Backtest Results
Test ID: HYBRID-20260
Job Notes
Queued from hybrid_v46_bb_momentum_combo.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
13
Total P&L
$-845.24
Notional: $259914.26Total Return
-0.33%
Weighted by notionalWin Rate
23.1%
3 W / 10 LCouldWin Rate
23.1%
3 could / 13 totalAvg P&L
$-65.02
Avg Return: -0.33%Best Win
$1735.15
Largest Loss
$-736.38
Trade Details
13 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 6417985 | 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 |
| 6417767 | 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 |
| 6417765 | 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 |
| 6417777 | 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 |
| 6418008 | 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 |
| 6417775 | 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 |
| 6418034 | 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 |
| 6418033 | 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 |
| 6418022 | AGMH | Buy | $2.59 | $2.52 | 7736 | -2.51% ($-502.84) | False | $2.54 | 21/07/25 14:51 | 21/07/25 17:42 | 2.9h |
| 6418020 | AGMH | Buy | $2.60 | $2.55 | 7699 | -1.82% ($-364.93) | False | $2.56 | 21/07/25 14:46 | 21/07/25 14:46 | 0m |
| 6418015 | AGMH | Buy | $2.59 | $2.55 | 7736 | -1.55% ($-309.44) | False | $2.55 | 21/07/25 14:39 | 21/07/25 14:39 | 0m |
| 6418018 | 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 |
| 6417817 | LCID | Buy | $2.39 | $2.36 | 8361 | -1.33% ($-266.72) | False | $2.36 | 05/05/25 15:22 | 05/05/25 19:01 | 3.7h |
Strategy DSL
Hybrid-BBMomentumCombo-v46
# HYBRID V46 - BB + MOMENTUM COMBO
# Combine #1 winner (BB crossunder) with momentum confirmation
# Exit: Donchian lower (like #1 winner)
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,
mom_period=10,
mom_threshold=0.03, # 3% momentum (looser than v14)
atr_period=14,
atr_mult=2.5,
risk_frac=0.02
STRATEGY "Hybrid-BBMomentumCombo-v46":
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 RETURN(CLOSE(sym, 1d), mom_period) > mom_threshold
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), 20))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)