Backtest Results
Test ID: HYBRID-20260
Job Notes
Queued from hybrid_v77_inside_day_breakout.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
48
Total P&L
$-5746.82
Notional: $479961.06Total Return
-1.2%
Weighted by notionalWin Rate
52.1%
25 W / 23 LCouldWin Rate
100%
48 could / 48 totalAvg P&L
$-119.73
Avg Return: -1.2%Best Win
$1267.56
Largest Loss
$-6537.61
Trade Details
48 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 6418716 | ADTX | Buy | $1.56 | $1.56 | 6418 | 0.08% ($7.70) | True | $1.35 | 25/06/25 16:00 | 25/06/25 16:01 | 1m |
| 6418715 | ADTX | Buy | $1.56 | $1.56 | 6410 | -0.01% ($-0.64) | True | $1.35 | 25/06/25 15:56 | 25/06/25 15:59 | 3m |
| 6418714 | ADTX | Buy | $1.65 | $1.60 | 6060 | -2.92% ($-291.49) | True | $1.48 | 25/06/25 15:54 | 25/06/25 15:55 | 1m |
| 6418713 | ADTX | Buy | $1.64 | $1.63 | 6097 | -0.61% ($-60.97) | True | $1.44 | 25/06/25 15:52 | 25/06/25 15:53 | 1m |
| 6418712 | ADTX | Buy | $1.67 | $1.68 | 6006 | 0.9% ($90.09) | True | $1.45 | 25/06/25 15:50 | 25/06/25 15:51 | 1m |
| 6418711 | ADTX | Buy | $1.67 | $1.63 | 5989 | -2.35% ($-235.37) | True | $1.46 | 25/06/25 15:48 | 25/06/25 15:49 | 1m |
| 6418710 | ADTX | Buy | $1.68 | $1.66 | 5952 | -1.19% ($-119.04) | True | $1.47 | 25/06/25 15:46 | 25/06/25 15:47 | 1m |
| 6418709 | ADTX | Buy | $1.66 | $1.69 | 6024 | 1.57% ($157.23) | True | $1.45 | 25/06/25 15:44 | 25/06/25 15:45 | 1m |
| 6418707 | ADTX | Buy | $1.71 | $1.68 | 5859 | -1.56% ($-156.44) | True | $1.48 | 25/06/25 15:40 | 25/06/25 15:41 | 1m |
| 6418706 | ADTX | Buy | $1.72 | $1.67 | 5813 | -2.91% ($-290.65) | True | $1.49 | 25/06/25 15:38 | 25/06/25 15:39 | 1m |
| 6418705 | ADTX | Buy | $1.70 | $1.68 | 5894 | -0.92% ($-91.95) | True | $1.47 | 25/06/25 15:36 | 25/06/25 15:37 | 1m |
| 6418704 | ADTX | Buy | $1.65 | $1.68 | 6060 | 1.79% ($179.38) | True | $1.41 | 25/06/25 15:34 | 25/06/25 15:35 | 1m |
| 6418703 | ADTX | Buy | $1.63 | $1.65 | 6134 | 1.23% ($122.68) | True | $1.40 | 25/06/25 15:32 | 25/06/25 15:33 | 1m |
| 6418702 | ADTX | Buy | $1.65 | $1.63 | 6060 | -1.21% ($-121.20) | True | $1.44 | 25/06/25 15:30 | 25/06/25 15:31 | 1m |
| 6418701 | ADTX | Buy | $1.65 | $1.65 | 6073 | 0.21% ($21.26) | True | $1.44 | 25/06/25 15:28 | 25/06/25 15:29 | 1m |
| 6418699 | ADTX | Buy | $1.63 | $1.63 | 6134 | 0.03% ($3.07) | True | $1.45 | 25/06/25 15:26 | 25/06/25 15:27 | 1m |
| 6418698 | ADTX | Buy | $1.59 | $1.57 | 6309 | -0.95% ($-94.64) | True | $1.44 | 25/06/25 15:24 | 25/06/25 15:25 | 1m |
| 6418697 | ADTX | Buy | $1.61 | $1.57 | 6228 | -2.13% ($-213.00) | True | $1.46 | 25/06/25 15:22 | 25/06/25 15:23 | 1m |
| 6418696 | ADTX | Buy | $1.57 | $1.60 | 6369 | 1.91% ($191.07) | True | $1.44 | 25/06/25 15:20 | 25/06/25 15:21 | 1m |
| 6418695 | ADTX | Buy | $1.58 | $1.58 | 6340 | -0.14% ($-13.95) | True | $1.43 | 25/06/25 15:18 | 25/06/25 15:19 | 1m |
| 6418694 | ADTX | Buy | $1.57 | $1.58 | 6369 | 0.64% ($63.69) | True | $1.40 | 25/06/25 15:16 | 25/06/25 15:17 | 1m |
| 6418693 | ADTX | Buy | $1.56 | $1.57 | 6410 | 0.63% ($62.82) | True | $1.38 | 25/06/25 15:14 | 25/06/25 15:15 | 1m |
| 6418692 | ADTX | Buy | $1.57 | $1.57 | 6371 | -0.03% ($-3.19) | True | $1.38 | 25/06/25 15:12 | 25/06/25 15:13 | 1m |
| 6418691 | ADTX | Buy | $1.55 | $1.57 | 6449 | 1.25% ($125.11) | True | $1.36 | 25/06/25 15:10 | 25/06/25 15:11 | 1m |
| 6418690 | ADTX | Buy | $1.59 | $1.55 | 6290 | -2.5% ($-249.71) | True | $1.41 | 25/06/25 15:08 | 25/06/25 15:09 | 1m |
