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
1199.38
Total PnL
199.38 (19.94%)
Total Trades (Win/Los)
140 (81/59)
Win Rate
57.86%
Max Drawdown
491.87 (36.53%)
Total Fees
66.63
Position avg (max), %
44.77 (125.29)
Profit Factor
1.15
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 | 3.00% | 6.22% | -5.08% | 1.67% | -8.75% | 0.12% | 3.47% | 4.08% | 10.00% | 7.86% | 5.34% | 0.93% | 31.05% |
| 2025 | -17.58% | -12.48% | -3.39% | 7.45% | 2.99% | -7.86% | -4.46% | 8.05% | 5.70% | 1.17% | 10.07% | -0.88% | -14.43% |
| 2026 | 11.07% | -1.82% | -6.10% | 5.30% | -0.74% | 0.00% | — | — | — | — | — | — | 7.02% |
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 | 1199.38 |
| Min balance | 854.46 |
| Max balance | 1346.33 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.61 |
| Average monthly return (arithmetic), % | 0.84 |
| Best month, % | 11.07 |
| Worst month, % | -17.58 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 199.38 |
| Total PnL, % | 19.94 |
| Gross profit | 2099.58 |
| Gross loss | 1828.62 |
| Trading volume (USDT) | 186432.95 |
| Total transactions (buy/sell) | 141 |
| Total fees | 66.63 |
| Funding net | -4.94 |
| Funding accrued (received) | 25.76 |
| Funding paid | 30.70 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 140 |
| Win Trades | 81 |
| Los Trades | 59 |
| Win Rate, % | 57.86 |
| Expectancy per trade | 1.9354 |
| Max consecutive wins | 8 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 44.77 |
| Position max, % of margin balance | 125.29 |
| Max Drawdown | 491.87 |
| Max Drawdown, % | 36.53 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1482 |
| Recovery Factor (Total PnL / Max DD) | 0.4054 |
| Sharpe ratio (monthly) | 0.4337 |
| Sortino ratio (monthly) | 0.6050 |
| CAGR, % | 7.82 |
| Calmar ratio (CAGR / Max DD%) | 0.2140 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 270.95 | Fee: 66.63 | Vol: 186432.95
Realized PnL by Symbol
Details
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}