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
1214.17
Total PnL
214.17 (21.42%)
Total Trades (Win/Los)
172 (99/73)
Win Rate
57.56%
Max Drawdown
542.04 (36.22%)
Total Fees
91.64
Position avg (max), %
46.67 (125.06)
Profit Factor
1.13
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 | 5.88% | 3.27% | -4.24% | 10.73% | -1.53% | 5.89% | -0.63% | 2.26% | 11.60% | -4.94% | 5.35% | 1.39% | 39.19% |
| 2025 | -7.13% | -9.70% | -0.03% | -1.94% | -3.85% | -5.97% | -4.02% | 1.82% | 5.40% | 6.62% | 11.36% | -12.63% | -20.59% |
| 2026 | 12.32% | -1.67% | -4.29% | 4.61% | -0.59% | 0.00% | — | — | — | — | — | — | 9.92% |
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 | 1214.17 |
| Min balance | 896.91 |
| Max balance | 1496.42 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.65 |
| Average monthly return (arithmetic), % | 0.84 |
| Best month, % | 12.32 |
| Worst month, % | -12.63 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 214.17 |
| Total PnL, % | 21.42 |
| Gross profit | 2746.98 |
| Gross loss | 2441.55 |
| Trading volume (USDT) | 256358.77 |
| Total transactions (buy/sell) | 173 |
| Total fees | 91.64 |
| Funding net | 0.39 |
| Funding accrued (received) | 32.28 |
| Funding paid | 31.88 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 172 |
| Win Trades | 99 |
| Los Trades | 73 |
| Win Rate, % | 57.56 |
| Expectancy per trade | 1.7757 |
| Max consecutive wins | 7 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 46.67 |
| Position max, % of margin balance | 125.06 |
| Max Drawdown | 542.04 |
| Max Drawdown, % | 36.22 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1251 |
| Recovery Factor (Total PnL / Max DD) | 0.3951 |
| Sharpe ratio (monthly) | 0.4694 |
| Sortino ratio (monthly) | 0.7620 |
| CAGR, % | 8.37 |
| Calmar ratio (CAGR / Max DD%) | 0.2310 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 305.42 | Fee: 91.64 | Vol: 256358.77
Realized PnL by Symbol
Details
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