Backtest Results

Test ID: HYBRID-20260
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Job Notes

Queued from hybrid_v35_momentum_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

53

Total P&L

$-1044.18

Notional: $1059178.79
Total Return

-0.1%

Weighted by notional
Win Rate

26.4%

14 W / 39 L
CouldWin Rate

34%

18 could / 53 total
Avg P&L

$-19.70

Avg Return: -0.1%
Best Win

$3485.82

Largest Loss

$-691.98

Trade Details 53 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
6416473 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
6416518 AMD Buy $211.60 $209.28 94 -1.09% ($-217.61) False $209.46 07/10/25 15:16 07/10/25 15:39 23m
6416479 INTC Buy $35.37 $35.49 565 0.35% ($70.63) True $35.11 26/09/25 15:50 26/09/25 20:00 4.2h
6416480 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
6416477 INTC Buy $32.75 $33.94 610 3.63% ($725.90) True $32.45 25/09/25 15:26 25/09/25 20:00 4.6h
6416475 INTC Buy $32.99 $32.68 606 -0.94% ($-187.86) False $32.70 25/09/25 15:08 25/09/25 15:25 17m
6416481 RGTI Buy $27.37 $28.44 730 3.9% ($779.49) True $27.05 19/09/25 15:46 19/09/25 20:00 4.2h
6416483 INTC Buy $29.98 $29.80 667 -0.58% ($-116.73) False $29.81 19/09/25 15:36 19/09/25 16:51 1.3h
6416478 INTC Buy $30.72 $30.56 651 -0.52% ($-104.16) True $29.78 18/09/25 13:42 18/09/25 20:00 6.3h
6416482 RGTI Buy $25.26 $24.83 791 -1.68% ($-336.18) False $24.90 18/09/25 15:25 18/09/25 19:05 3.7h
6416476 INTC Buy $31.33 $30.69 638 -2.03% ($-405.13) False $30.74 18/09/25 13:30 18/09/25 13:32 2m
6416486 TSLL Buy $19.00 $18.56 1052 -2.28% ($-455.52) False $18.61 15/09/25 13:51 15/09/25 18:01 4.2h
6416492 TSLL Buy $16.49 $17.00 1212 3.09% ($618.12) True $16.22 12/09/25 14:49 12/09/25 20:00 5.2h
6416553 WBD Buy $18.09 $18.81 1105 3.98% ($795.60) True $17.81 12/09/25 14:50 12/09/25 20:00 5.2h
6416491 RGTI Buy $18.77 $19.08 1065 1.68% ($335.48) True $18.48 12/09/25 15:19 12/09/25 20:00 4.7h
6416490 RGTI Buy $19.05 $18.65 1049 -2.1% ($-419.60) False $18.70 12/09/25 15:06 12/09/25 15:17 11m
6416489 RGTI Buy $19.45 $19.02 1028 -2.21% ($-442.04) False $19.02 12/09/25 14:41 12/09/25 14:56 15m
6416488 RGTI Buy $19.98 $19.42 1000 -2.83% ($-566.20) False $19.53 12/09/25 14:25 12/09/25 14:40 15m
6416495 INTC Buy $25.46 $25.17 785 -1.12% ($-223.73) False $25.19 19/08/25 14:48 19/08/25 17:07 2.3h
6416497 INTC Buy $24.55 $24.54 814 -0.05% ($-9.61) False $24.38 15/08/25 15:01 15/08/25 20:00 5h
6416496 INTC Buy $24.89 $24.61 803 -1.13% ($-225.88) False $24.61 15/08/25 14:28 15/08/25 15:00 32m
6416502 PLTR Buy $170.22 $173.09 117 1.68% ($335.33) True $168.49 05/08/25 15:36 05/08/25 20:00 4.4h
6416501 PLTR Buy $171.74 $169.60 116 -1.25% ($-248.80) False $170.52 05/08/25 15:21 05/08/25 15:35 14m
6416500 PLTR Buy $173.26 $171.17 115 -1.21% ($-240.93) False $171.64 05/08/25 14:57 05/08/25 15:20 23m
6416505 SOFI Buy $23.52 $23.29 850 -0.98% ($-195.50) False $23.30 29/07/25 15:41 29/07/25 17:54 2.2h
6416504 SOFI Buy $23.87 $23.63 838 -1.01% ($-201.12) False $23.63 29/07/25 15:26 29/07/25 15:40 14m
