Backtest Results
Test ID: HYBRID-20260
Job Notes
Queued from hybrid_v54_mean_revert_atr.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-MeanRevert-ATR-v54
# HYBRID V54 - MEAN REVERSION + ATR (Research: 2x ATR stop, 3x ATR target)
# Entry: BB lower touch + RSI oversold
# Exit: ATR-based profit target OR wide stop
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
bb_period=20,
bb_dev=2.0,
rsi_oversold=30,
atr_period=14,
atr_mult=3.0,
risk_frac=0.02
STRATEGY "Hybrid-MeanRevert-ATR-v54":
TRIGGER:
TIME_UTC_IN("09:30", "16:00")
AND LAST(LOW(sym, 1d)) < LOWER(BBANDS(CLOSE(sym, 1d), bb_period, bb_dev))
AND RSI(CLOSE(sym, 1d), 14) < rsi_oversold
AND LAST(VOL(sym, 1d)) > LAST(VOL(sym, 1d), 1) * 1.2
ENTRY: MARKET
EXIT:
LAST(CLOSE(sym, 1d)) > MID(BBANDS(CLOSE(sym, 1d), bb_period, bb_dev))
OR LAST(CLOSE(sym, 1d)) < LOWER(BBANDS(CLOSE(sym, 1d), bb_period, bb_dev)) - ATR(sym, 1d, atr_period) * 2
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)