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
1897.82
Total PnL
897.82 (89.78%)
Total Trades (Win/Los)
140 (83/57)
Win Rate
59.29%
Max Drawdown
374.01 (23.35%)
Total Fees
85.41
Position avg (max), %
42.18 (113.16)
Profit Factor
1.54
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 | 3.25% | 6.21% | 7.83% | 1.69% | -7.12% | 1.41% | 3.56% | 4.34% | 9.95% | 7.78% | 5.37% | 1.20% | 54.63% |
| 2025 | -1.75% | -6.81% | -3.14% | 7.26% | 1.02% | -5.84% | -8.96% | 11.18% | 6.91% | 7.58% | 5.72% | -3.45% | 7.53% |
| 2026 | 11.32% | -2.01% | -4.46% | 5.50% | 3.81% | 0.00% | — | — | — | — | — | — | 14.15% |
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 | 1897.82 |
| Min balance | 948.93 |
| Max balance | 1990.41 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.16 |
| Average monthly return (arithmetic), % | 2.31 |
| Best month, % | 11.32 |
| Worst month, % | -8.96 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 897.82 |
| Total PnL, % | 89.78 |
| Gross profit | 2812.26 |
| Gross loss | 1822.26 |
| Trading volume (USDT) | 239066.93 |
| Total transactions (buy/sell) | 141 |
| Total fees | 85.41 |
| Funding net | -6.77 |
| Funding accrued (received) | 32.66 |
| Funding paid | 39.43 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 140 |
| Win Trades | 83 |
| Los Trades | 57 |
| Win Rate, % | 59.29 |
| Expectancy per trade | 7.0714 |
| Max consecutive wins | 11 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 42.18 |
| Position max, % of margin balance | 113.16 |
| Max Drawdown | 374.01 |
| Max Drawdown, % | 23.35 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5433 |
| Recovery Factor (Total PnL / Max DD) | 2.4005 |
| Sharpe ratio (monthly) | 1.4415 |
| Sortino ratio (monthly) | 2.7195 |
| CAGR, % | 30.38 |
| Calmar ratio (CAGR / Max DD%) | 1.3014 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 990.00 | Fee: 85.41 | Vol: 239066.93
Realized PnL by Symbol
Details
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"p2p_bybit": null,
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}