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
1340.00
Total PnL
340.00 (34.00%)
Total Trades (Win/Los)
150 (87/63)
Win Rate
58.00%
Max Drawdown
528.79 (36.45%)
Total Fees
77.64
Position avg (max), %
45.18 (122.21)
Profit Factor
1.22
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 | 3.25% | 7.14% | -3.85% | 1.84% | -7.04% | 2.09% | 6.84% | 2.01% | 9.80% | 7.91% | 5.49% | 1.08% | 41.53% |
| 2025 | -14.67% | -12.62% | -3.05% | 7.31% | 1.45% | -6.37% | -8.39% | 8.29% | 6.52% | 0.74% | 9.61% | 0.11% | -13.91% |
| 2026 | 11.39% | -1.80% | -4.31% | 5.56% | -0.41% | 0.00% | — | — | — | — | — | — | 10.06% |
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 | 1340.00 |
| Min balance | 918.88 |
| Max balance | 1462.11 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.98 |
| Average monthly return (arithmetic), % | 1.20 |
| Best month, % | 11.39 |
| Worst month, % | -14.67 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 340.00 |
| Total PnL, % | 34.00 |
| Gross profit | 2351.85 |
| Gross loss | 1928.57 |
| Trading volume (USDT) | 217182.80 |
| Total transactions (buy/sell) | 151 |
| Total fees | 77.64 |
| Funding net | -5.65 |
| Funding accrued (received) | 27.96 |
| Funding paid | 33.61 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 150 |
| Win Trades | 87 |
| Los Trades | 63 |
| Win Rate, % | 58.00 |
| Expectancy per trade | 2.8219 |
| Max consecutive wins | 13 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 45.18 |
| Position max, % of margin balance | 122.21 |
| Max Drawdown | 528.79 |
| Max Drawdown, % | 36.45 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2195 |
| Recovery Factor (Total PnL / Max DD) | 0.6430 |
| Sharpe ratio (monthly) | 0.6383 |
| Sortino ratio (monthly) | 0.9432 |
| CAGR, % | 12.88 |
| Calmar ratio (CAGR / Max DD%) | 0.3535 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 423.29 | Fee: 77.64 | Vol: 217182.80
Realized PnL by Symbol
Details
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}