hb/tester/ver.2026/06/16/backtest_results: 2026-01-01 - 2026-06-01 | hd-system-3-100 | exchange: Bybit

Pairs
3
Initial Balance
1000.00
Final Balance
1332.84
Total PnL
332.84 (33.28%)
Total Trades (Win/Los)
147 (143/4)
Win Rate
97.28%
Max Drawdown
294.99 (25.20%)
Total Fees
7.40
Position avg (max), %
17.22 (43.38)
Profit Factor
48.76
Duration (days)
151.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2026 10.72% -10.65% 28.52% 3.95% 0.85% 0.01% — — — — — — 33.30%
Report Statistics
Period & Scope
Metric Value
Report range 2026-01-01 - 2026-06-01
Days in test 151.0
Months in test 6
Months with data 6
Pairs count 3
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 1332.84
Min balance 875.37
Max balance 1340.46
Monthly Performance
Metric Value
Average monthly return (geometric), % 4.91
Average monthly return (arithmetic), % 5.57
Best month, % 28.52
Worst month, % -10.65
PnL, Volume & Fees
Metric Value
Total PnL 332.84
Total PnL, % 33.28
Gross profit 350.42
Gross loss 7.19
Trading volume (USDT) 21142.65
Total transactions (buy/sell) 662
Total fees 7.40
Funding net -3.00
Funding accrued (received) 0.00
Funding paid 3.00
Trades
Metric Value
Total Trades 147
Win Trades 143
Los Trades 4
Win Rate, % 97.28
Expectancy per trade 2.3349
Max consecutive wins 83
Max consecutive losses 1
Risk & Exposure
Metric Value
Position avg, % of margin balance 17.22
Position max, % of margin balance 43.38
Max Drawdown 294.99
Max Drawdown, % 25.20
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 48.7557
Recovery Factor (Total PnL / Max DD) 1.1283
Sharpe ratio (monthly) 1.5995
Sortino ratio (monthly) 4.4362
CAGR, % 100.36
Calmar ratio (CAGR / Max DD%) 3.9818
Open Positions Size (USDT)
Strategy Charts
API3USDT 15m hideep | PnL: 25.07 | Fee: 1.02 | Vol: 2915.49
Details
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    "balance_percentage_long": 2.0,
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    "risk_long": 1.0,
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    "max_bars": 2000
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  "options": {
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    "ma_tp_long_type": "SMA",
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    "close_candle_count_long": 1,
    "close_candle_color_long": "green",
    "use_close_candle_short": false,
    "close_candle_count_short": 1,
    "close_candle_color_short": "red",
    "ma_crossing": false,
    "ma_crossing_by_crosing": false,
    "ma_crossing_fast_len": 5,
    "ma_crossing_fast_type": "SMA",
    "ma_crossing_fast_source": "close",
    "ma_crossing_slow_len": 10,
    "ma_crossing_slow_type": "SMA",
    "ma_crossing_slow_source": "close",
    "ma_crossing_min_profit": 1.0,
    "ma_crossing_stop_loss": 1.0,
    "ma_crossing_skip": 0,
    "hd_close": false,
    "hd_close_min_profit": 0.5,
    "like_tv": false,
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      "use_day_of_month": false,
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  "filter": {
    "trend": false,
    "trend_resistance": 5,
    "trend_power": 14
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  "rebalance": null,
  "hd": {
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    "auto_size_hedge_ratio": 0.0,
    "count_tp": false,
    "count_sl": false,
    "only_profit": true,
    "min_profit": 1.005,
    "entry_gap": 0.99,
    "use_pdd": false,
    "disable_trade_on_reverse_trend": false,
    "count_max_long": 40,
    "count_max_short": 1,
    "allow_reduce": false,
    "reduce_ma_1": true,
    "allow_reverse": false,
    "ma_low_len": 15,
    "ma_low_type": "EMA",
    "ma_low_source": "low",
    "ma_high_len": 40,
    "ma_high_type": "TEMA",
    "ma_high_source": "high",
    "ma_low_1": 0.98,
    "ma_high_1": 1.07,
    "ma_low_trigger_use": false,
    "ma_low_trigger_type": "SMA",
    "ma_low_trigger_source": "low",
    "ma_low_trigger_len": 1,
    "ma_low_trigger_multiplier": 1.0,
    "ma_high_trigger_use": true,
    "ma_high_trigger_type": "SMA",
    "ma_high_trigger_source": "high",
    "ma_high_trigger_len": 70,
    "ma_high_trigger_multiplier": 1.0,
    "up_1": 2,
    "dn_1": 1,
    "mac_1": 20,
    "sma_1": 2,
    "sma_up_1": 1,
    "sma_dn_1": 2,
    "up_2": 3,
    "dn_2": 2,
    "mac_2": 20,
    "sma_2": 5,
    "sma_up_2": 1,
    "sma_dn_2": 1,
    "delay": 30000
  },
  "zz": null,
  "zigzag": null,
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
  "tv_ccs": null,
  "rt": null,
  "tv_mapm": null,
  "tv_lsb": null,
  "tv_hss": null,
  "plus_one": null,
  "mrs": null,
  "mrs2": null,
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null,
  "volume_market": null,
  "moving_average_crossover": null,
  "price_vs_ma": null,
  "macd_trend": null
}