Backtest Results
Test ID: HYBRID-20260
Job Notes
Queued from hybrid_v33_filtered.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
115
Total P&L
$347.49
Notional: $2299071.32Total Return
0.02%
Weighted by notionalWin Rate
46.1%
53 W / 62 LCouldWin Rate
29.6%
34 could / 115 totalAvg P&L
$3.02
Avg Return: 0.02%Best Win
$509.70
Largest Loss
$-420.67
Trade Details
115 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 6416082 | NIO | Buy | $5.68 | $5.68 | 3521 | -0.08% ($-15.84) | False | $5.64 | 10/09/25 15:59 | 10/09/25 16:00 | 1m |
| 6416079 | NIO | Buy | $5.68 | $5.68 | 3524 | 0.09% ($17.62) | True | $5.63 | 10/09/25 15:55 | 10/09/25 15:56 | 1m |
| 6416078 | NIO | Buy | $5.69 | $5.68 | 3514 | -0.18% ($-35.14) | False | $5.65 | 10/09/25 15:53 | 10/09/25 15:54 | 1m |
| 6416076 | NIO | Buy | $5.69 | $5.68 | 3516 | -0.14% ($-28.13) | False | $5.65 | 10/09/25 15:49 | 10/09/25 15:50 | 1m |
| 6416075 | NIO | Buy | $5.69 | $5.69 | 3517 | -0.01% ($-1.76) | False | $5.64 | 10/09/25 15:47 | 10/09/25 15:48 | 1m |
| 6416074 | NIO | Buy | $5.67 | $5.69 | 3527 | 0.26% ($52.91) | True | $5.63 | 10/09/25 15:45 | 10/09/25 15:46 | 1m |
| 6416071 | NIO | Buy | $5.69 | $5.68 | 3518 | -0.09% ($-17.59) | False | $5.64 | 10/09/25 15:39 | 10/09/25 15:40 | 1m |
| 6416070 | NIO | Buy | $5.69 | $5.68 | 3518 | -0.09% ($-17.24) | False | $5.64 | 10/09/25 15:37 | 10/09/25 15:38 | 1m |
| 6416069 | NIO | Buy | $5.68 | $5.69 | 3521 | 0.09% ($17.61) | True | $5.63 | 10/09/25 15:35 | 10/09/25 15:36 | 1m |
| 6416067 | NIO | Buy | $5.68 | $5.69 | 3521 | 0.09% ($17.61) | True | $5.62 | 10/09/25 15:31 | 10/09/25 15:32 | 1m |
| 6416066 | NIO | Buy | $5.71 | $5.70 | 3502 | -0.26% ($-52.53) | False | $5.65 | 10/09/25 15:29 | 10/09/25 15:30 | 1m |
| 6416065 | NIO | Buy | $5.68 | $5.70 | 3521 | 0.26% ($52.82) | True | $5.62 | 10/09/25 15:27 | 10/09/25 15:28 | 1m |
| 6416064 | NIO | Buy | $5.68 | $5.69 | 3521 | 0.18% ($35.21) | True | $5.63 | 10/09/25 15:25 | 10/09/25 15:26 | 1m |
| 6416062 | NIO | Buy | $5.66 | $5.68 | 3530 | 0.18% ($36.71) | True | $5.61 | 10/09/25 15:21 | 10/09/25 15:22 | 1m |
| 6416061 | NIO | Buy | $5.67 | $5.68 | 3530 | 0.18% ($35.30) | True | $5.62 | 10/09/25 15:19 | 10/09/25 15:20 | 1m |
| 6416060 | NIO | Buy | $5.69 | $5.69 | 3514 | -0.09% ($-17.57) | False | $5.64 | 10/09/25 15:17 | 10/09/25 15:18 | 1m |
| 6416059 | NIO | Buy | $5.69 | $5.68 | 3518 | -0.09% ($-17.59) | False | $5.63 | 10/09/25 15:15 | 10/09/25 15:16 | 1m |
