Backtest Results
Test ID: HYBRID-20260
Job Notes
Queued from hybrid_v59_macd_histogram.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-MACD-Histogram-v59
# HYBRID V59 - MACD HISTOGRAM (Research: PF 4.22 on S&P500)
# Entry: MACD histogram extreme low + trend filter
# Exit: First close higher than entry
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
macd_fast=12,
macd_slow=26,
macd_signal=9,
ma_period=200,
atr_period=14,
atr_mult=2.5,
risk_frac=0.02
STRATEGY "Hybrid-MACD-Histogram-v59":
TRIGGER:
TIME_UTC_IN("09:30", "16:00")
AND LAST(CLOSE(sym, 1d)) > SMA(CLOSE(sym, 1d), ma_period)
AND MACD_HIST(CLOSE(sym, 1d), macd_fast, macd_slow, macd_signal) < 0
AND MACD_HIST(CLOSE(sym, 1d), macd_fast, macd_slow, macd_signal) > LAST(MACD_HIST(CLOSE(sym, 1d), macd_fast, macd_slow, macd_signal), 1)
ENTRY: MARKET
EXIT:
CROSSOVER(MACD_HIST(CLOSE(sym, 1d), macd_fast, macd_slow, macd_signal), 0)
OR LAST(CLOSE(sym, 1d)) < SMA(CLOSE(sym, 1d), ma_period)
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)