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
1059.79
Total PnL
59.79 (5.98%)
Total Trades (Win/Los)
170 (89/81)
Win Rate
52.35%
Max Drawdown
898.69 (48.28%)
Total Fees
101.14
Position avg (max), %
44.32 (117.68)
Profit Factor
1.07
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 | 7.67% | 5.93% | 9.98% | 1.61% | -6.71% | 2.84% | 5.34% | 8.21% | 8.14% | 7.69% | 5.23% | -2.16% | 67.15% |
| 2025 | -0.01% | -13.25% | -1.93% | -11.00% | -3.91% | -5.03% | -12.92% | 10.42% | 6.70% | -11.59% | 8.63% | -2.56% | -33.68% |
| 2026 | -3.03% | -1.43% | -2.87% | -0.87% | 3.88% | 0.00% | — | — | — | — | — | — | -4.40% |
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 | 1059.79 |
| Min balance | 962.86 |
| Max balance | 1861.55 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.19 |
| Average monthly return (arithmetic), % | 0.43 |
| Best month, % | 10.42 |
| Worst month, % | -13.25 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 59.79 |
| Total PnL, % | 5.98 |
| Gross profit | 2646.53 |
| Gross loss | 2482.86 |
| Trading volume (USDT) | 282644.11 |
| Total transactions (buy/sell) | 171 |
| Total fees | 101.14 |
| Funding net | -2.74 |
| Funding accrued (received) | 31.31 |
| Funding paid | 34.05 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 170 |
| Win Trades | 89 |
| Los Trades | 81 |
| Win Rate, % | 52.35 |
| Expectancy per trade | 0.9628 |
| Max consecutive wins | 11 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 44.32 |
| Position max, % of margin balance | 117.68 |
| Max Drawdown | 898.69 |
| Max Drawdown, % | 48.28 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0659 |
| Recovery Factor (Total PnL / Max DD) | 0.0665 |
| Sharpe ratio (monthly) | 0.2190 |
| Sortino ratio (monthly) | 0.3067 |
| CAGR, % | 2.43 |
| Calmar ratio (CAGR / Max DD%) | 0.0504 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 163.67 | Fee: 101.14 | Vol: 282644.11
Realized PnL by Symbol
Details
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}