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
1368.38
Total PnL
368.38 (36.84%)
Total Trades (Win/Los)
141 (83/58)
Win Rate
58.87%
Max Drawdown
493.13 (35.91%)
Total Fees
69.97
Position avg (max), %
44.01 (125.09)
Profit Factor
1.25
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 | 2.80% | 6.33% | -4.74% | 1.65% | -7.28% | 0.27% | 5.45% | 2.06% | 9.80% | 7.80% | 5.60% | 0.73% | 33.37% |
| 2025 | -16.44% | -12.51% | -3.08% | 7.42% | 2.89% | -6.91% | -4.59% | 8.12% | 6.40% | 8.50% | 9.73% | -1.04% | -5.74% |
| 2026 | 11.55% | -1.87% | -4.97% | 5.36% | -0.61% | 0.00% | — | — | — | — | — | — | 8.93% |
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 | 1368.38 |
| Min balance | 880.29 |
| Max balance | 1502.63 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.05 |
| Average monthly return (arithmetic), % | 1.28 |
| Best month, % | 11.55 |
| Worst month, % | -16.44 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 368.38 |
| Total PnL, % | 36.84 |
| Gross profit | 2244.77 |
| Gross loss | 1800.62 |
| Trading volume (USDT) | 195818.63 |
| Total transactions (buy/sell) | 142 |
| Total fees | 69.97 |
| Funding net | -5.80 |
| Funding accrued (received) | 26.40 |
| Funding paid | 32.19 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 141 |
| Win Trades | 83 |
| Los Trades | 58 |
| Win Rate, % | 58.87 |
| Expectancy per trade | 3.1500 |
| Max consecutive wins | 14 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 44.01 |
| Position max, % of margin balance | 125.09 |
| Max Drawdown | 493.13 |
| Max Drawdown, % | 35.91 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2467 |
| Recovery Factor (Total PnL / Max DD) | 0.7470 |
| Sharpe ratio (monthly) | 0.6654 |
| Sortino ratio (monthly) | 0.9838 |
| CAGR, % | 13.87 |
| Calmar ratio (CAGR / Max DD%) | 0.3863 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 444.15 | Fee: 69.97 | Vol: 195818.63
Realized PnL by Symbol
Details
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}