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
1584.24
Total PnL
584.24 (58.42%)
Total Trades (Win/Los)
139 (83/56)
Win Rate
59.71%
Max Drawdown
358.94 (23.54%)
Total Fees
80.94
Position avg (max), %
40.56 (116.19)
Profit Factor
1.37
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% | 3.54% | 6.21% | 8.55% | 7.72% | 1.76% | -1.28% | 47.20% |
| 2025 | -3.96% | -5.97% | 0.49% | -1.89% | 4.06% | -5.35% | -7.57% | 8.23% | 6.84% | -2.88% | 8.56% | -4.00% | -5.14% |
| 2026 | -3.71% | -1.82% | 10.27% | 5.06% | 3.59% | 0.00% | — | — | — | — | — | — | 13.45% |
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 | 1584.24 |
| Min balance | 943.51 |
| Max balance | 1585.39 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.55 |
| Average monthly return (arithmetic), % | 1.68 |
| Best month, % | 10.27 |
| Worst month, % | -7.57 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 584.24 |
| Total PnL, % | 58.42 |
| Gross profit | 2495.72 |
| Gross loss | 1824.84 |
| Trading volume (USDT) | 226420.87 |
| Total transactions (buy/sell) | 140 |
| Total fees | 80.94 |
| Funding net | -5.69 |
| Funding accrued (received) | 28.60 |
| Funding paid | 34.29 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 139 |
| Win Trades | 83 |
| Los Trades | 56 |
| Win Rate, % | 59.71 |
| Expectancy per trade | 4.8264 |
| Max consecutive wins | 9 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 40.56 |
| Position max, % of margin balance | 116.19 |
| Max Drawdown | 358.94 |
| Max Drawdown, % | 23.54 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3676 |
| Recovery Factor (Total PnL / Max DD) | 1.6277 |
| Sharpe ratio (monthly) | 1.1209 |
| Sortino ratio (monthly) | 2.0766 |
| CAGR, % | 20.99 |
| Calmar ratio (CAGR / Max DD%) | 0.8917 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 670.87 | Fee: 80.94 | Vol: 226420.87
Realized PnL by Symbol
Details
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