Backtest Results

Job Notes

Queued from hybrid_v32_simple_clean.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

11

Total P&L

$-308.07

Notional: $219884.17

Total Return

-0.14%

Weighted by notional

Win Rate

36.4%

4 W / 7 L

CouldWin Rate

36.4%

4 could / 11 total

Avg P&L

$-28.01

Avg Return: -0.14%

Best Win

$1825.96

Largest Loss

$-1019.48

Trade Details 11 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
6416084	RIG	Buy	$3.09	$3.15	6472	1.94% ($387.67)	True	$3.01	25/09/25 13:45	25/09/25 20:00	6.3h
6415971	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
6415975	NIO	Buy	$5.65	$5.72	3542	1.33% ($265.65)	True	$5.52	10/09/25 13:39	10/09/25 20:00	6.4h
6415986	OPEN	Buy	$2.78	$3.03	7203	9.13% ($1825.96)	True	$2.64	14/08/25 15:31	14/08/25 20:00	4.5h
6415995	NIO	Buy	$4.53	$4.48	4419	-0.99% ($-198.86)	False	$4.49	12/08/25 15:46	12/08/25 16:11	25m
6416199	HIMS	Buy	$58.23	$56.77	343	-2.51% ($-500.78)	False	$57.07	05/08/25 15:35	05/08/25 16:40	1.1h
6416198	HIMS	Buy	$60.08	$58.93	332	-1.92% ($-383.86)	False	$58.93	05/08/25 15:25	05/08/25 15:34	9m
6416207	CYN	Buy	$10.57	$10.18	1892	-3.73% ($-744.88)	False	$10.19	11/07/25 14:58	11/07/25 17:01	2.1h
6416206	CYN	Buy	$11.28	$10.70	1773	-5.1% ($-1019.48)	False	$10.77	11/07/25 14:44	11/07/25 14:57	13m
6416197	ACHR	Buy	$10.08	$9.90	1983	-1.8% ($-358.92)	False	$9.91	13/06/25 14:14	13/06/25 18:15	4h
6416196	ACHR	Buy	$10.24	$10.08	1953	-1.56% ($-312.28)	False	$10.09	13/06/25 14:09	13/06/25 14:13	4m

Strategy DSL Hybrid-SimpleClean-v32

Job Like

# HYBRID V32 - SIMPLE CLEAN (minimal conditions, proven elements)
# Just BB cross + volume surge + Donchian exit
# No complex ADX/RSI conditions - keep it simple

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,
donchian_exit=20,
atr_period=14,
atr_mult=3.0,
risk_frac=0.02

STRATEGY "Hybrid-SimpleClean-v32":

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)

ENTRY: MARKET

# Simple exit: just Donchian breakdown
EXIT:
LAST(CLOSE(sym, 1d)) < LOWER(DONCHIAN(HIGH(sym, 1d), LOW(sym, 1d), donchian_exit))

RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)