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
1014.18
Total PnL
14.18 (1.42%)
Total Trades (Win/Los)
168 (87/81)
Win Rate
51.79%
Max Drawdown
723.44 (44.44%)
Total Fees
92.16
Position avg (max), %
44.03 (117.63)
Profit Factor
1.05
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 | 6.60% | 4.39% | 9.34% | 1.77% | -7.45% | 2.60% | 4.48% | 6.02% | 8.63% | 7.78% | 5.30% | -2.65% | 56.33% |
| 2025 | -6.39% | -13.19% | -2.00% | -11.22% | 1.50% | -5.55% | -12.51% | 10.54% | 6.58% | -11.53% | 8.37% | -3.69% | -35.48% |
| 2026 | -3.15% | -1.57% | 2.25% | -0.56% | 3.75% | 0.00% | — | — | — | — | — | — | 0.56% |
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 | 1014.18 |
| Min balance | 904.58 |
| Max balance | 1628.02 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.05 |
| Average monthly return (arithmetic), % | 0.28 |
| Best month, % | 10.54 |
| Worst month, % | -13.19 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 14.18 |
| Total PnL, % | 1.42 |
| Gross profit | 2455.70 |
| Gross loss | 2347.76 |
| Trading volume (USDT) | 257596.54 |
| Total transactions (buy/sell) | 169 |
| Total fees | 92.16 |
| Funding net | -1.59 |
| Funding accrued (received) | 29.35 |
| Funding paid | 30.95 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 168 |
| Win Trades | 87 |
| Los Trades | 81 |
| Win Rate, % | 51.79 |
| Expectancy per trade | 0.6425 |
| Max consecutive wins | 11 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 44.03 |
| Position max, % of margin balance | 117.63 |
| Max Drawdown | 723.44 |
| Max Drawdown, % | 44.44 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0460 |
| Recovery Factor (Total PnL / Max DD) | 0.0196 |
| Sharpe ratio (monthly) | 0.1441 |
| Sortino ratio (monthly) | 0.1947 |
| CAGR, % | 0.58 |
| Calmar ratio (CAGR / Max DD%) | 0.0132 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 107.94 | Fee: 92.16 | Vol: 257596.54
Realized PnL by Symbol
Details
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}