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
1099.59
Total PnL
99.59 (9.96%)
Total Trades (Win/Los)
159 (95/64)
Win Rate
59.75%
Max Drawdown
436.93 (35.53%)
Total Fees
73.36
Position avg (max), %
47.21 (126.39)
Profit Factor
1.09
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% | 3.04% | -4.80% | 10.31% | 3.07% | 0.13% | -8.93% | -5.76% | 10.35% | -4.25% | 2.81% | -2.48% | 7.01% |
| 2025 | -9.64% | -9.53% | -0.57% | 4.53% | 3.19% | -7.36% | -4.40% | 5.15% | -1.57% | 7.67% | 11.40% | -0.98% | -4.54% |
| 2026 | 12.05% | -1.66% | -5.80% | 4.59% | -0.78% | 0.00% | — | — | — | — | — | — | 7.72% |
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 | 1099.59 |
| Min balance | 792.72 |
| Max balance | 1229.65 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.32 |
| Average monthly return (arithmetic), % | 0.51 |
| Best month, % | 12.05 |
| Worst month, % | -9.64 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 99.59 |
| Total PnL, % | 9.96 |
| Gross profit | 2205.42 |
| Gross loss | 2031.08 |
| Trading volume (USDT) | 205205.12 |
| Total transactions (buy/sell) | 160 |
| Total fees | 73.36 |
| Funding net | -1.39 |
| Funding accrued (received) | 27.44 |
| Funding paid | 28.82 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 159 |
| Win Trades | 95 |
| Los Trades | 64 |
| Win Rate, % | 59.75 |
| Expectancy per trade | 1.0965 |
| Max consecutive wins | 7 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 47.21 |
| Position max, % of margin balance | 126.39 |
| Max Drawdown | 436.93 |
| Max Drawdown, % | 35.53 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0858 |
| Recovery Factor (Total PnL / Max DD) | 0.2279 |
| Sharpe ratio (monthly) | 0.2855 |
| Sortino ratio (monthly) | 0.4487 |
| CAGR, % | 4.01 |
| Calmar ratio (CAGR / Max DD%) | 0.1128 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 174.34 | Fee: 73.36 | Vol: 205205.12
Realized PnL by Symbol
Details
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