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
1002.60
Total PnL
2.60 (0.26%)
Total Trades (Win/Los)
164 (87/77)
Win Rate
53.05%
Max Drawdown
730.96 (44.73%)
Total Fees
88.20
Position avg (max), %
44.25 (119.09)
Profit Factor
1.04
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 | 5.91% | 4.10% | 8.01% | 1.23% | -6.99% | 2.67% | 3.72% | 5.78% | 8.67% | 7.70% | 5.34% | 1.68% | 58.31% |
| 2025 | -7.44% | -14.15% | -2.60% | -8.51% | 1.42% | -5.44% | -12.16% | 10.50% | 6.66% | -12.95% | 8.94% | -4.65% | -36.43% |
| 2026 | -3.94% | -1.40% | 1.80% | -0.53% | 3.86% | 0.00% | — | — | — | — | — | — | -0.37% |
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 | 1002.60 |
| Min balance | 903.15 |
| Max balance | 1634.11 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.01 |
| Average monthly return (arithmetic), % | 0.24 |
| Best month, % | 10.50 |
| Worst month, % | -14.15 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 2.60 |
| Total PnL, % | 0.26 |
| Gross profit | 2441.29 |
| Gross loss | 2348.75 |
| Trading volume (USDT) | 246578.74 |
| Total transactions (buy/sell) | 165 |
| Total fees | 88.20 |
| Funding net | -1.73 |
| Funding accrued (received) | 29.15 |
| Funding paid | 30.88 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 164 |
| Win Trades | 87 |
| Los Trades | 77 |
| Win Rate, % | 53.05 |
| Expectancy per trade | 0.5642 |
| Max consecutive wins | 11 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 44.25 |
| Position max, % of margin balance | 119.09 |
| Max Drawdown | 730.96 |
| Max Drawdown, % | 44.73 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0394 |
| Recovery Factor (Total PnL / Max DD) | 0.0036 |
| Sharpe ratio (monthly) | 0.1242 |
| Sortino ratio (monthly) | 0.1651 |
| CAGR, % | 0.11 |
| Calmar ratio (CAGR / Max DD%) | 0.0024 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 92.54 | Fee: 88.20 | Vol: 246578.74
Realized PnL by Symbol
Details
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"signal": {
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}
},
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"zigzag": {
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"p2p_bybit": null,
"SmartProfit": null,
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}