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
1445.23
Total PnL
445.23 (44.52%)
Total Trades (Win/Los)
139 (83/56)
Win Rate
59.71%
Max Drawdown
400.97 (26.85%)
Total Fees
76.94
Position avg (max), %
41.04 (116.26)
Profit Factor
1.29
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% | 2.02% | -7.30% | 2.65% | 3.84% | 5.75% | 8.69% | 7.83% | 1.79% | -1.49% | 44.91% |
| 2025 | -4.31% | -9.51% | 0.01% | -2.17% | 3.95% | -5.54% | -8.49% | 8.13% | 6.68% | -3.06% | 8.64% | -4.74% | -11.92% |
| 2026 | -4.66% | -1.71% | 10.56% | 5.06% | 4.03% | 0.00% | — | — | — | — | — | — | 13.23% |
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 | 1445.23 |
| Min balance | 936.61 |
| Max balance | 1493.36 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.24 |
| Average monthly return (arithmetic), % | 1.39 |
| Best month, % | 10.56 |
| Worst month, % | -9.51 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 445.23 |
| Total PnL, % | 44.52 |
| Gross profit | 2366.40 |
| Gross loss | 1839.53 |
| Trading volume (USDT) | 215240.44 |
| Total transactions (buy/sell) | 140 |
| Total fees | 76.94 |
| Funding net | -4.70 |
| Funding accrued (received) | 27.87 |
| Funding paid | 32.57 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 139 |
| Win Trades | 83 |
| Los Trades | 56 |
| Win Rate, % | 59.71 |
| Expectancy per trade | 3.7904 |
| Max consecutive wins | 9 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 41.04 |
| Position max, % of margin balance | 116.26 |
| Max Drawdown | 400.97 |
| Max Drawdown, % | 26.85 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2864 |
| Recovery Factor (Total PnL / Max DD) | 1.1104 |
| Sharpe ratio (monthly) | 0.8691 |
| Sortino ratio (monthly) | 1.4527 |
| CAGR, % | 16.47 |
| Calmar ratio (CAGR / Max DD%) | 0.6136 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 526.87 | Fee: 76.94 | Vol: 215240.44
Realized PnL by Symbol
Details
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