Checking the hedge on historical data
The Emulation tab has a separate backtest of the aggressive hedge model. He uses the trade archives of a selected exchange, builds secondary candles, and checks the sequential cycles of the underlying position and hedge. The calculation is done in the browser and does not place exchange orders.
Make a calculation
In general, enter the side of the main position, its nominal amount in USDT, model deposit, leverage, slippage and hedge parameters. Also fill in the illuminated mandatory general form fields: before the backtest, all emulation forms are checked.
In the backtest block, select an asset from the list of indefinite contracts USDT of the selected exchange.
Please indicate the dates of C and Po. You can use the ready-to-use period buttons. The calculation interval is limited to 366 days; the choice of C listing also takes this limit into account.
Enter the TP without the hedge, %. Until the hedge is opened, this threshold completes the core position on the model taek profit. After the hedge is opened, the completion is determined by the terms of the hedge model itself.
The first entry of each cycle is at the price of the next secondary candle available. The price field for the synthetic scenario and the candle generator does not set historical prices. The entry signals of your main trading strategy are not reproduced by this regime.
The dates entered are read in the browser's time zone. Calculation is limited to the beginning of the current UTC day: the unfinished UTC day is not included. After the calculation, check the actual period over the results.
Run the check
Click Start the backtext. The panel will download the tool and the archives, then show the day's processing. You need an active login to your ITradingBot account to access Bybit's archives.
The Cancel button stops the load or current calculation. During the new drive, the same result may remain on the screen: after the process is complete, compare the asset, the processed period and the messages next to the folder.
If there is no archive for the day, it is missed, and the number of such days is shown as a result. A network error could interrupt the entire drive. The lack of data does not mean that trade during this period was without transactions.
Read the summary and table
The summary shows the total number of cycles, hedge cycles, pair closures and hedge-free tak profit. The results are modeled as liquidation counters and hedge-free cycles.
Σ is the sum of the results of independent cycles. Each new cycle again receives the full deposit. The profit and loss of the previous cycle shall not be carried over to its balance sheet. Therefore, this indicator is not a change in the balance of a single continuous trading account.
The total amount may include the valuation result of the unclosed position at the end of the period. Look at the breakdown of results: a positive assessment of an open scenario does not mean a closed one.
The table shows the hedge cycle and the liquidation cases. Typical tax profits without a hedge are calculated by a separate accountant. The opening time in the line is the time of the first set of hedges; it may differ from the beginning of the main position.
Compare the output, duration, number of cuts, maximum nominal volume, expected due to volume limitations or margin and PNL. Column headings change the sorting, and the button under the table reveals the rest of the lines.
Look at the cycle on the chart.
Click ▶ in the result line if the button is available. The emulation graph will start reviewing this cycle with the parameters and data of the tool saved during the calculation. Changing the current form does not replace the settings for such viewing.
Use pause and speed to figure out the sequence of events. For the final PNL, see the calculation table; the graph helps you understand the model's actions. The view also depends on the availability of archives or browser data.
Consider the boundaries of the model
Historical prices do not make all the conditions of calculation historical. The tool loads the price and volume, limitations and risk tables available at the start of the step. If the risk table is not obtained, the model's basic approximations are used. These conditions may differ from those in force in the selected past period.
The model uses fixed commissions: 0,05% for the entry of the main position and the execution of the hedge, 0,04% for the taek-profit without the hedge. Funding is calculated on a 0.01% model rate for the difference in the volumes of the parties with a tie to the eight-hour UTC boundaries. Real historical commissions and funding rates are not loaded with this calculation; the slipping is taken out of form.
Secondary candles do not keep the complete order of events within a second: the model uses its order of movement between its prices. It also does not reproduce the order of exchange orders and execution delays. The general form of emulation sets the same hedge parameters for both sides; separate settings of the long and short of the working robot do not transfer to it.
Check the reports of missed days and early settlement. If the volume of the new cycle no longer meets the instrument's limitations, the remainder of the period may not be calculated. A historical result does not guarantee the outcome of real trade.
Storage in the browser
The form and final result are stored locally in this browser if its storage is available. For a long result, no more than 2000 lines of the table are retained; when the shortened list is restored, the corresponding message appears.
Cleaning the site data or moving to another browser does not carry this storage. Uploaded days can be reused from the local cache, but such a record should not be considered a permanent account account account.
Use an aggressive hedge emulation to test on the generated candles. — emulation of aggressive hedge The configuration of the robot is broken down in the article Parameters of aggressive hedge.
For historical verification of the classical mode along with the basic strategy, use the classic hedge instruction in the Backtester. — Classic hedge in the Backtester