| 6416058 | NIO | Buy | $5.69 | $5.68 | 3518 | -0.01% ($-1.06) | False | $5.63 | 10/09/25 15:13 | 10/09/25 15:14 | 1m |
| 6416057 | NIO | Buy | $5.69 | $5.69 | 3517 | -0.01% ($-2.11) | False | $5.63 | 10/09/25 15:11 | 10/09/25 15:12 | 1m |
| 6416056 | NIO | Buy | $5.68 | $5.69 | 3521 | 0.09% ($17.61) | True | $5.62 | 10/09/25 15:09 | 10/09/25 15:10 | 1m |
| 6416054 | NIO | Buy | $5.68 | $5.68 | 3518 | -0.08% ($-16.18) | False | $5.63 | 10/09/25 15:05 | 10/09/25 15:06 | 1m |
| 6416053 | NIO | Buy | $5.67 | $5.68 | 3530 | 0.22% ($43.07) | True | $5.61 | 10/09/25 15:03 | 10/09/25 15:04 | 1m |
| 6416052 | NIO | Buy | $5.66 | $5.65 | 3536 | -0.19% ($-37.48) | False | $5.60 | 10/09/25 15:01 | 10/09/25 15:02 | 1m |
| 6416051 | NIO | Buy | $5.65 | $5.65 | 3539 | 0% ($-0.35) | False | $5.60 | 10/09/25 14:59 | 10/09/25 15:00 | 1m |
| 6416050 | NIO | Buy | $5.66 | $5.65 | 3536 | -0.09% ($-17.68) | False | $5.61 | 10/09/25 14:57 | 10/09/25 14:58 | 1m |
| 6416048 | NIO | Buy | $5.65 | $5.65 | 3539 | 0.07% ($14.86) | True | $5.60 | 10/09/25 14:53 | 10/09/25 14:54 | 1m |
| 6416047 | NIO | Buy | $5.68 | $5.67 | 3524 | -0.17% ($-33.48) | False | $5.63 | 10/09/25 14:51 | 10/09/25 14:52 | 1m |
| 6416046 | NIO | Buy | $5.69 | $5.68 | 3517 | -0.1% ($-19.70) | False | $5.63 | 10/09/25 14:49 | 10/09/25 14:50 | 1m |
| 6416045 | NIO | Buy | $5.68 | $5.69 | 3524 | 0.18% ($35.24) | True | $5.63 | 10/09/25 14:47 | 10/09/25 14:48 | 1m |
| 6416044 | NIO | Buy | $5.67 | $5.68 | 3527 | 0.09% ($17.28) | True | $5.62 | 10/09/25 14:45 | 10/09/25 14:46 | 1m |
| 6416042 | NIO | Buy | $5.68 | $5.68 | 3521 | -0.07% ($-14.44) | False | $5.63 | 10/09/25 14:41 | 10/09/25 14:42 | 1m |
| 6416041 | NIO | Buy | $5.68 | $5.68 | 3521 | -0.08% ($-16.90) | False | $5.63 | 10/09/25 14:39 | 10/09/25 14:40 | 1m |
| 6416040 | NIO | Buy | $5.66 | $5.68 | 3530 | 0.18% ($36.01) | True | $5.62 | 10/09/25 14:37 | 10/09/25 14:38 | 1m |
| 6416038 | NIO | Buy | $5.68 | $5.69 | 3521 | 0.09% ($17.61) | True | $5.63 | 10/09/25 14:35 | 10/09/25 14:36 | 1m |
| 6416037 | NIO | Buy | $5.68 | $5.69 | 3521 | 0.09% ($17.61) | True | $5.63 | 10/09/25 14:33 | 10/09/25 14:34 | 1m |
| 6416035 | NIO | Buy | $5.69 | $5.68 | 3518 | -0.09% ($-17.59) | False | $5.62 | 10/09/25 14:29 | 10/09/25 14:30 | 1m |
| 6416033 | NIO | Buy | $5.69 | $5.68 | 3517 | -0.02% ($-3.17) | False | $5.61 | 10/09/25 14:27 | 10/09/25 14:28 | 1m |
| 6416032 | NIO | Buy | $5.69 | $5.68 | 3518 | -0.15% ($-30.25) | False | $5.62 | 10/09/25 14:25 | 10/09/25 14:26 | 1m |
