hb/tester/ver.2026/08/09/backtest_results: 2026-01-01 - 2026-07-31 | hd-15m-l | exchange: Bybit

Pairs
1
Initial Balance
1000.00
Final Balance
1282.92
Total PnL
282.92 (28.29%)
Total Trades (Win/Los)
122 (120/2)
Win Rate
98.36%
Max Drawdown
109.22 (10.80%)
Total Fees
15.19
Position avg (max), %
10.70 (33.30)
Profit Factor
1800.02
Duration (days)
211.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2026 -0.32% -1.65% 8.75% 6.91% 1.22% 1.27% 9.79% — — — — — 28.29%
Report Statistics
Period & Scope
Metric Value
Report range 2026-01-01 - 2026-07-31
Days in test 211.0
Months in test 7
Months with data 7
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 1282.92
Min balance 902.25
Max balance 1282.98
Monthly Performance
Metric Value
Average monthly return (geometric), % 3.62
Average monthly return (arithmetic), % 3.71
Best month, % 9.79
Worst month, % -1.65
PnL, Volume & Fees
Metric Value
Total PnL 282.92
Total PnL, % 28.29
Gross profit 299.64
Gross loss 0.17
Trading volume (USDT) 15187.70
Total transactions (buy/sell) 490
Total fees 15.19
Funding net -1.36
Funding accrued (received) 0.00
Funding paid 1.36
Trades
Metric Value
Total Trades 122
Win Trades 120
Los Trades 2
Win Rate, % 98.36
Expectancy per trade 2.4547
Max consecutive wins 61
Max consecutive losses 1
Risk & Exposure
Metric Value
Position avg, % of margin balance 10.70
Position max, % of margin balance 33.30
Max Drawdown 109.22
Max Drawdown, % 10.80
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1800.0246
Risk/Reward (avg win/avg loss) 30.0004
Recovery Factor (Total PnL / Max DD) 2.5903
Sharpe ratio (monthly) 2.9874
Sortino ratio (monthly) 20.2876
CAGR, % 53.92
Calmar ratio (CAGR / Max DD%) 4.9933
Open Positions Size (USDT)
Strategy Charts
AKEUSDT 15m hideep | PnL: 299.47 | Fee: 15.19 | Vol: 15187.70
Details
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    "balance_percentage_long": 2.0,
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    "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,
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      "profit_threshold": 1.0,
      "use_day_of_month": false,
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      "use_day_of_week": false,
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      "time_of_day": ""
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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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    "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
}