Backtest Results

Job Notes

Queued from hybrid_v45_trailing_only.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

57

Total P&L

$-6273.28

Notional: $1139662.95

Total Return

-0.55%

Weighted by notional

Win Rate

29.8%

17 W / 40 L

CouldWin Rate

42.1%

24 could / 57 total

Avg P&L

$-110.06

Avg Return: -0.55%

Best Win

$3345.06

Largest Loss

$-3136.11

Trade Details 57 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
6417866	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
6417862	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
6417856	HCTI	Buy	$2.92	$2.84	6849	-2.74% ($-547.92)	False	$2.89	09/10/25 15:53	09/10/25 17:19	1.4h
6417852	HCTI	Buy	$3.04	$2.92	6574	-4.16% ($-832.27)	False	$2.93	09/10/25 14:25	09/10/25 15:52	1.5h
6417857	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
6417860	PLUG	Buy	$3.90	$4.09	5128	4.87% ($974.32)	True	$3.78	06/10/25 14:17	06/10/25 20:00	5.7h
6417869	PLUG	Buy	$3.39	$3.77	5908	11.37% ($2274.58)	True	$3.27	03/10/25 14:23	03/10/25 20:00	5.6h
6417859	PLUG	Buy	$3.56	$3.39	5617	-4.77% ($-954.33)	True	$3.42	03/10/25 14:03	03/10/25 14:22	19m
6417854	HCTI	Buy	$3.24	$2.92	6182	-9.74% ($-1947.33)	True	$2.65	01/10/25 13:44	01/10/25 20:00	6.3h
6417853	HCTI	Buy	$3.44	$2.90	5813	-15.68% ($-3136.11)	True	$3.25	01/10/25 13:34	01/10/25 13:34	0m
6417864	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
6417865	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
6417867	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
6417861	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
6417877	PLUG	Buy	$2.40	$2.35	8332	-2.18% ($-436.60)	False	$2.36	24/09/25 15:43	24/09/25 16:12	29m
6417872	PLUG	Buy	$2.47	$2.41	8097	-2.31% ($-462.34)	False	$2.42	24/09/25 15:16	24/09/25 15:42	26m
6417914	PLUG	Buy	$2.66	$2.56	7528	-3.6% ($-719.68)	False	$2.59	23/09/25 15:42	23/09/25 17:40	2h
6417902	PLUG	Buy	$2.76	$2.66	7259	-3.44% ($-688.88)	False	$2.67	23/09/25 14:49	23/09/25 15:41	52m
6417894	PLUG	Buy	$2.89	$2.75	6920	-4.84% ($-968.80)	False	$2.77	23/09/25 14:07	23/09/25 14:33	26m
6417881	PLUG	Buy	$3.04	$2.88	6579	-5.42% ($-1084.22)	False	$2.89	23/09/25 13:46	23/09/25 14:06	20m
6417873	PLUG	Buy	$2.43	$2.66	8233	9.5% ($1900.18)	True	$2.35	22/09/25 14:37	22/09/25 20:00	5.4h
6417880	PLUG	Buy	$2.15	$2.16	9303	0.54% ($107.91)	True	$2.11	19/09/25 15:13	19/09/25 20:00	4.8h
6417878	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
6417868	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
6417875	PLUG	Buy	$2.19	$2.14	9153	-2.06% ($-411.89)	False	$2.15	19/09/25 14:56	19/09/25 15:11	15m
6417883	PLUG	Buy	$2.04	$2.09	9803	2.45% ($490.15)	True	$2.00	18/09/25 15:49	18/09/25 20:00	4.2h
6417884	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
6417885	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
6417879	PLUG	Buy	$2.09	$2.03	9569	-2.87% ($-574.14)	False	$2.04	18/09/25 14:46	18/09/25 15:48	1h
6417876	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
6417870	NCNA	Buy	$4.01	$4.50	4987	12.22% ($2443.13)	True	$3.90	15/09/25 13:30	15/09/25 20:00	6.5h
6417874	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
6417882	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
6417896	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
6417891	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
6417888	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
6417886	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
6417892	OPEN	Buy	$8.97	$10.47	2229	16.73% ($3345.06)	True	$8.68	11/09/25 15:00	11/09/25 20:00	5h
6417887	OPEN	Buy	$9.17	$8.83	2181	-3.76% ($-752.23)	True	$8.92	11/09/25 14:54	11/09/25 14:59	5m
6417938	IXHL	Buy	$0.75	$0.72	26663	-4.67% ($-933.21)	False	$0.72	26/08/25 15:29	26/08/25 17:17	1.8h
6417937	IXHL	Buy	$0.78	$0.75	25779	-3.33% ($-665.10)	False	$0.75	26/08/25 15:20	26/08/25 15:28	8m
6417931	IXHL	Buy	$0.81	$0.77	24826	-4.23% ($-846.57)	False	$0.78	26/08/25 15:06	26/08/25 15:19	13m
6417929	IXHL	Buy	$0.82	$0.80	24402	-2.92% ($-583.21)	False	$0.80	26/08/25 15:00	26/08/25 15:04	4m
6417921	IXHL	Buy	$0.85	$0.82	23604	-3.22% ($-644.39)	False	$0.82	26/08/25 14:43	26/08/25 14:58	15m
6417915	IXHL	Buy	$0.87	$0.85	23001	-2.47% ($-494.52)	False	$0.85	26/08/25 14:31	26/08/25 14:42	11m
6417913	IXHL	Buy	$0.70	$0.74	28567	5.13% ($1025.56)	True	$0.67	25/08/25 15:20	25/08/25 20:00	4.7h
6417922	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
6417910	IXHL	Buy	$0.75	$0.71	26677	-5.07% ($-1013.73)	True	$0.73	25/08/25 15:16	25/08/25 15:19	3m
6417926	OPEN	Buy	$5.64	$5.43	3546	-3.7% ($-739.70)	False	$5.44	25/08/25 15:01	25/08/25 15:16	15m
6417901	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
6417912	IXHL	Buy	$0.56	$0.60	35900	7.43% ($1486.26)	True	$0.53	22/08/25 14:38	22/08/25 20:00	5.4h
6417916	OPEN	Buy	$4.24	$4.93	4716	16.27% ($3253.57)	False	$4.11	22/08/25 15:18	22/08/25 20:00	4.7h
6417895	IXHL	Buy	$0.58	$0.55	34264	-5.4% ($-1079.32)	True	$0.56	22/08/25 13:30	22/08/25 13:36	6m
6417907	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
6417924	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
6417934	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
6417923	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

Strategy DSL Hybrid-TrailingOnly-v45

Job Like

# HYBRID V45 - TRAILING STOP ONLY (simpler exit)
# Entry: Volume pace + Momentum
# Exit: Only Donchian trailing (let winners run)

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,
atr_period=14,
atr_mult=2.5,
risk_frac=0.02

STRATEGY "Hybrid-TrailingOnly-v45":

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)

ENTRY: MARKET

# Simple exit: Only Donchian lower trailing stop
EXIT:
LAST(CLOSE(sym, 1d)) < LOWER(DONCHIAN(HIGH(sym, 1d), LOW(sym, 1d), 20))

RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)