | 22/05/25 20:00 | 4.3h |
| 6416711 | RGTI | Buy | $13.05 | $12.83 | 1532 | -1.65% ($-329.84) | True | $12.84 | 22/05/25 15:36 | 22/05/25 15:40 | 4m |
| 6416716 | RGTI | Buy | $11.96 | $11.78 | 1672 | -1.51% ($-301.29) | False | $11.78 | 20/05/25 15:39 | 20/05/25 18:28 | 2.8h |
| 6416715 | RGTI | Buy | $12.18 | $11.99 | 1642 | -1.56% ($-311.98) | False | $12.01 | 20/05/25 15:35 | 20/05/25 15:38 | 3m |
| 6416713 | RGTI | Buy | $12.37 | $12.21 | 1617 | -1.25% ($-250.64) | False | $12.22 | 20/05/25 15:31 | 20/05/25 15:34 | 3m |
| 6416717 | QBTS | Buy | $10.67 | $11.02 | 1874 | 3.28% ($656.09) | True | $10.32 | 15/05/25 14:52 | 15/05/25 20:00 | 5.1h |
| 6416719 | RGTI | Buy | $10.97 | $11.56 | 1823 | 5.38% ($1075.75) | True | $10.79 | 14/05/25 15:02 | 14/05/25 20:00 | 5h |
| 6416718 | RGTI | Buy | $11.17 | $10.96 | 1790 | -1.89% ($-376.97) | True | $10.98 | 14/05/25 14:47 | 14/05/25 14:52 | 5m |
| 6416725 | RGTI | Buy | $10.34 | $10.18 | 1934 | -1.55% ($-309.44) | False | $10.19 | 13/05/25 14:54 | 13/05/25 17:16 | 2.4h |
| 6416726 | RGTI | Buy | $11.19 | $11.60 | 1787 | 3.66% ($732.67) | True | $11.01 | 12/05/25 15:29 | 12/05/25 20:00 | 4.5h |
| 6416728 | RGTI | Buy | $10.20 | $10.04 | 1961 | -1.52% ($-303.96) | False | $10.05 | 09/05/25 15:29 | 09/05/25 16:12 | 43m |
| 6416861 | MARA | Buy | $14.95 | $14.78 | 1338 | -1.1% ($-220.77) | False | $14.79 | 09/05/25 15:50 | 09/05/25 16:09 | 19m |
| 6416859 | MARA | Buy | $15.18 | $14.95 | 1317 | -1.52% ($-302.91) | False | $14.96 | 09/05/25 15:23 | 09/05/25 15:49 | 26m |
| 6416857 | MARA | Buy | $15.45 | $15.26 | 1294 | -1.23% ($-245.86) | False | $15.26 | 09/05/25 15:13 | 09/05/25 15:22 | 9m |
| 6416855 | MARA | Buy | $15.65 | $15.46 | 1278 | -1.21% ($-241.93) | False | $15.47 | 09/05/25 15:05 | 09/05/25 15:12 | 7m |
| 6416723 | QBTS | Buy | $7.91 | $10.44 | 2528 | 31.98% ($6395.84) | True | $7.38 | 08/05/25 13:40 | 08/05/25 20:00 | 6.3h |
| 6416727 | RGTI | Buy | $9.83 | $10.28 | 2033 | 4.53% ($905.50) | True | $9.68 | 08/05/25 15:30 | 08/05/25 20:00 | 4.5h |
| 6416722 | QBTS | Buy | $8.43 | $8.08 | 2372 | -4.15% ($-830.20) | True | $8.10 | 08/05/25 13:33 | 08/05/25 13:37 | 4m |
Strategy DSL
Hybrid-MomentumTight-v28
# HYBRID V28 - MOMENTUM TIGHT (v14 with stricter entry)
# Lower momentum threshold (3% instead of 5%) for more trades
# But add RSI filter to maintain quality
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
vol_period=20,
mom_period=10,
mom_threshold=0.03,
rsi_exit=70,
ema_exit_period=21,
atr_period=14,
atr_mult=2.5,
risk_frac=0.02
STRATEGY "Hybrid-MomentumTight-v28":
TRIGGER:
TIME_UTC_IN("09:30", "16:00")
AND VOL_PACE(sym, 1d, vol_period) > 1.2
AND RETURN(CLOSE(sym, 1d), mom_period) > mom_threshold
AND EMA(CLOSE(sym, 1d), 20) > EMA(CLOSE(sym, 1d), 50)
# Added RSI filter for quality
AND RSI(CLOSE(sym, 1d), 14) > 40
AND RSI(CLOSE(sym, 1d), 14) < 70
ENTRY: MARKET
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)