Backtest Results
Test ID: HYBRID-20260
Job Notes
Queued from hybrid_v78_range_expansion.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-RangeExpansion-v78
# HYBRID V78 - RANGE EXPANSION (Modified inside day)
# Entry: New high AND new low + volume + trend
# Exit: Donchian middle OR trailing stop
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
range_period=5,
vol_mult=1.5,
atr_period=14,
atr_mult=4.0,
risk_frac=0.015
STRATEGY "Hybrid-RangeExpansion-v78":
TRIGGER:
TIME_UTC_IN("09:30", "16:00")
AND LAST(HIGH(sym, 1d)) > HIGHEST(HIGH(sym, 1d), range_period, 1)
AND LAST(LOW(sym, 1d)) < LOWEST(LOW(sym, 1d), range_period, 1)
AND LAST(VOL(sym, 1d)) > LAST(VOL(sym, 1d), 1) * vol_mult
AND EMA(CLOSE(sym, 1d), 20) > EMA(CLOSE(sym, 1d), 50)
ENTRY: MARKET
EXIT:
CROSSOVER(CLOSE(sym, 1d), MID(DONCHIAN(HIGH(sym, 1d), LOW(sym, 1d), 15)))
OR LAST(CLOSE(sym, 1d)) < LOWER(DONCHIAN(HIGH(sym, 1d), LOW(sym, 1d), 20))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)