Backtest Results
Test ID: HYBRID-20260
Job Notes
Queued from hybrid_v49_fast_exit.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
0
Total P&L
$0.00
Notional: $0.00Total Return
0%
Weighted by notionalWin Rate
0%
0 W / 0 LCouldWin Rate
0%
0 could / 0 totalAvg P&L
$0.00
Avg Return: 0%Best Win
$0.00
Largest Loss
$0.00
Trade Details
0 positions
No closed positions found for this test
Positions will appear here when the backtest completes
Strategy DSL
Hybrid-FastExit-v49
# HYBRID V49 - FAST EXIT (v14 with tighter exit to capture CouldWin trades)
# Problem: v14 has 80 CouldWin→Lost trades = -$81K missed
# Solution: Faster exit - 10-day Donchian instead of 20-day
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=65,
exit_donchian=10,
atr_period=14,
atr_mult=2.5,
risk_frac=0.02
STRATEGY "Hybrid-FastExit-v49":
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
EXIT:
RSI(CLOSE(sym, 1d), 14) > rsi_exit
OR LAST(CLOSE(sym, 1d)) < LOWER(DONCHIAN(HIGH(sym, 1d), LOW(sym, 1d), exit_donchian))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)