Backtest Results

Test ID: HYBRID-20260
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Job Notes

Queued from hybrid_v44_loose_filter.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

51

Total P&L

$4740.72

Notional: $1019222.17
Total Return

0.47%

Weighted by notional
Win Rate

29.4%

15 W / 36 L
CouldWin Rate

37.3%

19 could / 51 total
Avg P&L

$92.96

Avg Return: 0.46%
Best Win

$6395.84

Largest Loss

$-938.63

Trade Details 51 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
6417791 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
6417794 BBAI Buy $8.06 $7.81 2482 -3.04% ($-608.59) False $7.83 10/10/25 15:44 10/10/25 17:03 1.3h
6417790 NCNA Buy $5.65 $5.38 3542 -4.69% ($-938.63) True $5.39 07/10/25 15:51 07/10/25 15:51 0m
6417890 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
6417805 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
6417799 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
6417808 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
6417806 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
6417802 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
6417804 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
6417810 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
6417803 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
6417800 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
6417811 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
6417815 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
6417818 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
6417930 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
6417816 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
6417814 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
6417812 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
6417824 NIO Buy $6.31 $6.24 3169 -1.1% ($-220.88) False $6.25 25/08/25 15:29 25/08/25 16:15 46m
6417822 NIO Buy $6.21 $6.33 3220 1.93% ($386.72) True $6.14 22/08/25 14:28 22/08/25 20:00 5.5h
6417823 NIO Buy $5.50 $5.53 3634 0.48% ($96.30) True $5.45 21/08/25 15:03 21/08/25 20:00 5h
6417826 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
6417828 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
6417827 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
6417834 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
6417833 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
6417832 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
6417841 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
6417838 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
6417835 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
6417839 NIO Buy $5.01 $4.96 3992 -1.1% ($-219.56) False $4.96 23/07/25 15:39 23/07/25 16:30 51m
6417848 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
6417844 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
6417843 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
6417849 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
6417847 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
6417871 BBAI Buy $7.15 $7.03 2799 -1.61% ($-321.89) False $7.04 30/06/25 15:59 30/06/25 17:11 1.2h
6417855 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
6417954 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
6417953 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
6417943 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
6417950 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
6417949 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
6417932 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
6417961 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
6417960 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
6417944 QBTS Buy $10.98 $10.60 1821 -3.46% ($-691.98) True $10.61 09/05/25 14:14 09/05/25 16:12 2h
6417948 QBTS Buy $7.91 $10.44 2528 31.98% ($6395.84) False $7.38 08/05/25 13:40 08/05/25 20:00 6.3h
6417947 QBTS Buy $8.43 $8.08 2372 -4.15% ($-830.20) False $8.10 08/05/25 13:33 08/05/25 13:37 4m
Strategy DSL Hybrid-LooseFilter-v44
Job Like 
# HYBRID V44 - LOOSE FILTER (v14 with looser filter)
# Entry: Volume pace + Momentum + looser price 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,
rsi_exit=70,
ema_exit_period=21,
atr_period=14,
atr_mult=2.5,
risk_frac=0.02,
min_price=5.0,              # Looser: $5 minimum
max_atr_pct=0.10            # Looser: 10% ATR max

STRATEGY "Hybrid-LooseFilter-v44":

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(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)