| 6416031 | NIO | Buy | $5.68 | $5.69 | 3524 | 0.18% ($35.24) | True | $5.60 | 10/09/25 14:23 | 10/09/25 14:24 | 1m |
| 6416030 | NIO | Buy | $5.68 | $5.68 | 3524 | 0.01% ($1.41) | True | $5.60 | 10/09/25 14:21 | 10/09/25 14:22 | 1m |
| 6416024 | NIO | Buy | $5.65 | $5.65 | 3536 | -0.08% ($-16.27) | False | $5.59 | 10/09/25 14:19 | 10/09/25 14:20 | 1m |
| 6416019 | NIO | Buy | $5.67 | $5.66 | 3530 | -0.08% ($-16.59) | False | $5.59 | 10/09/25 14:17 | 10/09/25 14:18 | 1m |
| 6416017 | NIO | Buy | $5.68 | $5.68 | 3523 | -0.02% ($-4.58) | False | $5.60 | 10/09/25 14:15 | 10/09/25 14:16 | 1m |
| 6416014 | NIO | Buy | $5.66 | $5.66 | 3536 | 0.09% ($17.68) | True | $5.58 | 10/09/25 14:13 | 10/09/25 14:14 | 1m |
| 6416013 | NIO | Buy | $5.64 | $5.65 | 3543 | 0.09% ($18.78) | True | $5.56 | 10/09/25 14:11 | 10/09/25 14:12 | 1m |
| 6416011 | NIO | Buy | $5.66 | $5.64 | 3533 | -0.27% ($-54.05) | False | $5.58 | 10/09/25 14:09 | 10/09/25 14:10 | 1m |
| 6416009 | NIO | Buy | $5.66 | $5.67 | 3533 | 0.18% ($35.68) | True | $5.57 | 10/09/25 14:07 | 10/09/25 14:08 | 1m |
| 6416003 | NIO | Buy | $5.70 | $5.67 | 3511 | -0.45% ($-90.58) | False | $5.61 | 10/09/25 14:03 | 10/09/25 14:04 | 1m |
| 6415994 | NIO | Buy | $5.68 | $5.71 | 3524 | 0.53% ($105.72) | True | $5.59 | 10/09/25 13:59 | 10/09/25 14:00 | 1m |
| 6415993 | NIO | Buy | $5.66 | $5.67 | 3536 | 0.2% ($39.96) | True | $5.57 | 10/09/25 13:57 | 10/09/25 13:58 | 1m |
| 6415992 | NIO | Buy | $5.67 | $5.66 | 3530 | -0.18% ($-35.30) | False | $5.57 | 10/09/25 13:55 | 10/09/25 13:56 | 1m |
| 6415988 | NIO | Buy | $5.66 | $5.64 | 3532 | -0.39% ($-77.00) | False | $5.57 | 10/09/25 13:53 | 10/09/25 13:54 | 1m |
| 6415984 | NIO | Buy | $5.69 | $5.69 | 3514 | -0.11% ($-21.44) | False | $5.59 | 10/09/25 13:51 | 10/09/25 13:52 | 1m |
| 6415982 | NIO | Buy | $5.70 | $5.70 | 3511 | 0.06% ($11.59) | True | $5.58 | 10/09/25 13:49 | 10/09/25 13:50 | 1m |
| 6415979 | NIO | Buy | $5.71 | $5.71 | 3505 | 0.02% ($3.86) | True | $5.59 | 10/09/25 13:47 | 10/09/25 13:48 | 1m |
| 6415976 | NIO | Buy | $5.68 | $5.69 | 3521 | 0.18% ($35.56) | True | $5.55 | 10/09/25 13:45 | 10/09/25 13:46 | 1m |
| 6415974 | NIO | Buy | $5.68 | $5.71 | 3524 | 0.61% ($121.23) | True | $5.53 | 10/09/25 13:43 | 10/09/25 13:44 | 1m |
| 6415972 | NIO | Buy | $5.66 | $5.66 | 3533 | 0% ($0.71) | True | $5.52 | 10/09/25 13:41 | 10/09/25 13:42 | 1m |
| 6415967 | NIO | Buy | $5.65 | $5.65 | 3542 | 0.07% ($13.46) | True | $5.50 | 10/09/25 13:39 | 10/09/25 13:40 | 1m |
