Backtest Results

Job Notes

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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: $0.00

Total Return

0%

Weighted by notional

Win Rate

0%

0 W / 0 L

CouldWin Rate

0%

0 could / 0 total

Avg 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-MomentumHighVol-v27

Job Like

# HYBRID V27 - MOMENTUM + HIGH VOLUME (enhanced v14)
# v14 had PF 1.11 with +$19K, add volume filter for quality
# Entry: Momentum + Volume pace + High volume surge

CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",
vol_period=20,
mom_period=10,
mom_threshold=0.05,
vol_mult=1.5,
rsi_exit=70,
ema_exit_period=21,
atr_period=14,
atr_mult=2.5,
risk_frac=0.02

STRATEGY "Hybrid-MomentumHighVol-v27":

TRIGGER:
TIME_UTC_IN("09:30", "16:00")
AND VOL_PACE(sym, 1d, vol_period) > 1.2
AND RETURN(CLOSE(sym, 1d), mom_period) > mom_threshold
AND EMA(CLOSE(sym, 1d), 20) > EMA(CLOSE(sym, 1d), 50)
# Added: Volume surge filter
AND LAST(VOL(sym, 1d)) > LAST(VOL(sym, 1d), 1) * vol_mult

ENTRY: MARKET

EXIT:
(RSI(CLOSE(sym, 1d), 14) > rsi_exit AND LAST(CLOSE(sym, 1d)) < EMA(CLOSE(sym, 1d), ema_exit_period))
OR LAST(CLOSE(sym, 1d)) < LOWER(DONCHIAN(HIGH(sym, 1d), LOW(sym, 1d), 20))

RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)

# HYBRID V27 - MOMENTUM + HIGH VOLUME (enhanced v14)
# v14 had PF 1.11 with +$19K, add volume filter for quality
# Entry: Momentum + Volume pace + High volume surge

CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",
vol_period=20,
mom_period=10,
mom_threshold=0.05,
vol_mult=1.5,
rsi_exit=70,
ema_exit_period=21,
atr_period=14,
atr_mult=2.5,
risk_frac=0.02

STRATEGY "Hybrid-MomentumHighVol-v27":

TRIGGER:
TIME_UTC_IN("09:30", "16:00")
AND VOL_PACE(sym, 1d, vol_period) > 1.2
AND RETURN(CLOSE(sym, 1d), mom_period) > mom_threshold
AND EMA(CLOSE(sym, 1d), 20) > EMA(CLOSE(sym, 1d), 50)
# Added: Volume surge filter
AND LAST(VOL(sym, 1d)) > LAST(VOL(sym, 1d), 1) * vol_mult

ENTRY: MARKET

EXIT:
(RSI(CLOSE(sym, 1d), 14) > rsi_exit AND LAST(CLOSE(sym, 1d)) < EMA(CLOSE(sym, 1d), ema_exit_period))
OR LAST(CLOSE(sym, 1d)) < LOWER(DONCHIAN(HIGH(sym, 1d), LOW(sym, 1d), 20))

RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)