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
1615.34
Total PnL
615.34 (61.53%)
Total Trades (Win/Los)
130 (77/53)
Win Rate
59.23%
Max Drawdown
307.22 (20.38%)
Total Fees
74.58
Position avg (max), %
42.10 (114.59)
Profit Factor
1.40
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 | 3.06% | 6.22% | 6.11% | 2.12% | -8.69% | -0.73% | 3.47% | 3.88% | 10.02% | 7.83% | 5.47% | 0.87% | 45.88% |
| 2025 | -2.21% | -6.56% | -3.17% | 7.04% | 2.54% | -7.63% | -5.09% | 8.23% | 6.21% | -0.09% | 5.62% | -4.25% | -1.12% |
| 2026 | 11.26% | -1.98% | -6.19% | 5.21% | 4.04% | 0.00% | — | — | — | — | — | — | 11.99% |
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 | 1615.34 |
| Min balance | 948.93 |
| Max balance | 1710.84 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.61 |
| Average monthly return (arithmetic), % | 1.75 |
| Best month, % | 11.26 |
| Worst month, % | -8.69 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 615.34 |
| Total PnL, % | 61.53 |
| Gross profit | 2449.86 |
| Gross loss | 1754.15 |
| Trading volume (USDT) | 208740.68 |
| Total transactions (buy/sell) | 131 |
| Total fees | 74.58 |
| Funding net | -5.79 |
| Funding accrued (received) | 30.50 |
| Funding paid | 36.29 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 130 |
| Win Trades | 77 |
| Los Trades | 53 |
| Win Rate, % | 59.23 |
| Expectancy per trade | 5.3516 |
| Max consecutive wins | 8 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 42.10 |
| Position max, % of margin balance | 114.59 |
| Max Drawdown | 307.22 |
| Max Drawdown, % | 20.38 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3966 |
| Recovery Factor (Total PnL / Max DD) | 2.0029 |
| Sharpe ratio (monthly) | 1.1349 |
| Sortino ratio (monthly) | 1.9942 |
| CAGR, % | 21.97 |
| Calmar ratio (CAGR / Max DD%) | 1.0779 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 695.71 | Fee: 74.58 | Vol: 208740.68
Realized PnL by Symbol
Details
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