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
1346.95
Total PnL
346.95 (34.70%)
Total Trades (Win/Los)
158 (96/62)
Win Rate
60.76%
Max Drawdown
440.67 (30.17%)
Total Fees
84.33
Position avg (max), %
43.70 (122.38)
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 | 6.68% | 4.05% | -4.35% | -2.17% | -7.62% | 2.96% | 6.91% | 2.91% | 11.59% | 5.08% | 5.58% | 1.09% | 36.03% |
| 2025 | -4.29% | -8.70% | -3.18% | 7.30% | 1.35% | -6.95% | -9.20% | 5.84% | 10.80% | 8.85% | 3.56% | -11.94% | -9.50% |
| 2026 | 12.38% | -1.77% | -5.13% | 5.24% | -0.66% | 0.00% | — | — | — | — | — | — | 9.49% |
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 | 1346.95 |
| Min balance | 913.30 |
| Max balance | 1480.21 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.00 |
| Average monthly return (arithmetic), % | 1.21 |
| Best month, % | 12.38 |
| Worst month, % | -11.94 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 346.95 |
| Total PnL, % | 34.70 |
| Gross profit | 2615.21 |
| Gross loss | 2177.70 |
| Trading volume (USDT) | 235950.22 |
| Total transactions (buy/sell) | 159 |
| Total fees | 84.33 |
| Funding net | -6.23 |
| Funding accrued (received) | 27.77 |
| Funding paid | 34.00 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 158 |
| Win Trades | 96 |
| Los Trades | 62 |
| Win Rate, % | 60.76 |
| Expectancy per trade | 2.7691 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 43.70 |
| Position max, % of margin balance | 122.38 |
| Max Drawdown | 440.67 |
| Max Drawdown, % | 30.17 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2009 |
| Recovery Factor (Total PnL / Max DD) | 0.7873 |
| Sharpe ratio (monthly) | 0.6496 |
| Sortino ratio (monthly) | 1.0335 |
| CAGR, % | 13.13 |
| Calmar ratio (CAGR / Max DD%) | 0.4351 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 437.52 | Fee: 84.33 | Vol: 235950.22
Realized PnL by Symbol
Details
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