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
1328.79
Total PnL
328.79 (32.88%)
Total Trades (Win/Los)
141 (83/58)
Win Rate
58.87%
Max Drawdown
504.33 (36.80%)
Total Fees
68.92
Position avg (max), %
44.69 (125.22)
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 | 3.06% | 6.22% | -5.07% | 1.67% | -7.52% | 0.12% | 3.71% | 4.03% | 9.84% | 7.91% | 5.62% | 0.73% | 33.09% |
| 2025 | -17.21% | -12.65% | -3.27% | 7.53% | 2.93% | -7.41% | -4.34% | 7.83% | 6.50% | 8.44% | 9.58% | -0.87% | -7.24% |
| 2026 | 11.65% | -1.77% | -6.10% | 5.31% | -0.69% | 0.00% | — | — | — | — | — | — | 7.71% |
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 | 1328.79 |
| Min balance | 866.32 |
| Max balance | 1472.06 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.95 |
| Average monthly return (arithmetic), % | 1.19 |
| Best month, % | 11.65 |
| Worst month, % | -17.21 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 328.79 |
| Total PnL, % | 32.88 |
| Gross profit | 2222.52 |
| Gross loss | 1820.30 |
| Trading volume (USDT) | 192871.94 |
| Total transactions (buy/sell) | 142 |
| Total fees | 68.92 |
| Funding net | -4.51 |
| Funding accrued (received) | 27.03 |
| Funding paid | 31.54 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 141 |
| Win Trades | 83 |
| Los Trades | 58 |
| Win Rate, % | 58.87 |
| Expectancy per trade | 2.8526 |
| Max consecutive wins | 14 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 44.69 |
| Position max, % of margin balance | 125.22 |
| Max Drawdown | 504.33 |
| Max Drawdown, % | 36.80 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2210 |
| Recovery Factor (Total PnL / Max DD) | 0.6519 |
| Sharpe ratio (monthly) | 0.6069 |
| Sortino ratio (monthly) | 0.8777 |
| CAGR, % | 12.49 |
| Calmar ratio (CAGR / Max DD%) | 0.3395 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 402.22 | Fee: 68.92 | Vol: 192871.94
Realized PnL by Symbol
Details
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}