HF Hedge Backtest v2

Real Binance aggTrades 5x Leverage 3% Stop-Loss
v2: 5x Leverage + 3% Stop-Loss -- Reduced from 10x to prevent liquidations. Stop-loss triggers before wick can hit liquidation price. 30GB+ real Binance aggTrades, 1s resolution.

Portfolio Equity Curve

Monthly Returns (%)

Per-Symbol Returns (%)

Per-Symbol Performance

Funding Rate & Price (Real Binance)

SymbolPriceChangeAvg FR/8hPositive %Daily Est

Cost Analysis

Configuration

Data: Binance Data Vision aggTrades (mainnet USDT-M). ~32M 1-second bars from 30GB raw tick data.
Volume-weighted slippage. Wick liquidation check at bar high. 3% stop-loss before liq.
Past performance does not guarantee future results. Reinvest=ON causes exponential compounding.
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