6416503 SOFI Buy $24.16 $23.81 827 -1.45% ($-289.53) False $23.81 29/07/25 14:06 29/07/25 15:24 1.3h
6416508 QBTS Buy $19.36 $19.08 1033 -1.45% ($-289.24) False $19.10 17/07/25 15:48 17/07/25 16:11 23m
6416509 RGTI Buy $14.11 $16.57 1417 17.43% ($3485.82) True $13.73 16/07/25 13:54 16/07/25 20:00 6.1h
6416507 RGTI Buy $14.65 $14.15 1365 -3.41% ($-682.50) True $14.20 16/07/25 13:49 16/07/25 13:52 3m
6416512 AAL Buy $12.86 $12.97 1555 0.89% ($178.83) True $12.76 10/07/25 15:24 10/07/25 20:00 4.6h
6416511 AAL Buy $12.93 $12.79 1547 -1.04% ($-208.85) False $12.79 10/07/25 14:52 10/07/25 15:23 31m
6416515 SOFI Buy $18.61 $18.51 1074 -0.5% ($-100.74) False $18.51 30/06/25 15:45 30/06/25 16:42 57m
6416548 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
6416542 QBTS Buy $18.40 $19.11 1086 3.86% ($770.95) True $17.94 22/05/25 15:14 22/05/25 20:00 4.8h
6416546 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
6416541 QBTS Buy $16.27 $15.85 1229 -2.59% ($-517.16) True $15.88 21/05/25 14:34 21/05/25 17:20 2.8h
6416540 QBTS Buy $15.51 $16.49 1289 6.29% ($1257.94) True $14.64 20/05/25 13:48 20/05/25 20:00 6.2h
6416552 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
6416551 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
6416550 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
6416554 QBTS Buy $11.92 $11.77 1677 -1.28% ($-256.92) False $11.78 16/05/25 15:59 16/05/25 16:13 14m
6416549 QBTS Buy $12.07 $11.90 1657 -1.41% ($-281.69) False $11.90 16/05/25 15:45 16/05/25 15:56 11m
6416545 QBTS Buy $10.85 $11.02 1843 1.57% ($313.49) True $10.46 15/05/25 14:46 15/05/25 20:00 5.2h
6416557 NU Buy $13.37 $13.49 1496 0.94% ($187.00) True $13.19 14/05/25 15:13 14/05/25 20:00 4.8h
6416555 RGTI Buy $11.17 $10.96 1790 -1.89% ($-376.97) False $10.98 14/05/25 14:47 14/05/25 14:52 5m
6416559 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
6416563 RGTI Buy $11.30 $11.09 1769 -1.92% ($-384.05) False $11.12 12/05/25 15:23 12/05/25 15:39 16m
6416562 RGTI Buy $11.48 $11.24 1742 -2.04% ($-407.11) False $11.31 12/05/25 15:12 12/05/25 15:22 10m
6416561 RGTI Buy $11.61 $11.41 1723 -1.72% ($-344.60) False $11.47 12/05/25 14:48 12/05/25 15:11 23m
6416560 RGTI Buy $11.73 $11.57 1705 -1.28% ($-256.43) False $11.58 12/05/25 14:44 12/05/25 14:47 3m
6416558 QBTS Buy $10.98 $10.60 1821 -3.46% ($-691.98) False $10.61 09/05/25 14:14 09/05/25 16:12 2h
6416565 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
Strategy DSL Hybrid-MomentumFiltered-v35
Job Like 
# HYBRID V35 - MOMENTUM FILTERED (v14 base + price filter)
# v14 had PF 1.11 with +$19K, add price filter to avoid bad small caps
# Price > $10 to avoid penny stock volatility

CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",
vol_period=20,
mom_period=10,
mom_threshold=0.05,
rsi_exit=70,
ema_exit_period=21,
min_price=10.0,
atr_period=14,
atr_mult=2.5,
risk_frac=0.02

STRATEGY "Hybrid-MomentumFiltered-v35":

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)
# Price filter to avoid bad small caps
AND LAST(CLOSE(sym, 1d)) > min_price

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)