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
1059.84
Total PnL
59.84 (5.98%)
Total Trades (Win/Los)
168 (88/80)
Win Rate
52.38%
Max Drawdown
749.76 (44.18%)
Total Fees
95.75
Position avg (max), %
44.24 (113.94)
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 | 6.62% | 5.29% | 9.89% | 1.74% | -7.21% | 2.98% | 5.11% | 7.62% | 8.67% | 7.81% | 5.34% | -2.79% | 62.78% |
| 2025 | -6.53% | -12.99% | -1.96% | -10.63% | 1.17% | -5.25% | -12.46% | 10.46% | 6.56% | -12.72% | 8.43% | -2.61% | -35.14% |
| 2026 | -3.04% | -1.44% | 2.00% | -0.87% | 3.89% | 0.00% | — | — | — | — | — | — | 0.39% |
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 | 1059.84 |
| Min balance | 947.41 |
| Max balance | 1697.17 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.19 |
| Average monthly return (arithmetic), % | 0.44 |
| Best month, % | 10.46 |
| Worst month, % | -12.99 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 59.84 |
| Total PnL, % | 5.98 |
| Gross profit | 2562.00 |
| Gross loss | 2404.81 |
| Trading volume (USDT) | 267587.52 |
| Total transactions (buy/sell) | 169 |
| Total fees | 95.75 |
| Funding net | -1.60 |
| Funding accrued (received) | 30.63 |
| Funding paid | 32.23 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 168 |
| Win Trades | 88 |
| Los Trades | 80 |
| Win Rate, % | 52.38 |
| Expectancy per trade | 0.9357 |
| Max consecutive wins | 11 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 44.24 |
| Position max, % of margin balance | 113.94 |
| Max Drawdown | 749.76 |
| Max Drawdown, % | 44.18 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0654 |
| Recovery Factor (Total PnL / Max DD) | 0.0798 |
| Sharpe ratio (monthly) | 0.2195 |
| Sortino ratio (monthly) | 0.3018 |
| CAGR, % | 2.44 |
| Calmar ratio (CAGR / Max DD%) | 0.0551 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 157.19 | Fee: 95.75 | Vol: 267587.52
Realized PnL by Symbol
Details
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}