Backtest Results

Job Notes

Queued from hybrid_v65_gap_momentum.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: $0.00

Total Return

0%

Weighted by notional

Win Rate

0%

0 W / 0 L

CouldWin Rate

0%

0 could / 0 total

Avg 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-GapMomentum-v65

Job Like

# HYBRID V65 - GAP MOMENTUM (Clone of PF 1.57 winner)
# Entry: Overnight gap + trend + volume
# Exit: ADX-adaptive trailing stop

CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",
fast_ema=10,
slow_ema=26,
vol_pace_threshold=3,
atr_period=26,
atr_mult=2.0,
risk_frac=0.03,
gap_threshold=1.01

STRATEGY "Hybrid-GapMomentum-v65":

TRIGGER:
LAST(OPEN(sym, 1d)) / LAST(CLOSE(sym, 1d), 4) > gap_threshold
AND EMA(CLOSE(sym, 1d), fast_ema) > EMA(CLOSE(sym, 1d), slow_ema)
AND VOL_PACE(sym, 1d, 10) > vol_pace_threshold
AND TIME_UTC_IN("10:30", "15:00")

ENTRY: MARKET

EXIT:
(ADX(sym, 1d, 14) > 25 AND LAST(CLOSE(sym, 1d)) < (HIGHEST(HIGH(sym, 1d), 20) - 3.0 * ATR(sym, 1d, 14)))
OR (ADX(sym, 1d, 14) < 25 AND LAST(CLOSE(sym, 1d)) < (HIGHEST(HIGH(sym, 1d), 10) - 1.5 * ATR(sym, 1d, 14)))

RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)