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
1514.20
Total PnL
514.20 (51.42%)
Total Trades (Win/Los)
134 (81/53)
Win Rate
60.45%
Max Drawdown
446.83 (31.40%)
Total Fees
69.01
Position avg (max), %
42.66 (117.28)
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 | -0.35% | 4.72% | 7.54% | 1.65% | -7.02% | 1.34% | 3.57% | 5.36% | 9.45% | 7.78% | 1.86% | -1.59% | 38.73% |
| 2025 | -7.62% | -12.85% | -0.02% | -1.56% | 4.12% | -5.41% | -0.32% | 10.71% | 6.66% | -2.73% | 6.32% | -3.06% | -7.92% |
| 2026 | -0.05% | -1.77% | 10.61% | 5.07% | 3.88% | 0.00% | — | — | — | — | — | — | 18.53% |
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 | 1514.20 |
| Min balance | 916.91 |
| Max balance | 1515.35 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.39 |
| Average monthly return (arithmetic), % | 1.54 |
| Best month, % | 10.71 |
| Worst month, % | -12.85 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 514.20 |
| Total PnL, % | 51.42 |
| Gross profit | 2313.91 |
| Gross loss | 1725.41 |
| Trading volume (USDT) | 193175.32 |
| Total transactions (buy/sell) | 135 |
| Total fees | 69.01 |
| Funding net | -5.29 |
| Funding accrued (received) | 27.58 |
| Funding paid | 32.87 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 134 |
| Win Trades | 81 |
| Los Trades | 53 |
| Win Rate, % | 60.45 |
| Expectancy per trade | 4.3918 |
| Max consecutive wins | 11 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 42.66 |
| Position max, % of margin balance | 117.28 |
| Max Drawdown | 446.83 |
| Max Drawdown, % | 31.40 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3411 |
| Recovery Factor (Total PnL / Max DD) | 1.1508 |
| Sharpe ratio (monthly) | 0.9746 |
| Sortino ratio (monthly) | 1.6200 |
| CAGR, % | 18.74 |
| Calmar ratio (CAGR / Max DD%) | 0.5969 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 588.50 | Fee: 69.01 | Vol: 193175.32
Realized PnL by Symbol
Details
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