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
1550.69
Total PnL
550.69 (55.07%)
Total Trades (Win/Los)
170 (99/71)
Win Rate
58.24%
Max Drawdown
344.03 (22.52%)
Total Fees
104.80
Position avg (max), %
41.25 (121.68)
Profit Factor
1.27
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 | 8.17% | 1.50% | 8.00% | 2.30% | -6.27% | 8.11% | -2.04% | 8.03% | 8.05% | 7.58% | -4.00% | -5.15% | 37.66% |
| 2025 | -0.49% | -4.63% | 1.98% | -0.14% | -0.99% | 1.36% | -5.54% | 8.44% | 6.96% | -1.92% | 7.28% | -4.81% | 6.43% |
| 2026 | 5.02% | -10.77% | 5.57% | 4.88% | 2.06% | 0.00% | — | — | — | — | — | — | 5.91% |
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 | 1550.69 |
| Min balance | 957.85 |
| Max balance | 1629.59 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.48 |
| Average monthly return (arithmetic), % | 1.62 |
| Best month, % | 8.44 |
| Worst month, % | -10.77 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 550.69 |
| Total PnL, % | 55.07 |
| Gross profit | 3047.83 |
| Gross loss | 2392.42 |
| Trading volume (USDT) | 293088.38 |
| Total transactions (buy/sell) | 171 |
| Total fees | 104.80 |
| Funding net | 0.08 |
| Funding accrued (received) | 32.91 |
| Funding paid | 32.83 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 170 |
| Win Trades | 99 |
| Los Trades | 71 |
| Win Rate, % | 58.24 |
| Expectancy per trade | 3.8554 |
| Max consecutive wins | 10 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 41.25 |
| Position max, % of margin balance | 121.68 |
| Max Drawdown | 344.03 |
| Max Drawdown, % | 22.52 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2740 |
| Recovery Factor (Total PnL / Max DD) | 1.6007 |
| Sharpe ratio (monthly) | 1.0485 |
| Sortino ratio (monthly) | 1.8273 |
| CAGR, % | 19.92 |
| Calmar ratio (CAGR / Max DD%) | 0.8844 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 655.41 | Fee: 104.80 | Vol: 293088.38
Realized PnL by Symbol
Details
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}