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
1799.74
Total PnL
799.74 (79.97%)
Total Trades (Win/Los)
139 (82/57)
Win Rate
58.99%
Max Drawdown
388.39 (24.30%)
Total Fees
84.13
Position avg (max), %
42.82 (113.34)
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 | 3.25% | 6.21% | 7.36% | 1.74% | -7.15% | 1.39% | 3.83% | 4.35% | 9.96% | 7.79% | 5.37% | 1.41% | 54.76% |
| 2025 | -2.04% | -6.83% | -3.15% | 7.13% | 1.02% | -6.21% | -9.53% | 7.98% | 6.83% | 7.69% | 5.90% | -4.22% | 2.27% |
| 2026 | 11.37% | -2.01% | -4.95% | 5.59% | 3.82% | 0.00% | — | — | — | — | — | — | 13.71% |
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 | 1799.74 |
| Min balance | 948.93 |
| Max balance | 1885.63 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.98 |
| Average monthly return (arithmetic), % | 2.13 |
| Best month, % | 11.37 |
| Worst month, % | -9.53 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 799.74 |
| Total PnL, % | 79.97 |
| Gross profit | 2739.30 |
| Gross loss | 1849.80 |
| Trading volume (USDT) | 235440.76 |
| Total transactions (buy/sell) | 140 |
| Total fees | 84.13 |
| Funding net | -5.64 |
| Funding accrued (received) | 33.01 |
| Funding paid | 38.65 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 139 |
| Win Trades | 82 |
| Los Trades | 57 |
| Win Rate, % | 58.99 |
| Expectancy per trade | 6.3993 |
| Max consecutive wins | 10 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 42.82 |
| Position max, % of margin balance | 113.34 |
| Max Drawdown | 388.39 |
| Max Drawdown, % | 24.30 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4809 |
| Recovery Factor (Total PnL / Max DD) | 2.0591 |
| Sharpe ratio (monthly) | 1.3360 |
| Sortino ratio (monthly) | 2.3834 |
| CAGR, % | 27.55 |
| Calmar ratio (CAGR / Max DD%) | 1.1340 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 889.50 | Fee: 84.13 | Vol: 235440.76
Realized PnL by Symbol
Details
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