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
1144.47
Total PnL
144.47 (14.45%)
Total Trades (Win/Los)
168 (98/70)
Win Rate
58.33%
Max Drawdown
419.75 (29.47%)
Total Fees
88.92
Position avg (max), %
47.56 (125.18)
Profit Factor
1.10
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 | 6.14% | 3.17% | -4.58% | 10.25% | -3.01% | 5.97% | -3.09% | 3.56% | 11.11% | -4.81% | 5.32% | 0.12% | 32.51% |
| 2025 | -7.13% | -10.26% | 0.22% | 4.28% | -3.82% | -1.10% | -4.53% | 5.50% | -0.74% | -0.82% | 11.14% | -12.61% | -20.23% |
| 2026 | 12.17% | -1.75% | -5.52% | 4.63% | -0.55% | 0.00% | — | — | — | — | — | — | 8.35% |
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 | 1144.47 |
| Min balance | 895.99 |
| Max balance | 1424.17 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.45 |
| Average monthly return (arithmetic), % | 0.64 |
| Best month, % | 12.17 |
| Worst month, % | -12.61 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 144.47 |
| Total PnL, % | 14.45 |
| Gross profit | 2616.26 |
| Gross loss | 2384.34 |
| Trading volume (USDT) | 248718.20 |
| Total transactions (buy/sell) | 169 |
| Total fees | 88.92 |
| Funding net | 1.48 |
| Funding accrued (received) | 32.95 |
| Funding paid | 31.48 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 168 |
| Win Trades | 98 |
| Los Trades | 70 |
| Win Rate, % | 58.33 |
| Expectancy per trade | 1.3804 |
| Max consecutive wins | 6 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 47.56 |
| Position max, % of margin balance | 125.18 |
| Max Drawdown | 419.75 |
| Max Drawdown, % | 29.47 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0973 |
| Recovery Factor (Total PnL / Max DD) | 0.3442 |
| Sharpe ratio (monthly) | 0.3615 |
| Sortino ratio (monthly) | 0.5736 |
| CAGR, % | 5.75 |
| Calmar ratio (CAGR / Max DD%) | 0.1950 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 231.91 | Fee: 88.92 | Vol: 248718.20
Realized PnL by Symbol
Details
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