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
1346.32
Total PnL
346.32 (34.63%)
Total Trades (Win/Los)
150 (91/59)
Win Rate
60.67%
Max Drawdown
420.55 (29.30%)
Total Fees
78.81
Position avg (max), %
43.46 (124.60)
Profit Factor
1.21
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 | 6.23% | 3.25% | -4.72% | -1.89% | -7.01% | 2.42% | 6.93% | 2.28% | 11.17% | 5.90% | 5.65% | 0.57% | 33.63% |
| 2025 | -6.43% | -9.78% | -3.27% | 7.60% | 2.66% | -6.98% | -4.22% | 5.82% | 9.57% | 9.79% | 2.79% | -12.45% | -7.92% |
| 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 | 1346.32 |
| Min balance | 900.43 |
| Max balance | 1479.58 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.00 |
| Average monthly return (arithmetic), % | 1.20 |
| Best month, % | 12.38 |
| Worst month, % | -12.45 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 346.32 |
| Total PnL, % | 34.63 |
| Gross profit | 2509.76 |
| Gross loss | 2079.55 |
| Trading volume (USDT) | 220546.93 |
| Total transactions (buy/sell) | 151 |
| Total fees | 78.81 |
| Funding net | -5.07 |
| Funding accrued (received) | 27.89 |
| Funding paid | 32.97 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 150 |
| Win Trades | 91 |
| Los Trades | 59 |
| Win Rate, % | 60.67 |
| Expectancy per trade | 2.8681 |
| Max consecutive wins | 9 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 43.46 |
| Position max, % of margin balance | 124.60 |
| Max Drawdown | 420.55 |
| Max Drawdown, % | 29.30 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2069 |
| Recovery Factor (Total PnL / Max DD) | 0.8235 |
| Sharpe ratio (monthly) | 0.6553 |
| Sortino ratio (monthly) | 1.0453 |
| CAGR, % | 13.10 |
| Calmar ratio (CAGR / Max DD%) | 0.4473 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 430.21 | Fee: 78.81 | Vol: 220546.93
Realized PnL by Symbol
Details
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}