| 6416592 | HIMS | Buy | $57.85 | $57.65 | 345 | -0.34% ($-67.24) | False | $56.78 | 05/08/25 15:59 | 05/08/25 16:00 | 1m |
| 6416591 | HIMS | Buy | $57.80 | $57.71 | 346 | -0.15% ($-29.58) | False | $56.74 | 05/08/25 15:57 | 05/08/25 15:58 | 1m |
| 6416590 | HIMS | Buy | $57.93 | $57.79 | 345 | -0.24% ($-48.33) | False | $56.83 | 05/08/25 15:55 | 05/08/25 15:56 | 1m |
| 6416589 | HIMS | Buy | $58.12 | $57.75 | 344 | -0.64% ($-127.28) | False | $57.10 | 05/08/25 15:53 | 05/08/25 15:54 | 1m |
| 6416588 | HIMS | Buy | $58.26 | $58.18 | 343 | -0.14% ($-27.44) | False | $57.20 | 05/08/25 15:51 | 05/08/25 15:52 | 1m |
| 6416587 | HIMS | Buy | $58.39 | $58.22 | 342 | -0.28% ($-56.29) | False | $57.33 | 05/08/25 15:49 | 05/08/25 15:50 | 1m |
| 6416586 | HIMS | Buy | $58.16 | $58.42 | 343 | 0.45% ($89.18) | True | $56.95 | 05/08/25 15:47 | 05/08/25 15:48 | 1m |
| 6416585 | HIMS | Buy | $58.53 | $58.25 | 341 | -0.48% ($-96.23) | False | $57.33 | 05/08/25 15:45 | 05/08/25 15:46 | 1m |
| 6416584 | HIMS | Buy | $58.28 | $58.38 | 343 | 0.16% ($32.59) | True | $57.02 | 05/08/25 15:43 | 05/08/25 15:44 | 1m |
| 6416583 | HIMS | Buy | $58.02 | $58.15 | 344 | 0.23% ($46.44) | True | $56.77 | 05/08/25 15:41 | 05/08/25 15:42 | 1m |
| 6416582 | HIMS | Buy | $58.65 | $58.18 | 341 | -0.79% ($-158.77) | False | $57.42 | 05/08/25 15:39 | 05/08/25 15:40 | 1m |
| 6416581 | HIMS | Buy | $58.17 | $58.32 | 343 | 0.26% ($51.45) | True | $56.86 | 05/08/25 15:37 | 05/08/25 15:38 | 1m |
| 6416580 | HIMS | Buy | $58.23 | $58.22 | 343 | -0.03% ($-5.15) | False | $56.87 | 05/08/25 15:35 | 05/08/25 15:36 | 1m |
| 6416579 | HIMS | Buy | $59.36 | $58.93 | 336 | -0.72% ($-144.48) | False | $58.10 | 05/08/25 15:33 | 05/08/25 15:34 | 1m |
| 6416578 | HIMS | Buy | $59.37 | $59.30 | 336 | -0.11% ($-21.40) | False | $58.09 | 05/08/25 15:31 | 05/08/25 15:32 | 1m |
| 6416577 | HIMS | Buy | $59.92 | $59.55 | 333 | -0.62% ($-123.21) | False | $58.64 | 05/08/25 15:29 | 05/08/25 15:30 | 1m |
| 6416576 | HIMS | Buy | $59.89 | $59.97 | 333 | 0.13% ($26.64) | True | $58.59 | 05/08/25 15:27 | 05/08/25 15:28 | 1m |
| 6416575 | HIMS | Buy | $60.08 | $59.80 | 332 | -0.46% ($-92.73) | False | $58.74 | 05/08/25 15:25 | 05/08/25 15:26 | 1m |
| 6416689 | CYN | Buy | $10.70 | $10.64 | 1869 | -0.56% ($-112.14) | False | $10.54 | 11/07/25 16:00 | 11/07/25 16:01 | 1m |
| 6416688 | CYN | Buy | $10.74 | $10.70 | 1862 | -0.37% ($-74.48) | False | $10.59 | 11/07/25 15:58 | 11/07/25 15:59 | 1m |
| 6416687 | CYN | Buy | $10.66 | $10.66 | 1875 | -0.01% ($-1.88) | False | $10.51 | 11/07/25 15:56 | 11/07/25 15:57 | 1m |
