Backtest Methodology (Hyperliquid)
This backtest simulates how the strategy would have performed on Hyperliquid using realistic leverage, fees, and position sizing.
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Market data: Historical OHLCV data with indicator warm-up periods. Trades are only opened during valid trading windows, and low-quality data periods are skipped.
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Strategy parameters: Each asset uses pre-optimized parameters, including take-profit, stop-loss, and leverage. Trades are entered only when all strategy conditions are met.
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Capital usage: Every trade uses a fixed budget with leverage applied, rather than the full account balance.
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Position sizing: Notional = fixed trade budget × leverage, with position size derived from market price.*
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Fees & PnL: Fees are charged on notional value at both entry and exit, matching Hyperliquid's live fee model. Entry fees reduce equity immediately; exit fees are included in realized PnL.
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Equity & metrics: Performance metrics are calculated from an event-based equity curve, ensuring accurate drawdown and risk statistics.
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Scope & limits: Assets are backtested independently with no shared margin or portfolio-level constraints.
This approach prioritizes realistic execution and transparent performance measurement at the individual asset level.
Backtest Results
RRR 0.5:1
| Metric | BTC | ETH | SOL | XRP |
|---|---|---|---|---|
| RRR | 0.5:1 | 0.5:1 | 0.5:1 | 0.5:1 |
| Leverage | 40 | 25 | 20 | 20 |
| Average ROI % | 0.46 | 0.21 | 0.13 | 0.04 |
| Overall Win Rate % | 72.66 | 68.12 | 70.93 | 70.6 |
| Average Win Rate % | 66.48 | 62.8 | 66.55 | 53.64 |
| Max Drawdown % | -12.48 | -9.25 | -11.57 | -4.93 |
| Total Trades | 845 | 897 | 1025 | 534 |
| Winning Trades | 614 | 611 | 727 | 377 |
| Losing Trades | 231 | 286 | 298 | 157 |
RRR 1:1
| Metric | BTC | ETH | SOL | XRP |
|---|---|---|---|---|
| RRR | 1:1 | 1:1 | 1:1 | 1:1 |
| Leverage | 40 | 25 | 20 | 20 |
| Average ROI % | 0.37 | 0.17 | 0.13 | 0.23 |
| Overall Win Rate % | 54.83 | 52.69 | 53.3 | 56.34 |
| Average Win Rate % | 52.83 | 52.37 | 52.01 | 55.85 |
| Max Drawdown % | -12.48 | -10.16 | -10.21 | -8.37 |
| Total Trades | 600 | 763 | 893 | 481 |
| Winning Trades | 329 | 402 | 476 | 271 |
| Losing Trades | 271 | 361 | 417 | 210 |
RRR 3:1
| Metric | BTC | ETH | SOL | XRP |
|---|---|---|---|---|
| RRR | 3:1 | 3:1 | 3:1 | 3:1 |
| Leverage | 40 | 25 | 20 | 20 |
| Average ROI % | 0.38 | 0.36 | 0.15 | 0.38 |
| Overall Win Rate % | 28.75 | 24.85 | 27.07 | 30.56 |
| Average Win Rate % | 18.84 | 22.1 | 26.24 | 21.42 |
| Max Drawdown % | -16.64 | -10.4 | -12.49 | -8.37 |
| Total Trades | 313 | 499 | 639 | 360 |
| Winning Trades | 90 | 124 | 173 | 110 |
| Losing Trades | 223 | 375 | 466 | 250 |
RRR 2:1
| Metric | BTC | ETH | SOL | XRP |
|---|---|---|---|---|
| RRR | 2:1 | 2:1 | 2:1 | 2:1 |
| Leverage | 40 | 25 | 20 | 20 |
| Average ROI % | 0.55 | 0.41 | 0.14 | 0.43 |
| Overall Win Rate % | 38.85 | 38.0 | 34.96 | 40.98 |
| Average Win Rate % | 39.38 | 39.45 | 36.43 | 40.09 |
| Max Drawdown % | -15.43 | -10.4 | -12.49 | -8.37 |
| Total Trades | 399 | 600 | 738 | 410 |
| Winning Trades | 155 | 228 | 258 | 168 |
| Losing Trades | 244 | 372 | 480 | 242 |