hb/tester/ver.2026/06/16/backtest_results: 2026-01-01 - 2026-06-01 | hd-system-6-1000 | exchange: Bybit

Pairs
4
Initial Balance
1000.00
Final Balance
1357.72
Total PnL
357.72 (35.77%)
Total Trades (Win/Los)
172 (169/3)
Win Rate
98.26%
Max Drawdown
401.14 (34.30%)
Total Fees
8.13
Position avg (max), %
26.59 (74.92)
Profit Factor
37.59
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 7.85% -8.38% 30.66% 3.67% 1.45% -0.01% — — — — — — 35.78%
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 4
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 1357.72
Min balance 768.40
Max balance 1360.29
Monthly Performance
Metric Value
Average monthly return (geometric), % 5.23
Average monthly return (arithmetic), % 5.87
Best month, % 30.66
Worst month, % -8.38
PnL, Volume & Fees
Metric Value
Total PnL 357.72
Total PnL, % 35.77
Gross profit 380.25
Gross loss 10.12
Trading volume (USDT) 23215.77
Total transactions (buy/sell) 733
Total fees 8.13
Funding net -4.30
Funding accrued (received) 0.00
Funding paid 4.30
Trades
Metric Value
Total Trades 172
Win Trades 169
Los Trades 3
Win Rate, % 98.26
Expectancy per trade 2.1520
Max consecutive wins 131
Max consecutive losses 1
Risk & Exposure
Metric Value
Position avg, % of margin balance 26.59
Position max, % of margin balance 74.92
Max Drawdown 401.14
Max Drawdown, % 34.30
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 37.5912
Recovery Factor (Total PnL / Max DD) 0.8917
Sharpe ratio (monthly) 1.6797
Sortino ratio (monthly) 5.9451
CAGR, % 109.53
Calmar ratio (CAGR / Max DD%) 3.1933
Open Positions Size (USDT)
Strategy Charts
ATOMUSDT 15m hideep | PnL: 6.68 | Fee: 0.35 | Vol: 987.01
Details
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    "balance_percentage_long": 2.0,
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    "risk_long": 1.0,
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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,
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    "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,
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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,
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    "auto_size_hedge_ratio": 0.0,
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    "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
}