Backtest Results
Test ID: HYBRID-20260
Job Notes
Queued from hybrid_v38_bb_trend.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
32
Total P&L
$-2735.08
Notional: $639552.02Total Return
-0.43%
Weighted by notionalWin Rate
34.4%
11 W / 21 LCouldWin Rate
40.6%
13 could / 32 totalAvg P&L
$-85.47
Avg Return: -0.43%Best Win
$1735.15
Largest Loss
$-1558.72
Trade Details
32 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 6417524 | TQQQ | Buy | $101.49 | $99.73 | 197 | -1.73% ($-346.72) | False | $99.73 | 10/10/25 15:41 | 10/10/25 17:06 | 1.4h |
| 6417723 | IWM | Buy | $241.80 | $240.28 | 82 | -0.63% ($-124.64) | False | $240.35 | 10/10/25 15:48 | 10/10/25 16:50 | 1h |
| 6417726 | BHAT | Buy | $1.88 | $1.83 | 10646 | -2.85% ($-570.63) | False | $1.84 | 06/10/25 15:57 | 06/10/25 15:58 | 1m |
| 6417685 | RIVN | Buy | $13.43 | $13.31 | 1489 | -0.88% ($-176.45) | False | $13.32 | 02/10/25 14:51 | 02/10/25 16:41 | 1.8h |
| 6417699 | VALE | Buy | $10.61 | $10.70 | 1884 | 0.85% ($169.37) | True | $10.58 | 26/09/25 15:58 | 26/09/25 20:00 | 4h |
| 6417527 | HCTI | Buy | $2.45 | $2.55 | 8163 | 4.08% ($816.30) | True | $2.39 | 25/09/25 14:28 | 25/09/25 20:00 | 5.5h |
| 6417683 | RIG | Buy | $3.12 | $3.15 | 6420 | 1.12% ($224.70) | True | $3.05 | 25/09/25 13:34 | 25/09/25 20:00 | 6.4h |
| 6417739 | XTIA | Buy | $1.54 | $1.48 | 13029 | -3.48% ($-695.75) | False | $1.49 | 12/09/25 15:09 | 12/09/25 15:42 | 33m |
| 6417539 | NIO | Buy | $5.64 | $5.72 | 3549 | 1.51% ($301.67) | True | $5.53 | 10/09/25 13:34 | 10/09/25 20:00 | 6.4h |
| 6417536 | NIO | Buy | $6.32 | $6.58 | 3164 | 4.1% ($819.48) | True | $6.24 | 02/09/25 15:13 | 02/09/25 20:00 | 4.8h |
| 6417535 | NIO | Buy | $6.41 | $6.33 | 3120 | -1.33% ($-265.20) | False | $6.33 | 02/09/25 15:05 | 02/09/25 15:12 | 7m |
| 6417716 | PSLV | Buy | $13.15 | $13.14 | 1520 | -0.08% ($-15.20) | False | $13.11 | 22/08/25 15:57 | 22/08/25 20:00 | 4.1h |
| 6417559 | OPEN | Buy | $2.79 | $3.03 | 7173 | 8.68% ($1735.15) | True | $2.68 | 14/08/25 15:25 | 14/08/25 20:00 | 4.6h |
| 6417721 | PSLV | Buy | $12.83 | $12.80 | 1558 | -0.23% ($-46.90) | False | $12.80 | 14/08/25 15:31 | 14/08/25 16:17 | 46m |
| 6417763 | AMCR | Buy | $8.59 | $8.52 | 2329 | -0.82% ($-163.03) | False | $8.53 | 14/08/25 15:06 | 14/08/25 16:02 | 56m |
| 6417558 | OPEN | Buy | $2.93 | $2.82 | 6831 | -3.68% ($-736.38) | False | $2.82 | 14/08/25 15:16 | 14/08/25 15:21 | 5m |
| 6417692 | TLT | Buy | $86.75 | $87.01 | 230 | 0.31% ($60.95) | True | $86.68 | 12/08/25 15:56 | 12/08/25 20:00 | 4.1h |
| 6417547 | NIO | Buy | $4.52 | $4.49 | 4424 | -0.66% ($-132.72) | False | $4.49 | 12/08/25 14:58 | 12/08/25 16:11 | 1.2h |
| 6417649 | SMCI | Buy | $45.04 | $46.66 | 444 | 3.61% ($721.50) | True | $44.72 | 06/08/25 15:39 | 06/08/25 20:00 | 4.4h |
| 6417755 | HIMS | Buy | $58.15 | $57.26 | 343 | -1.53% ($-305.24) | False | $57.29 | 05/08/25 15:42 | 05/08/25 16:29 | 47m |
| 6417754 | HIMS | Buy | $59.15 | $58.00 | 338 | -1.94% ($-388.70) | False | $58.13 | 05/08/25 14:49 | 05/08/25 15:36 | 47m |
| 6417686 | MARA | Buy | $17.89 | $17.78 | 1117 | -0.64% ($-128.46) | False | $17.78 | 23/07/25 15:00 | 23/07/25 16:34 | 1.6h |
| 6417734 | AGMH | Buy | $2.52 | $2.52 | 7939 | 0.03% ($6.35) | True | $2.48 | 21/07/25 14:13 | 21/07/25 20:00 | 5.8h |
| 6417737 | AGMH | Buy | $2.80 | $2.85 | 7142 | 1.79% ($357.10) | True | $2.69 | 18/07/25 15:10 | 18/07/25 20:00 | 4.8h |
| 6417779 | CYN | Buy | $10.90 | $10.05 | 1834 | -7.8% ($-1558.72) | True | $10.17 | 11/07/25 14:31 | 11/07/25 17:02 | 2.5h |
| 6417781 | RXRX | Buy | $4.86 | $4.93 | 4119 | 1.54% ($308.93) | True | $4.81 | 07/07/25 15:10 | 07/07/25 20:00 | 4.8h |
| 6417770 | HIMS | Buy | $43.56 | $42.55 | 459 | -2.32% ($-463.27) | True | $42.64 | 23/06/25 14:27 | 23/06/25 16:34 | 2.1h |
| 6417769 | HIMS | Buy | $45.69 | $44.45 | 437 | -2.71% ($-541.84) | False | $44.51 | 23/06/25 14:12 | 23/06/25 14:25 | 13m |
| 6417768 | HIMS | Buy | $47.22 | $46.00 | 423 | -2.58% ($-516.06) | False | $46.13 | 23/06/25 14:06 | 23/06/25 14:10 | 4m |
| 6417749 | ACHR | Buy | $9.99 | $9.81 | 2002 | -1.8% ($-360.36) | False | $9.82 | 13/06/25 13:50 | 13/06/25 18:30 | 4.7h |
| 6417664 | LCID | Buy | $2.48 | $2.43 | 8064 | -2.02% ($-403.20) | False | $2.44 | 29/05/25 15:59 | 29/05/25 16:17 | 18m |
| 6417663 | LCID | Buy | $2.51 | $2.47 | 7968 | -1.59% ($-317.13) | False | $2.48 | 29/05/25 15:52 | 29/05/25 15:58 | 6m |
Strategy DSL
Hybrid-BBTrend-v38
# HYBRID V38 - BB + TREND (simple BB with EMA filter)
# Add trend filter to reduce losing trades
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
bb_period=20,
bb_dev=2.0,
vol_mult=1.2,
donchian_exit=20,
atr_period=14,
atr_mult=2.5,
risk_frac=0.02
STRATEGY "Hybrid-BBTrend-v38":
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 EMA(CLOSE(sym, 1d), 20) > EMA(CLOSE(sym, 1d), 50)
ENTRY: MARKET
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)