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
1222.11
Total PnL
222.11 (22.21%)
Total Trades (Win/Los)
149 (89/60)
Win Rate
59.73%
Max Drawdown
414.81 (29.56%)
Total Fees
75.40
Position avg (max), %
44.33 (124.72)
Profit Factor
1.15
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 | 6.49% | 3.16% | -5.06% | -1.89% | -7.25% | 0.73% | 5.14% | 3.70% | 11.62% | 5.88% | 5.35% | 0.78% | 30.79% |
| 2025 | -7.22% | -9.79% | -3.25% | 7.32% | 2.75% | -7.48% | -4.67% | 5.17% | 5.43% | 9.61% | 3.01% | -12.65% | -13.87% |
| 2026 | 12.09% | -1.79% | -5.96% | 5.41% | -0.51% | 0.00% | — | — | — | — | — | — | 8.57% |
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 | 1222.11 |
| Min balance | 895.20 |
| Max balance | 1403.38 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.67 |
| Average monthly return (arithmetic), % | 0.87 |
| Best month, % | 12.09 |
| Worst month, % | -12.65 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 222.11 |
| Total PnL, % | 22.21 |
| Gross profit | 2355.56 |
| Gross loss | 2054.67 |
| Trading volume (USDT) | 210948.82 |
| Total transactions (buy/sell) | 150 |
| Total fees | 75.40 |
| Funding net | -3.39 |
| Funding accrued (received) | 27.81 |
| Funding paid | 31.20 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 149 |
| Win Trades | 89 |
| Los Trades | 60 |
| Win Rate, % | 59.73 |
| Expectancy per trade | 2.0194 |
| Max consecutive wins | 9 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 44.33 |
| Position max, % of margin balance | 124.72 |
| Max Drawdown | 414.81 |
| Max Drawdown, % | 29.56 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1464 |
| Recovery Factor (Total PnL / Max DD) | 0.5354 |
| Sharpe ratio (monthly) | 0.4809 |
| Sortino ratio (monthly) | 0.7266 |
| CAGR, % | 8.66 |
| Calmar ratio (CAGR / Max DD%) | 0.2930 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 300.89 | Fee: 75.40 | Vol: 210948.82
Realized PnL by Symbol
Details
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