Backtest Results
Test ID: HYBRID-20260
Job Notes
Queued from hybrid_v68_high_volume_gap.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-HighVolumeGap-v68
# HYBRID V68 - HIGH VOLUME GAP (Stricter volume filter)
# Entry: Gap + volume pace > 4 + trend
# Exit: Donchian trailing
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
fast_ema=10,
slow_ema=26,
vol_pace_threshold=4,
atr_period=14,
atr_mult=2.0,
risk_frac=0.03
STRATEGY "Hybrid-HighVolumeGap-v68":
TRIGGER:
LAST(OPEN(sym, 1d)) / LAST(CLOSE(sym, 1d), 4) > 1.01
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("09:30", "15:00")
ENTRY: MARKET
EXIT:
LAST(CLOSE(sym, 1d)) < LOWER(DONCHIAN(HIGH(sym, 1d), LOW(sym, 1d), 15))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)