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
1170.40
Total PnL
170.40 (17.04%)
Total Trades (Win/Los)
116 (114/2)
Win Rate
98.28%
Max Drawdown
140.40 (13.32%)
Total Fees
4.23
Position avg (max), %
23.77 (59.22)
Profit Factor
10.62
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 1.04% 0.58% 0.78% 9.56% 4.30% 0.00% — — — — — — 17.05%
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 1170.40
Min balance 913.88
Max balance 1198.29
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.66
Average monthly return (arithmetic), % 2.71
Best month, % 9.56
Worst month, % 0.00
PnL, Volume & Fees
Metric Value
Total PnL 170.40
Total PnL, % 17.04
Gross profit 197.95
Gross loss 18.64
Trading volume (USDT) 12090.70
Total transactions (buy/sell) 426
Total fees 4.23
Funding net -4.68
Funding accrued (received) 0.00
Funding paid 4.68
Trades
Metric Value
Total Trades 116
Win Trades 114
Los Trades 2
Win Rate, % 98.28
Expectancy per trade 1.5458
Max consecutive wins 94
Max consecutive losses 1
Risk & Exposure
Metric Value
Position avg, % of margin balance 23.77
Position max, % of margin balance 59.22
Max Drawdown 140.40
Max Drawdown, % 13.32
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 10.6199
Recovery Factor (Total PnL / Max DD) 1.2137
Sharpe ratio (monthly) 2.7944
Sortino ratio (monthly) n/a
CAGR, % 46.32
Calmar ratio (CAGR / Max DD%) 3.4779
Open Positions Size (USDT)
Strategy Charts
AXSUSDT 15m hideep | PnL: 68.05 | Fee: 1.59 | Vol: 4551.58
Details
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    "main_timer": 5000,
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    "leverage": 20.0,
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    "my_fix_balance": 0.0,
    "balance_percentage_long": 2.0,
    "balance_percentage_short": 2.0,
    "risk_long": 1.0,
    "risk_short": 1.0,
    "lot_long": 0.0,
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    "max_bars": 2000
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  "options": {
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    "loss_size": 0.0,
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    "ma_ts_len_long": 0,
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    "ma_ts_len_short": 0,
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    "ma_ts_source_short": "high",
    "ma_ts_multiplier_short": 1.0,
    "ma_tp_long": false,
    "ma_tp_long_type": "SMA",
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    "ma_tp_long_source": "high",
    "ma_tp_long_multiplier": 1.2,
    "market_tp_long": false,
    "market_tp_long_value": 0.0,
    "market_tp_short": false,
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    "stop_trigger_trigger_short": 0.0,
    "use_close_candle_long": false,
    "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,
    "time_close": {
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      "profit_threshold": 1.0,
      "use_day_of_month": false,
      "day_of_month": 1,
      "use_day_of_week": false,
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  },
  "filter": {
    "trend": false,
    "trend_resistance": 5,
    "trend_power": 14
  },
  "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
}