Backtest Results
Test ID: HYBRID-20260
Job Notes
Queued from hybrid_v87_pullback_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
13
Total P&L
$4923.79
Notional: $259733.41Total Return
1.9%
Weighted by notionalWin Rate
30.8%
4 W / 9 LCouldWin Rate
30.8%
4 could / 13 totalAvg P&L
$378.75
Avg Return: 1.89%Best Win
$5477.36
Largest Loss
$-887.04
Trade Details
13 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 6418210 | TQQQ | Buy | $101.99 | $100.26 | 196 | -1.69% ($-338.49) | False | $100.29 | 10/10/25 15:57 | 10/10/25 16:58 | 1h |
| 6418567 | IWM | Buy | $241.99 | $240.28 | 82 | -0.71% ($-140.22) | False | $240.36 | 10/10/25 15:50 | 10/10/25 16:50 | 1h |
| 6418529 | WOLF | Buy | $1.28 | $1.29 | 15622 | 0.77% ($153.10) | True | $1.25 | 02/09/25 15:08 | 02/09/25 20:00 | 4.9h |
| 6418316 | NIO | Buy | $4.52 | $4.48 | 4424 | -0.88% ($-176.96) | False | $4.49 | 12/08/25 15:34 | 12/08/25 16:11 | 37m |
| 6418313 | NIO | Buy | $4.57 | $4.52 | 4376 | -1.09% ($-218.80) | False | $4.53 | 12/08/25 15:06 | 12/08/25 15:33 | 27m |
| 6418493 | TLRY | Buy | $0.73 | $0.93 | 27483 | 27.39% ($5477.36) | True | $0.71 | 11/08/25 14:42 | 11/08/25 20:00 | 5.3h |
| 6418574 | STSS | Buy | $5.70 | $6.50 | 3508 | 14.04% ($2806.40) | True | $5.37 | 08/08/25 15:28 | 08/08/25 20:00 | 4.5h |
| 6418651 | QUBT | Buy | $16.60 | $16.86 | 1204 | 1.54% ($307.38) | True | $16.42 | 05/08/25 16:00 | 05/08/25 20:00 | 4h |
| 6418580 | AGMH | Buy | $2.48 | $2.37 | 8064 | -4.44% ($-887.04) | False | $2.38 | 29/07/25 15:16 | 29/07/25 19:38 | 4.4h |
| 6418652 | XTIA | Buy | $2.08 | $2.01 | 9638 | -2.9% ($-579.24) | False | $2.02 | 08/07/25 15:10 | 08/07/25 16:07 | 57m |
| 6418656 | HIMS | Buy | $57.90 | $56.85 | 345 | -1.81% ($-362.25) | False | $56.90 | 03/06/25 15:53 | 03/06/25 16:04 | 11m |
| 6418655 | HIMS | Buy | $58.45 | $56.76 | 342 | -2.89% ($-577.98) | False | $56.88 | 03/06/25 14:34 | 03/06/25 14:57 | 23m |
| 6418654 | HIMS | Buy | $59.93 | $58.31 | 333 | -2.7% ($-539.46) | False | $58.33 | 03/06/25 14:29 | 03/06/25 14:33 | 4m |
Strategy DSL
Hybrid-Pullback-Momentum-v87
# HYBRID V87 - PULLBACK MOMENTUM (50 EMA uptrend + RSI pullback)
# Entry: Price above 50 EMA + RSI between 40-45 + volume
# Exit: RSI > 70 OR trailing
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
ema_period=50,
rsi_min=40,
rsi_max=45,
vol_mult=1.2,
atr_period=14,
atr_mult=3.0,
risk_frac=0.02
STRATEGY "Hybrid-Pullback-Momentum-v87":
TRIGGER:
TIME_UTC_IN("09:30", "16:00")
AND LAST(CLOSE(sym, 1d)) > EMA(CLOSE(sym, 1d), ema_period)
AND EMA(CLOSE(sym, 1d), 20) > EMA(CLOSE(sym, 1d), ema_period)
AND RSI(CLOSE(sym, 1d), 14) > rsi_min
AND RSI(CLOSE(sym, 1d), 14) < rsi_max
AND LAST(VOL(sym, 1d)) > LAST(VOL(sym, 1d), 1) * vol_mult
ENTRY: MARKET
EXIT:
RSI(CLOSE(sym, 1d), 14) > 70
OR LAST(CLOSE(sym, 1d)) < LOWER(DONCHIAN(HIGH(sym, 1d), LOW(sym, 1d), 15))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)