| 6416686 | CYN | Buy | $10.61 | $10.64 | 1884 | 0.28% ($55.20) | False | $10.40 | 11/07/25 15:54 | 11/07/25 15:55 | 1m |
| 6416684 | CYN | Buy | $10.65 | $10.68 | 1878 | 0.33% ($65.73) | False | $10.39 | 11/07/25 15:50 | 11/07/25 15:51 | 1m |
| 6416683 | CYN | Buy | $10.79 | $10.74 | 1853 | -0.43% ($-86.16) | False | $10.55 | 11/07/25 15:48 | 11/07/25 15:49 | 1m |
| 6416682 | CYN | Buy | $10.76 | $10.80 | 1859 | 0.41% ($82.73) | False | $10.50 | 11/07/25 15:46 | 11/07/25 15:47 | 1m |
| 6416681 | CYN | Buy | $10.76 | $10.79 | 1859 | 0.32% ($64.88) | False | $10.51 | 11/07/25 15:44 | 11/07/25 15:45 | 1m |
| 6416680 | CYN | Buy | $10.81 | $10.77 | 1850 | -0.36% ($-71.04) | False | $10.55 | 11/07/25 15:42 | 11/07/25 15:43 | 1m |
| 6416679 | CYN | Buy | $10.74 | $10.90 | 1862 | 1.49% ($297.92) | False | $10.52 | 11/07/25 15:40 | 11/07/25 15:41 | 1m |
| 6416678 | CYN | Buy | $10.68 | $10.74 | 1872 | 0.56% ($112.51) | False | $10.43 | 11/07/25 15:38 | 11/07/25 15:39 | 1m |
| 6416677 | CYN | Buy | $10.50 | $10.60 | 1904 | 0.95% ($190.40) | False | $10.24 | 11/07/25 15:36 | 11/07/25 15:37 | 1m |
| 6416676 | CYN | Buy | $10.55 | $10.48 | 1895 | -0.65% ($-130.38) | False | $10.30 | 11/07/25 15:34 | 11/07/25 15:35 | 1m |
| 6416675 | CYN | Buy | $10.59 | $10.61 | 1888 | 0.23% ($46.44) | False | $10.33 | 11/07/25 15:32 | 11/07/25 15:33 | 1m |
| 6416674 | CYN | Buy | $10.61 | $10.62 | 1885 | 0.09% ($18.85) | False | $10.36 | 11/07/25 15:30 | 11/07/25 15:31 | 1m |
| 6416673 | CYN | Buy | $10.57 | $10.61 | 1892 | 0.41% ($81.55) | False | $10.33 | 11/07/25 15:28 | 11/07/25 15:29 | 1m |
| 6416672 | CYN | Buy | $10.55 | $10.62 | 1896 | 0.71% ($142.20) | False | $10.32 | 11/07/25 15:26 | 11/07/25 15:27 | 1m |
| 6416671 | CYN | Buy | $10.73 | $10.63 | 1863 | -0.94% ($-188.54) | False | $10.52 | 11/07/25 15:24 | 11/07/25 15:25 | 1m |
| 6416670 | CYN | Buy | $10.53 | $10.59 | 1899 | 0.52% ($104.26) | False | $10.34 | 11/07/25 15:22 | 11/07/25 15:23 | 1m |
| 6416669 | CYN | Buy | $10.48 | $10.47 | 1908 | -0.08% ($-16.22) | False | $10.27 | 11/07/25 15:20 | 11/07/25 15:21 | 1m |
| 6416667 | CYN | Buy | $10.61 | $10.50 | 1885 | -1.04% ($-207.35) | False | $10.37 | 11/07/25 15:18 | 11/07/25 15:19 | 1m |
| 6416666 | CYN | Buy | $10.63 | $10.62 | 1881 | -0.09% ($-18.81) | False | $10.34 | 11/07/25 15:16 | 11/07/25 15:17 | 1m |
| 6416665 | CYN | Buy | $10.66 | $10.64 | 1876 | -0.18% ($-36.58) | False | $10.33 | 11/07/25 15:14 | 11/07/25 15:15 | 1m |
