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
1647.42
Total PnL
647.42 (64.74%)
Total Trades (Win/Los)
139 (84/55)
Win Rate
60.43%
Max Drawdown
344.67 (22.10%)
Total Fees
82.77
Position avg (max), %
40.45 (113.73)
Profit Factor
1.41
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 | 6.53% | 1.70% | 7.99% | 2.08% | -7.17% | 2.78% | 4.20% | 7.42% | 8.59% | 7.64% | 1.73% | -1.21% | 49.83% |
| 2025 | -3.14% | -5.17% | 0.63% | -1.21% | 4.02% | -5.33% | -7.78% | 8.06% | 6.73% | -2.20% | 8.14% | -3.77% | -2.66% |
| 2026 | -3.98% | -1.81% | 10.12% | 5.06% | 3.56% | 0.00% | — | — | — | — | — | — | 12.97% |
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 | 1647.42 |
| Min balance | 943.51 |
| Max balance | 1648.57 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.68 |
| Average monthly return (arithmetic), % | 1.81 |
| Best month, % | 10.12 |
| Worst month, % | -7.78 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 647.42 |
| Total PnL, % | 64.74 |
| Gross profit | 2553.46 |
| Gross loss | 1817.33 |
| Trading volume (USDT) | 231530.05 |
| Total transactions (buy/sell) | 140 |
| Total fees | 82.77 |
| Funding net | -5.94 |
| Funding accrued (received) | 29.29 |
| Funding paid | 35.22 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 139 |
| Win Trades | 84 |
| Los Trades | 55 |
| Win Rate, % | 60.43 |
| Expectancy per trade | 5.2959 |
| Max consecutive wins | 9 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 40.45 |
| Position max, % of margin balance | 113.73 |
| Max Drawdown | 344.67 |
| Max Drawdown, % | 22.10 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4051 |
| Recovery Factor (Total PnL / Max DD) | 1.8784 |
| Sharpe ratio (monthly) | 1.2254 |
| Sortino ratio (monthly) | 2.3226 |
| CAGR, % | 22.96 |
| Calmar ratio (CAGR / Max DD%) | 1.0391 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 736.13 | Fee: 82.77 | Vol: 231530.05
Realized PnL by Symbol
Details
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