hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
1356.21
Total PnL
356.21 (35.62%)
Total Trades (Win/Los)
172 (102/70)
Win Rate
59.30%
Max Drawdown
416.60 (30.99%)
Total Fees
89.44
Position avg (max), %
46.30 (127.05)
Profit Factor
1.20
Duration (days)
882.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 5.39% | 2.59% | -4.83% | 19.02% | 3.04% | 0.15% | -5.31% | -2.32% | 6.92% | -3.31% | 4.74% | -8.95% | 15.25% |
| 2025 | -4.36% | -4.09% | 7.54% | -0.54% | 2.83% | -13.75% | -4.15% | 6.75% | -1.09% | 10.41% | 6.06% | -0.09% | 3.04% |
| 2026 | 9.89% | -1.73% | 1.87% | 4.57% | -0.65% | 0.00% | — | — | — | — | — | — | 14.28% |
Report Statistics
Period & Scope
| Metric | Value |
|---|---|
| Report range | 2024-01-01 - 2026-06-01 |
| Days in test | 882.0 |
| Months in test | 30 |
| Months with data | 30 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 1356.21 |
| Min balance | 882.17 |
| Max balance | 1418.38 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.02 |
| Average monthly return (arithmetic), % | 1.22 |
| Best month, % | 19.02 |
| Worst month, % | -13.75 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 356.21 |
| Total PnL, % | 35.62 |
| Gross profit | 2703.51 |
| Gross loss | 2253.68 |
| Trading volume (USDT) | 250192.23 |
| Total transactions (buy/sell) | 173 |
| Total fees | 89.44 |
| Funding net | -4.18 |
| Funding accrued (received) | 29.37 |
| Funding paid | 33.55 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 172 |
| Win Trades | 102 |
| Los Trades | 70 |
| Win Rate, % | 59.30 |
| Expectancy per trade | 2.6153 |
| Max consecutive wins | 6 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 46.30 |
| Position max, % of margin balance | 127.05 |
| Max Drawdown | 416.60 |
| Max Drawdown, % | 30.99 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1996 |
| Recovery Factor (Total PnL / Max DD) | 0.8550 |
| Sharpe ratio (monthly) | 0.6671 |
| Sortino ratio (monthly) | 1.1654 |
| CAGR, % | 13.45 |
| Calmar ratio (CAGR / Max DD%) | 0.4340 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 449.83 | Fee: 89.44 | Vol: 250192.23
Realized PnL by Symbol
Details
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