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
1544.36
Total PnL
544.36 (54.44%)
Total Trades (Win/Los)
135 (81/54)
Win Rate
60.00%
Max Drawdown
414.35 (27.83%)
Total Fees
73.60
Position avg (max), %
40.86 (118.21)
Profit Factor
1.36
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% | 2.13% | -7.29% | 2.30% | 3.85% | 5.76% | 8.71% | 7.85% | 1.79% | -1.49% | 44.66% |
| 2025 | -4.47% | -10.48% | -0.03% | -2.20% | 4.07% | -5.36% | -6.76% | 8.08% | 6.65% | -2.85% | 7.77% | -2.87% | -9.98% |
| 2026 | 0.29% | -1.73% | 10.32% | 4.88% | 3.99% | 0.00% | — | — | — | — | — | — | 18.59% |
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 | 1544.36 |
| Min balance | 936.61 |
| Max balance | 1545.51 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.46 |
| Average monthly return (arithmetic), % | 1.60 |
| Best month, % | 10.32 |
| Worst month, % | -10.48 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 544.36 |
| Total PnL, % | 54.44 |
| Gross profit | 2383.31 |
| Gross loss | 1758.83 |
| Trading volume (USDT) | 205952.48 |
| Total transactions (buy/sell) | 136 |
| Total fees | 73.60 |
| Funding net | -6.52 |
| Funding accrued (received) | 27.08 |
| Funding paid | 33.60 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 135 |
| Win Trades | 81 |
| Los Trades | 54 |
| Win Rate, % | 60.00 |
| Expectancy per trade | 4.6257 |
| Max consecutive wins | 9 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 40.86 |
| Position max, % of margin balance | 118.21 |
| Max Drawdown | 414.35 |
| Max Drawdown, % | 27.83 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3551 |
| Recovery Factor (Total PnL / Max DD) | 1.3138 |
| Sharpe ratio (monthly) | 1.0508 |
| Sortino ratio (monthly) | 1.7998 |
| CAGR, % | 19.72 |
| Calmar ratio (CAGR / Max DD%) | 0.7085 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 624.48 | Fee: 73.60 | Vol: 205952.48
Realized PnL by Symbol
Details
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}