Backtest Results
Test ID: HYBRID-20260
Job Notes
Queued from hybrid_v92_winner_pf208.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
6
Total P&L
$-4796.68
Notional: $179991.50Total Return
-2.66%
Weighted by notionalWin Rate
16.7%
1 W / 5 LCouldWin Rate
16.7%
1 could / 6 totalAvg P&L
$-799.45
Avg Return: -2.66%Best Win
$310.30
Largest Loss
$-1946.78
Trade Details
6 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 6418143 | GNLN | Buy | $4.12 | $3.98 | 7281 | -3.4% ($-1019.34) | True | $4.03 | 01/10/25 14:47 | 01/10/25 18:50 | 4.1h |
| 6418188 | HCTI | Buy | $2.91 | $2.94 | 10309 | 1.03% ($310.30) | False | $2.79 | 01/10/25 14:22 | 01/10/25 14:23 | 1m |
| 6418187 | HCTI | Buy | $3.01 | $2.97 | 9979 | -1.21% ($-362.24) | False | $2.76 | 01/10/25 14:08 | 01/10/25 14:21 | 13m |
| 6418168 | HCTI | Buy | $3.08 | $3.00 | 9734 | -2.75% ($-825.44) | False | $2.71 | 01/10/25 14:01 | 01/10/25 14:07 | 6m |
| 6418142 | HCTI | Buy | $3.39 | $3.17 | 8849 | -6.49% ($-1946.78) | False | $3.21 | 01/10/25 13:35 | 01/10/25 13:35 | 0m |
| 6418149 | GNLN | Buy | $4.06 | $3.93 | 7389 | -3.18% ($-953.18) | False | $3.94 | 29/09/25 14:41 | 29/09/25 15:06 | 25m |
Strategy DSL
Hybrid-Winner-PF208-v92
# HYBRID V92 - WINNER CLONE PF 2.08 (207 trades)
# Entry: Gap momentum + trend + volume
# Exit: ATR trailing + Volume percentile exit
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
fast_ema=10,
slow_ema=26,
vol_pace_threshold=3,
atr_period=26,
atr_mult=2.0,
risk_frac=0.03,
gap_threshold=1
STRATEGY "Hybrid-Winner-PF208-v92":
TRIGGER:
LAST(OPEN(sym, 1d)) / LAST(CLOSE(sym, 1d), 4) > gap_threshold
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("10:30", "15:00")
ENTRY: MARKET
EXIT:
LAST(CLOSE(sym, 1d)) < (HIGHEST(HIGH(sym, 1d), 22) - 3.0 * ATR(sym, 1d, 22))
OR (VOL_PERCENTILE(sym, 1d, 14, 50) > 80 AND RETURN(CLOSE(sym, 1d), 3) < 0)
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)