| 6416664 | CYN | Buy | $10.66 | $10.65 | 1875 | -0.13% ($-26.06) | False | $10.18 | 11/07/25 15:12 | 11/07/25 15:13 | 1m |
| 6416663 | CYN | Buy | $10.73 | $10.71 | 1863 | -0.23% ($-46.58) | False | $10.17 | 11/07/25 15:10 | 11/07/25 15:11 | 1m |
| 6416662 | CYN | Buy | $10.60 | $10.70 | 1886 | 0.91% ($181.43) | False | $10.05 | 11/07/25 15:08 | 11/07/25 15:09 | 1m |
| 6416660 | CYN | Buy | $10.70 | $10.75 | 1869 | 0.47% ($93.45) | False | $10.13 | 11/07/25 15:06 | 11/07/25 15:07 | 1m |
| 6416659 | CYN | Buy | $10.48 | $10.61 | 1908 | 1.21% ($242.51) | False | $9.95 | 11/07/25 15:04 | 11/07/25 15:05 | 1m |
| 6416658 | CYN | Buy | $10.55 | $10.58 | 1895 | 0.2% ($39.98) | False | $9.99 | 11/07/25 15:02 | 11/07/25 15:03 | 1m |
| 6416657 | CYN | Buy | $10.54 | $10.60 | 1897 | 0.57% ($114.39) | False | $9.98 | 11/07/25 15:00 | 11/07/25 15:01 | 1m |
| 6416656 | CYN | Buy | $10.57 | $10.84 | 1892 | 2.55% ($509.70) | False | $10.12 | 11/07/25 14:58 | 11/07/25 14:59 | 1m |
| 6416653 | CYN | Buy | $10.93 | $10.70 | 1829 | -2.1% ($-420.67) | False | $10.53 | 11/07/25 14:56 | 11/07/25 14:57 | 1m |
| 6416652 | CYN | Buy | $11.04 | $10.99 | 1812 | -0.43% ($-85.35) | False | $10.59 | 11/07/25 14:54 | 11/07/25 14:55 | 1m |
| 6416651 | CYN | Buy | $11.24 | $11.02 | 1780 | -1.88% ($-376.29) | False | $10.78 | 11/07/25 14:52 | 11/07/25 14:53 | 1m |
| 6416650 | CYN | Buy | $11.24 | $11.22 | 1779 | -0.18% ($-35.58) | False | $10.74 | 11/07/25 14:50 | 11/07/25 14:51 | 1m |
| 6416649 | CYN | Buy | $11.00 | $11.25 | 1818 | 2.27% ($453.59) | False | $10.45 | 11/07/25 14:48 | 11/07/25 14:49 | 1m |
| 6416648 | CYN | Buy | $11.27 | $11.25 | 1774 | -0.17% ($-33.53) | False | $10.70 | 11/07/25 14:46 | 11/07/25 14:47 | 1m |
| 6416646 | CYN | Buy | $11.28 | $11.27 | 1773 | -0.04% ($-7.09) | False | $10.68 | 11/07/25 14:44 | 11/07/25 14:45 | 1m |
Strategy DSL
Hybrid-Filtered-v33
# HYBRID V33 - FILTERED SYMBOLS (v20 base + exclude bad performers)
# Exclude crypto stocks and volatile small caps that consistently lose
# Using v20 as base (PF 1.20)
CONTEXT:
# EXCLUDE LIST: MARA,RIOT,BTBT,CLSK,CIFR,CYN,BURU,HCTI,ADAP,BBAI,RXRX,HIMS,WOLF,APLD,MSTR
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,
atr_period=14,
atr_mult=3.5,
donchian_exit=20,
risk_frac=0.02
STRATEGY "Hybrid-Filtered-v33":
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
# Price filter - avoid penny stocks
AND LAST(CLOSE(sym, 1d)) > 5.0
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)