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
1578.23
Total PnL
578.23 (57.82%)
Total Trades (Win/Los)
134 (82/52)
Win Rate
61.19%
Max Drawdown
451.61 (30.73%)
Total Fees
71.29
Position avg (max), %
40.30 (116.47)
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 | 5.51% | 1.71% | 7.78% | 2.13% | -7.29% | 1.52% | 3.67% | 5.47% | 9.32% | 7.60% | 1.80% | -1.51% | 43.38% |
| 2025 | -7.05% | -12.24% | -0.03% | -2.21% | 3.91% | -5.39% | -0.30% | 10.77% | 6.58% | -2.37% | 6.07% | -3.02% | -7.33% |
| 2026 | 0.44% | -1.83% | 10.35% | 5.06% | 3.92% | 0.00% | — | — | — | — | — | — | 18.79% |
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 | 1578.23 |
| Min balance | 936.61 |
| Max balance | 1579.38 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.53 |
| Average monthly return (arithmetic), % | 1.68 |
| Best month, % | 10.77 |
| Worst month, % | -12.24 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 578.23 |
| Total PnL, % | 57.82 |
| Gross profit | 2411.16 |
| Gross loss | 1756.19 |
| Trading volume (USDT) | 199576.76 |
| Total transactions (buy/sell) | 135 |
| Total fees | 71.29 |
| Funding net | -5.45 |
| Funding accrued (received) | 27.04 |
| Funding paid | 32.49 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 134 |
| Win Trades | 82 |
| Los Trades | 52 |
| Win Rate, % | 61.19 |
| Expectancy per trade | 4.8879 |
| Max consecutive wins | 11 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 40.30 |
| Position max, % of margin balance | 116.47 |
| Max Drawdown | 451.61 |
| Max Drawdown, % | 30.73 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3730 |
| Recovery Factor (Total PnL / Max DD) | 1.2804 |
| Sharpe ratio (monthly) | 1.0773 |
| Sortino ratio (monthly) | 1.8175 |
| CAGR, % | 20.80 |
| Calmar ratio (CAGR / Max DD%) | 0.6767 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 654.97 | Fee: 71.29 | Vol: 199576.76
Realized PnL by Symbol
Details
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