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
1279.52
Total PnL
279.52 (27.95%)
Total Trades (Win/Los)
148 (86/62)
Win Rate
58.11%
Max Drawdown
549.18 (37.83%)
Total Fees
75.65
Position avg (max), %
45.08 (122.86)
Profit Factor
1.18
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% | -4.36% | 1.58% | -7.10% | 3.00% | 6.83% | 2.01% | 9.80% | 7.91% | 5.48% | 0.88% | 41.29% |
| 2025 | -14.69% | -12.64% | -3.06% | 7.38% | 1.41% | -7.30% | -9.17% | 8.19% | 6.59% | 1.04% | 9.35% | -1.00% | -16.45% |
| 2026 | 11.48% | -1.86% | -5.14% | 5.24% | -0.70% | 0.00% | — | — | — | — | — | — | 8.46% |
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 | 1279.52 |
| Min balance | 902.48 |
| Max balance | 1451.65 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.83 |
| Average monthly return (arithmetic), % | 1.05 |
| Best month, % | 11.48 |
| Worst month, % | -14.69 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 279.52 |
| Total PnL, % | 27.95 |
| Gross profit | 2324.93 |
| Gross loss | 1963.19 |
| Trading volume (USDT) | 211627.84 |
| Total transactions (buy/sell) | 149 |
| Total fees | 75.65 |
| Funding net | -6.58 |
| Funding accrued (received) | 26.98 |
| Funding paid | 33.56 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 148 |
| Win Trades | 86 |
| Los Trades | 62 |
| Win Rate, % | 58.11 |
| Expectancy per trade | 2.4442 |
| Max consecutive wins | 13 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 45.08 |
| Position max, % of margin balance | 122.86 |
| Max Drawdown | 549.18 |
| Max Drawdown, % | 37.83 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1843 |
| Recovery Factor (Total PnL / Max DD) | 0.5090 |
| Sharpe ratio (monthly) | 0.5495 |
| Sortino ratio (monthly) | 0.7990 |
| CAGR, % | 10.75 |
| Calmar ratio (CAGR / Max DD%) | 0.2841 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 361.75 | Fee: 75.65 | Vol: 211627.84
Realized PnL by Symbol
Details
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"p2p_bybit": null,
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}