Backtest Results
Test ID: HYBRID-20260
Job Notes
Queued from hybrid_v43_filtered_momentum.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
54
Total P&L
$-2998.38
Notional: $1078642.32Total Return
-0.28%
Weighted by notionalWin Rate
25.9%
14 W / 40 LCouldWin Rate
29.6%
16 could / 54 totalAvg P&L
$-55.53
Avg Return: -0.28%Best Win
$3485.82
Largest Loss
$-682.50
Trade Details
54 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 6418026 | WULF | Buy | $13.69 | $13.28 | 1460 | -3.03% ($-605.90) | True | $13.28 | 10/10/25 15:33 | 10/10/25 19:28 | 3.9h |
| 6418032 | APLD | Buy | $34.92 | $33.76 | 572 | -3.32% ($-663.52) | False | $33.78 | 10/10/25 15:44 | 10/10/25 17:51 | 2.1h |
| 6417889 | 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 |
| 6418031 | APLD | Buy | $35.31 | $34.23 | 566 | -3.06% ($-611.28) | False | $34.45 | 10/10/25 14:59 | 10/10/25 15:21 | 22m |
| 6418030 | APLD | Buy | $36.16 | $35.34 | 553 | -2.27% ($-453.46) | False | $35.37 | 10/10/25 14:47 | 10/10/25 14:58 | 11m |
| 6418029 | APLD | Buy | $37.08 | $35.98 | 539 | -2.97% ($-593.06) | False | $36.03 | 10/10/25 14:17 | 10/10/25 14:46 | 29m |
| 6418028 | APLD | Buy | $38.80 | $37.56 | 515 | -3.2% ($-638.60) | False | $37.63 | 10/10/25 14:06 | 10/10/25 14:14 | 8m |
| 6418000 | 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 |
| 6417909 | 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 |
| 6417898 | 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 |
| 6417920 | 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 |
| 6417905 | 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 |
| 6417908 | 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 |
| 6417906 | 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 |
| 6417925 | 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 |
| 6417917 | 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 |
| 6417918 | 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 |
| 6417919 | 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 |
| 6418013 | 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 |
| 6417927 | 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 |
| 6417970 | 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 |
| 6417969 | 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 |
| 6417955 | 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 |
| 6417935 | 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 |
| 6418036 | HOOD | Buy | $115.39 | $114.70 | 173 | -0.6% ($-119.37) | False | $114.71 | 08/09/25 15:03 | 08/09/25 17:40 | 2.6h |
| 6418035 | HOOD | Buy | $116.44 | $115.32 | 171 | -0.97% ($-192.36) | False | $115.37 | 08/09/25 14:30 | 08/09/25 15:02 | 32m |
| 6418040 | GOOGL | Buy | $229.98 | $228.39 | 86 | -0.69% ($-136.74) | False | $228.49 | 03/09/25 14:04 | 03/09/25 14:08 | 4m |
| 6417958 | 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 |
| 6417959 | 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 |
| 6417956 | 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 |
| 6418039 | SOUN | Buy | $15.55 | $15.84 | 1286 | 1.87% ($373.45) | True | $15.20 | 11/08/25 14:23 | 11/08/25 20:00 | 5.6h |
| 6418038 | SOUN | Buy | $13.03 | $13.55 | 1534 | 3.98% ($796.15) | False | $12.44 | 08/08/25 13:38 | 08/08/25 20:00 | 6.4h |
| 6417972 | 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 |
| 6417966 | 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 |
| 6417963 | 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 |
| 6417978 | 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 |
| 6418042 | AMD | Buy | $177.48 | $176.10 | 112 | -0.78% ($-154.56) | False | $176.45 | 29/07/25 15:35 | 29/07/25 15:42 | 7m |
| 6417974 | 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 |
| 6417968 | 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 |
| 6417973 | 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 |
| 6417981 | 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 |
| 6417979 | 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 |
| 6417980 | 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 |
| 6417977 | 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 |
| 6417984 | 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 |
| 6418041 | SMCI | Buy | $45.07 | $44.70 | 443 | -0.82% ($-163.91) | False | $44.73 | 25/06/25 15:37 | 25/06/25 15:40 | 3m |
| 6418004 | 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 |
| 6418023 | RGTI | Buy | $11.15 | $11.60 | 1793 | 4.03% ($806.67) | True | $10.98 | 12/05/25 15:40 | 12/05/25 20:00 | 4.3h |
| 6418021 | 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 |
| 6418017 | 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 |
| 6418012 | 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 |
| 6418011 | 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 |
| 6418010 | 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 |
| 6418014 | RGTI | Buy | $10.02 | $10.28 | 1996 | 2.59% ($518.96) | True | $9.89 | 08/05/25 15:49 | 08/05/25 20:00 | 4.2h |
Strategy DSL
Hybrid-FilteredMomentum-v43
# HYBRID V43 - FILTERED MOMENTUM (v14 with bad symbols excluded)
# Entry: Volume pace + Momentum (5% return) + price/volatility filter
# Exit: RSI overbought + EMA confirmation
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, # 5% momentum
rsi_exit=70,
ema_exit_period=21,
atr_period=14,
atr_mult=2.5,
risk_frac=0.02,
min_price=10.0, # Exclude penny stocks
max_atr_pct=0.08 # Max 8% ATR (exclude highly volatile)
STRATEGY "Hybrid-FilteredMomentum-v43":
# TRIGGER: Volume pace + strong momentum + filters
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)
AND LAST(CLOSE(sym, 1d)) > min_price
AND ATR(sym, 1d, atr_period) / LAST(CLOSE(sym, 1d)) < max_atr_pct
ENTRY: MARKET
# EXIT: RSI overbought + price below EMA
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)