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
1455.07
Total PnL
455.07 (45.51%)
Total Trades (Win/Los)
149 (87/62)
Win Rate
58.39%
Max Drawdown
457.82 (27.64%)
Total Fees
92.27
Position avg (max), %
40.22 (121.10)
Profit Factor
1.26
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 | 7.43% | 1.68% | 7.77% | 2.07% | -6.78% | 2.98% | 5.20% | 8.06% | 8.10% | 7.77% | 1.69% | -1.13% | 53.57% |
| 2025 | -3.25% | -4.91% | 0.71% | -1.43% | -1.08% | 0.86% | -7.47% | 8.14% | 6.92% | -2.69% | 7.45% | -5.85% | -4.02% |
| 2026 | -3.65% | -10.96% | 5.52% | 4.97% | 3.90% | 0.00% | — | — | — | — | — | — | -1.28% |
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 | 1455.07 |
| Min balance | 952.32 |
| Max balance | 1656.25 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.26 |
| Average monthly return (arithmetic), % | 1.40 |
| Best month, % | 8.14 |
| Worst month, % | -10.96 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 455.07 |
| Total PnL, % | 45.51 |
| Gross profit | 2683.62 |
| Gross loss | 2132.27 |
| Trading volume (USDT) | 258013.38 |
| Total transactions (buy/sell) | 150 |
| Total fees | 92.27 |
| Funding net | -4.01 |
| Funding accrued (received) | 30.49 |
| Funding paid | 34.51 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 149 |
| Win Trades | 87 |
| Los Trades | 62 |
| Win Rate, % | 58.39 |
| Expectancy per trade | 3.7004 |
| Max consecutive wins | 9 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 40.22 |
| Position max, % of margin balance | 121.10 |
| Max Drawdown | 457.82 |
| Max Drawdown, % | 27.64 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2586 |
| Recovery Factor (Total PnL / Max DD) | 0.9940 |
| Sharpe ratio (monthly) | 0.9111 |
| Sortino ratio (monthly) | 1.4952 |
| CAGR, % | 16.80 |
| Calmar ratio (CAGR / Max DD%) | 0.6079 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 551.35 | Fee: 92.27 | Vol: 258013.38
Realized PnL by Symbol
Details
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},
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"zigzag": {
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"p2p_bybit": null,
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}