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
1121.76
Total PnL
121.76 (12.18%)
Total Trades (Win/Los)
144 (85/59)
Win Rate
59.03%
Max Drawdown
379.63 (31.42%)
Total Fees
65.04
Position avg (max), %
44.87 (125.60)
Profit Factor
1.10
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 | 5.97% | 3.03% | -5.09% | -1.74% | -8.47% | 0.00% | 3.68% | -4.31% | 10.81% | 6.87% | 5.91% | -2.02% | 13.64% |
| 2025 | -9.63% | -10.27% | -3.30% | 7.45% | 2.86% | -7.57% | -4.88% | 1.42% | 4.35% | 10.21% | 3.58% | -0.86% | -8.74% |
| 2026 | 12.04% | -1.63% | -6.37% | 5.38% | -0.46% | 0.00% | — | — | — | — | — | — | 8.24% |
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 | 1121.76 |
| Min balance | 828.43 |
| Max balance | 1242.23 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.39 |
| Average monthly return (arithmetic), % | 0.57 |
| Best month, % | 12.04 |
| Worst month, % | -10.27 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 121.76 |
| Total PnL, % | 12.18 |
| Gross profit | 2019.58 |
| Gross loss | 1830.27 |
| Trading volume (USDT) | 181920.67 |
| Total transactions (buy/sell) | 145 |
| Total fees | 65.04 |
| Funding net | -2.51 |
| Funding accrued (received) | 25.26 |
| Funding paid | 27.77 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 144 |
| Win Trades | 85 |
| Los Trades | 59 |
| Win Rate, % | 59.03 |
| Expectancy per trade | 1.3146 |
| Max consecutive wins | 9 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 44.87 |
| Position max, % of margin balance | 125.60 |
| Max Drawdown | 379.63 |
| Max Drawdown, % | 31.42 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1034 |
| Recovery Factor (Total PnL / Max DD) | 0.3207 |
| Sharpe ratio (monthly) | 0.3264 |
| Sortino ratio (monthly) | 0.5016 |
| CAGR, % | 4.87 |
| Calmar ratio (CAGR / Max DD%) | 0.1551 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 189.31 | Fee: 65.04 | Vol: 181920.67
Realized PnL by Symbol
Details
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