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
1191.38
Total PnL
191.38 (19.14%)
Total Trades (Win/Los)
149 (89/60)
Win Rate
59.73%
Max Drawdown
408.37 (30.82%)
Total Fees
72.76
Position avg (max), %
44.52 (124.79)
Profit Factor
1.13
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 | 6.43% | 3.16% | -5.06% | -1.90% | -8.43% | 0.46% | 3.85% | 4.87% | 10.80% | 6.03% | 5.71% | -1.79% | 24.97% |
| 2025 | -9.58% | -10.26% | -3.21% | 7.50% | 2.78% | -7.67% | -5.02% | 5.64% | 8.92% | 10.45% | 3.29% | -12.63% | -12.72% |
| 2026 | 12.57% | -1.69% | -5.85% | 5.36% | -0.44% | 0.00% | — | — | — | — | — | — | 9.30% |
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 | 1191.38 |
| Min balance | 875.36 |
| Max balance | 1325.17 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.59 |
| Average monthly return (arithmetic), % | 0.81 |
| Best month, % | 12.57 |
| Worst month, % | -12.63 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 191.38 |
| Total PnL, % | 19.14 |
| Gross profit | 2285.99 |
| Gross loss | 2018.83 |
| Trading volume (USDT) | 203570.95 |
| Total transactions (buy/sell) | 150 |
| Total fees | 72.76 |
| Funding net | -3.03 |
| Funding accrued (received) | 27.03 |
| Funding paid | 30.06 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 149 |
| Win Trades | 89 |
| Los Trades | 60 |
| Win Rate, % | 59.73 |
| Expectancy per trade | 1.7931 |
| Max consecutive wins | 9 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 44.52 |
| Position max, % of margin balance | 124.79 |
| Max Drawdown | 408.37 |
| Max Drawdown, % | 30.82 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1323 |
| Recovery Factor (Total PnL / Max DD) | 0.4686 |
| Sharpe ratio (monthly) | 0.4217 |
| Sortino ratio (monthly) | 0.6323 |
| CAGR, % | 7.52 |
| Calmar ratio (CAGR / Max DD%) | 0.2441 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 267.17 | Fee: 72.76 | Vol: 203570.95
Realized PnL by Symbol
Details
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