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
1799.85
Total PnL
799.85 (79.99%)
Total Trades (Win/Los)
142 (83/59)
Win Rate
58.45%
Max Drawdown
343.60 (21.58%)
Total Fees
85.74
Position avg (max), %
42.68 (113.80)
Profit Factor
1.48
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 | 3.26% | 6.21% | 7.78% | 0.97% | -7.17% | 1.30% | 3.84% | 5.04% | 9.53% | 7.83% | 5.08% | 1.20% | 53.74% |
| 2025 | -1.80% | -6.68% | -3.15% | 7.14% | 1.03% | -5.54% | -7.20% | 10.86% | 6.81% | -0.51% | 6.07% | -2.89% | 2.19% |
| 2026 | 11.25% | -2.02% | -4.12% | 5.59% | 3.82% | 0.00% | — | — | — | — | — | — | 14.57% |
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 | 1799.85 |
| Min balance | 948.93 |
| Max balance | 1881.72 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.98 |
| Average monthly return (arithmetic), % | 2.12 |
| Best month, % | 11.25 |
| Worst month, % | -7.20 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 799.85 |
| Total PnL, % | 79.99 |
| Gross profit | 2759.74 |
| Gross loss | 1867.13 |
| Trading volume (USDT) | 239939.24 |
| Total transactions (buy/sell) | 143 |
| Total fees | 85.74 |
| Funding net | -7.02 |
| Funding accrued (received) | 32.44 |
| Funding paid | 39.47 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 142 |
| Win Trades | 83 |
| Los Trades | 59 |
| Win Rate, % | 58.45 |
| Expectancy per trade | 6.2860 |
| Max consecutive wins | 11 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 42.68 |
| Position max, % of margin balance | 113.80 |
| Max Drawdown | 343.60 |
| Max Drawdown, % | 21.58 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4781 |
| Recovery Factor (Total PnL / Max DD) | 2.3278 |
| Sharpe ratio (monthly) | 1.3825 |
| Sortino ratio (monthly) | 2.6997 |
| CAGR, % | 27.55 |
| Calmar ratio (CAGR / Max DD%) | 1.2770 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 892.61 | Fee: 85.74 | Vol: 239939.24
Realized PnL by Symbol
Details
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