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
1140.89
Total PnL
140.89 (14.09%)
Total Trades (Win/Los)
156 (85/71)
Win Rate
54.49%
Max Drawdown
669.08 (41.71%)
Total Fees
82.92
Position avg (max), %
43.71 (115.01)
Profit Factor
1.10
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% | 7.98% | 1.21% | -7.00% | 1.36% | 3.55% | 5.87% | 8.61% | 7.76% | 5.41% | 1.37% | 55.72% |
| 2025 | -7.85% | -12.06% | -3.17% | -8.06% | 1.41% | -5.43% | -10.83% | 10.54% | 6.64% | -12.71% | 7.89% | -2.96% | -33.54% |
| 2026 | 0.31% | -1.48% | 1.88% | 5.72% | 3.56% | 0.00% | — | — | — | — | — | — | 10.25% |
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 | 1140.89 |
| Min balance | 934.94 |
| Max balance | 1604.02 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.44 |
| Average monthly return (arithmetic), % | 0.65 |
| Best month, % | 10.54 |
| Worst month, % | -12.71 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 140.89 |
| Total PnL, % | 14.09 |
| Gross profit | 2466.46 |
| Gross loss | 2237.55 |
| Trading volume (USDT) | 231908.11 |
| Total transactions (buy/sell) | 157 |
| Total fees | 82.92 |
| Funding net | -5.09 |
| Funding accrued (received) | 27.48 |
| Funding paid | 32.57 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 156 |
| Win Trades | 85 |
| Los Trades | 71 |
| Win Rate, % | 54.49 |
| Expectancy per trade | 1.4673 |
| Max consecutive wins | 11 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 43.71 |
| Position max, % of margin balance | 115.01 |
| Max Drawdown | 669.08 |
| Max Drawdown, % | 41.71 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1023 |
| Recovery Factor (Total PnL / Max DD) | 0.2106 |
| Sharpe ratio (monthly) | 0.3512 |
| Sortino ratio (monthly) | 0.4845 |
| CAGR, % | 5.61 |
| Calmar ratio (CAGR / Max DD%) | 0.1345 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 228.90 | Fee: 82.92 | Vol: 231908.11
Realized PnL by Symbol
Details
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}