Backtest Results
Test ID: HYBRID-20260
Job Notes
Queued from hybrid_v34_largecap.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
18
Total P&L
$-751.84
Notional: $359395.04Total Return
-0.21%
Weighted by notionalWin Rate
27.8%
5 W / 13 LCouldWin Rate
27.8%
5 could / 18 totalAvg P&L
$-41.77
Avg Return: -0.21%Best Win
$89.18
Largest Loss
$-158.77
Trade Details
18 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 6416539 | 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 |
| 6416538 | 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 |
| 6416537 | 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 |
| 6416536 | 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 |
| 6416535 | 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 |
| 6416534 | 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 |
| 6416533 | 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 |
| 6416532 | 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 |
| 6416531 | 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 |
| 6416530 | 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 |
| 6416529 | 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 |
| 6416528 | 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 |
| 6416527 | 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 |
| 6416526 | 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 |
| 6416525 | 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 |
| 6416524 | 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 |
| 6416523 | 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 |
| 6416522 | 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 |
Strategy DSL
Hybrid-LargeCap-v34
# HYBRID V34 - LARGE CAP ONLY (v20 base + price > $20)
# Only trade stocks above $20 to avoid small-cap volatility
# Using v20 as base (PF 1.20)
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,
min_price=20.0,
atr_period=14,
atr_mult=3.5,
donchian_exit=20,
risk_frac=0.02
STRATEGY "Hybrid-LargeCap-v34":
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
# Large cap filter - only stocks above $20
AND LAST(CLOSE(sym, 1d)) > min_price
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)