| 6418689 | ADTX | Buy | $1.59 | $1.56 | 6289 | -1.89% ($-188.67) | True | $1.43 | 25/06/25 15:06 | 25/06/25 15:07 | 1m |
| 6418688 | ADTX | Buy | $1.55 | $1.58 | 6451 | 1.96% ($196.11) | True | $1.38 | 25/06/25 15:04 | 25/06/25 15:05 | 1m |
| 6418687 | ADTX | Buy | $1.57 | $1.57 | 6371 | 0.04% ($3.82) | True | $1.41 | 25/06/25 15:02 | 25/06/25 15:03 | 1m |
| 6418686 | ADTX | Buy | $1.54 | $1.55 | 6493 | 0.64% ($64.28) | True | $1.37 | 25/06/25 15:00 | 25/06/25 15:01 | 1m |
| 6418685 | ADTX | Buy | $1.54 | $1.55 | 6493 | 0.65% ($64.93) | True | $1.29 | 25/06/25 14:54 | 25/06/25 14:59 | 5m |
| 6418684 | ADTX | Buy | $1.54 | $1.54 | 6493 | 0.03% ($2.60) | True | $1.17 | 25/06/25 14:49 | 25/06/25 14:53 | 4m |
| 6418683 | ADTX | Buy | $1.58 | $1.57 | 6327 | -0.97% ($-97.44) | True | $1.07 | 25/06/25 14:42 | 25/06/25 14:48 | 6m |
| 6418678 | ADTX | Buy | $1.63 | $1.60 | 6134 | -1.81% ($-180.95) | True | $1.04 | 25/06/25 14:40 | 25/06/25 14:41 | 1m |
| 6418677 | ADTX | Buy | $1.65 | $1.64 | 6060 | -0.76% ($-75.75) | True | $1.10 | 25/06/25 14:38 | 25/06/25 14:39 | 1m |
| 6418675 | ADTX | Buy | $1.74 | $1.71 | 5747 | -1.84% ($-183.90) | True | $1.21 | 25/06/25 14:36 | 25/06/25 14:37 | 1m |
| 6418674 | ADTX | Buy | $1.63 | $1.68 | 6134 | 3.07% ($306.70) | True | $1.11 | 25/06/25 14:34 | 25/06/25 14:35 | 1m |
| 6418671 | ADTX | Buy | $1.77 | $1.70 | 5665 | -3.68% ($-368.23) | True | $1.30 | 25/06/25 14:32 | 25/06/25 14:33 | 1m |
| 6418668 | ADTX | Buy | $1.70 | $1.70 | 5899 | 0.26% ($25.96) | True | $1.27 | 25/06/25 14:30 | 25/06/25 14:31 | 1m |
| 6418666 | ADTX | Buy | $1.52 | $1.56 | 6578 | 2.63% ($262.46) | True | $1.17 | 25/06/25 14:25 | 25/06/25 14:27 | 2m |
| 6418665 | ADTX | Buy | $1.48 | $1.51 | 6756 | 2.03% ($202.68) | True | $1.09 | 25/06/25 14:23 | 25/06/25 14:24 | 1m |
| 6418664 | ADTX | Buy | $1.44 | $1.50 | 6921 | 3.83% ($382.73) | True | $0.71 | 25/06/25 14:14 | 25/06/25 14:22 | 8m |
| 6418662 | ADTX | Buy | $1.50 | $1.51 | 6666 | 0.66% ($65.99) | True | $0.85 | 25/06/25 14:10 | 25/06/25 14:13 | 3m |
| 6418661 | ADTX | Buy | $1.51 | $1.57 | 6644 | 4.31% ($431.20) | True | $0.94 | 25/06/25 14:07 | 25/06/25 14:09 | 2m |
| 6418660 | ADTX | Buy | $1.59 | $1.55 | 6289 | -2.83% ($-283.01) | True | $1.15 | 25/06/25 14:05 | 25/06/25 14:06 | 1m |
| 6418659 | ADTX | Buy | $1.61 | $1.55 | 6230 | -3.46% ($-346.39) | True | $1.28 | 25/06/25 14:03 | 25/06/25 14:04 | 1m |
| 6418658 | ADTX | Buy | $1.42 | $1.60 | 7042 | 12.68% ($1267.56) | True | $1.26 | 25/06/25 14:01 | 25/06/25 14:02 | 1m |
| 6418673 | SUNE | Buy | $0.15 | $0.05 | 67888 | -65.38% ($-6537.61) | True | $-0.01 | 07/04/25 14:53 | 07/04/25 20:00 | 5.1h |
| 6418700 | XTIA | Buy | $2.56 | $2.60 | 3906 | 1.56% ($156.24) | True | $2.34 | 18/03/25 13:59 | 18/03/25 20:00 | 6h |
Strategy DSL
Hybrid-InsideDayBreakout-v77
# HYBRID V77 - INSIDE DAY BREAKOUT (Clone of PF 1.89 winner)
# Entry: Range expansion from inside day + volume surge
# Exit: Donchian middle crossover
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
day_range_period=5,
vol_threshold=2,
atr_period=39,
atr_mult=6,
risk_frac=0.01
STRATEGY "Hybrid-InsideDayBreakout-v77":
TRIGGER:
LAST(HIGH(sym, 1d)) > HIGHEST(HIGH(sym, 1d), day_range_period, 1)
AND LAST(LOW(sym, 1d)) < LOWEST(LOW(sym, 1d), day_range_period, 1)
AND LAST(VOL(sym, 1d)) > LAST(VOL(sym, 1d), 1) * vol_threshold
AND TIME_UTC_IN("09:30", "16:00")
ENTRY: MARKET
EXIT:
CROSSOVER(CLOSE(sym, 1d), MID(DONCHIAN(HIGH(sym, 1d), LOW(sym, 1d), 12)))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)