Backtest Results
Test ID: HYBRID-20260
Job Notes
Queued from hybrid_v108_rsi_cross_50.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-RSI50Cross-v108
# HYBRID V108 - RSI CROSS 50 + WINNER EXIT
# Entry: RSI crosses above 50 (bullish momentum)
# Exit: From PF 2.08 winner
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
vol_mult=1.2,
atr_mult=2.0,
risk_frac=0.03
STRATEGY "Hybrid-RSI50Cross-v108":
TRIGGER:
TIME_UTC_IN("10:00", "15:30")
AND CROSSOVER(RSI(CLOSE(sym, 1d), 14), 50)
AND EMA(CLOSE(sym, 1d), 10) > EMA(CLOSE(sym, 1d), 26)
AND LAST(VOL(sym, 1d)) > LAST(VOL(sym, 1d), 1) * vol_mult
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)