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
1869.10
Total PnL
869.10 (86.91%)
Total Trades (Win/Los)
137 (82/55)
Win Rate
59.85%
Max Drawdown
323.99 (20.48%)
Total Fees
82.38
Position avg (max), %
42.08 (113.81)
Profit Factor
1.53
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 | 2.80% | 6.24% | 7.02% | 2.11% | -7.17% | 1.05% | 3.85% | 4.50% | 10.02% | 7.83% | 5.09% | 0.89% | 52.83% |
| 2025 | -1.76% | -7.04% | -3.10% | 7.17% | 0.99% | -6.42% | -4.29% | 8.09% | 6.91% | 7.58% | 5.37% | -4.20% | 7.65% |
| 2026 | 11.36% | -2.03% | -4.94% | 5.29% | 4.05% | 0.00% | — | — | — | — | — | — | 13.62% |
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 | 1869.10 |
| Min balance | 948.93 |
| Max balance | 1959.48 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.11 |
| Average monthly return (arithmetic), % | 2.24 |
| Best month, % | 11.36 |
| Worst month, % | -7.17 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 869.10 |
| Total PnL, % | 86.91 |
| Gross profit | 2750.07 |
| Gross loss | 1793.96 |
| Trading volume (USDT) | 230593.90 |
| Total transactions (buy/sell) | 138 |
| Total fees | 82.38 |
| Funding net | -4.64 |
| Funding accrued (received) | 33.34 |
| Funding paid | 37.98 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 137 |
| Win Trades | 82 |
| Los Trades | 55 |
| Win Rate, % | 59.85 |
| Expectancy per trade | 6.9790 |
| Max consecutive wins | 10 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 42.08 |
| Position max, % of margin balance | 113.81 |
| Max Drawdown | 323.99 |
| Max Drawdown, % | 20.48 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5330 |
| Recovery Factor (Total PnL / Max DD) | 2.6825 |
| Sharpe ratio (monthly) | 1.4863 |
| Sortino ratio (monthly) | 2.8707 |
| CAGR, % | 29.56 |
| Calmar ratio (CAGR / Max DD%) | 1.4438 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 956.12 | Fee: 82.38 | Vol: 230593.90
Realized PnL by Symbol
Details
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