Backtest Results

Job Notes

Queued from hybrid_v67_gap_bb_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

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-Gap-BB-Combo-v67

Job Like

# HYBRID V67 - GAP + BB COMBO (Gap momentum + BB entry)
# Entry: Gap OR BB crossunder + volume
# Exit: ADX-adaptive trailing

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

PARAMS:
sym="{{sym}}",
fast_ema=10,
slow_ema=26,
bb_period=20,
bb_dev=2.0,
vol_mult=1.5,
atr_period=14,
atr_mult=2.5,
risk_frac=0.02

STRATEGY "Hybrid-Gap-BB-Combo-v67":

TRIGGER:
TIME_UTC_IN("09:30", "15:00")
AND EMA(CLOSE(sym, 1d), fast_ema) > EMA(CLOSE(sym, 1d), slow_ema)
AND (
  (LAST(OPEN(sym, 1d)) / LAST(CLOSE(sym, 1d), 4) > 1.01 AND VOL_PACE(sym, 1d, 10) > 2.0)
  OR (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)
)

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)

# HYBRID V67 - GAP + BB COMBO (Gap momentum + BB entry)
# Entry: Gap OR BB crossunder + volume
# Exit: ADX-adaptive trailing

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

PARAMS:
sym="{{sym}}",
fast_ema=10,
slow_ema=26,
bb_period=20,
bb_dev=2.0,
vol_mult=1.5,
atr_period=14,
atr_mult=2.5,
risk_frac=0.02

STRATEGY "Hybrid-Gap-BB-Combo-v67":

TRIGGER:
TIME_UTC_IN("09:30", "15:00")
AND EMA(CLOSE(sym, 1d), fast_ema) > EMA(CLOSE(sym, 1d), slow_ema)
AND (
  (LAST(OPEN(sym, 1d)) / LAST(CLOSE(sym, 1d), 4) > 1.01 AND VOL_PACE(sym, 1d, 10) > 2.0)
  OR (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)
)

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)