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
1536.08
Total PnL
536.08 (53.61%)
Total Trades (Win/Los)
139 (83/56)
Win Rate
59.71%
Max Drawdown
365.93 (24.42%)
Total Fees
79.11
Position avg (max), %
40.99 (115.38)
Profit Factor
1.34
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 | 5.51% | 1.71% | 7.78% | 1.94% | -7.31% | 2.69% | 3.84% | 6.10% | 8.67% | 7.81% | 1.78% | -1.49% | 45.27% |
| 2025 | -4.20% | -7.04% | 0.09% | -1.47% | 4.06% | -5.53% | -7.53% | 8.19% | 6.77% | -2.31% | 8.13% | -3.96% | -6.45% |
| 2026 | -4.72% | -1.75% | 10.51% | 4.92% | 4.13% | 0.00% | — | — | — | — | — | — | 13.03% |
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 | 1536.08 |
| Min balance | 936.61 |
| Max balance | 1537.23 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.44 |
| Average monthly return (arithmetic), % | 1.58 |
| Best month, % | 10.51 |
| Worst month, % | -7.53 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 536.08 |
| Total PnL, % | 53.61 |
| Gross profit | 2443.92 |
| Gross loss | 1824.13 |
| Trading volume (USDT) | 221293.38 |
| Total transactions (buy/sell) | 140 |
| Total fees | 79.11 |
| Funding net | -4.60 |
| Funding accrued (received) | 28.84 |
| Funding paid | 33.44 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 139 |
| Win Trades | 83 |
| Los Trades | 56 |
| Win Rate, % | 59.71 |
| Expectancy per trade | 4.4589 |
| Max consecutive wins | 9 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 40.99 |
| Position max, % of margin balance | 115.38 |
| Max Drawdown | 365.93 |
| Max Drawdown, % | 24.42 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3398 |
| Recovery Factor (Total PnL / Max DD) | 1.4650 |
| Sharpe ratio (monthly) | 1.0410 |
| Sortino ratio (monthly) | 1.8619 |
| CAGR, % | 19.45 |
| Calmar ratio (CAGR / Max DD%) | 0.7966 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 619.79 | Fee: 79.11 | Vol: 221293.38
Realized PnL by Symbol
Details
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