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
1607.72
Total PnL
607.72 (60.77%)
Total Trades (Win/Los)
131 (80/51)
Win Rate
61.07%
Max Drawdown
446.83 (31.48%)
Total Fees
67.11
Position avg (max), %
41.48 (117.28)
Profit Factor
1.42
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 | -0.32% | 4.42% | 7.66% | 1.66% | -7.03% | 1.35% | 3.58% | 4.82% | 9.93% | 7.77% | 1.87% | -1.59% | 38.41% |
| 2025 | -7.64% | -12.88% | -0.02% | -1.57% | 4.13% | -5.71% | -1.13% | 8.09% | 6.63% | -2.93% | 5.98% | -3.31% | -11.88% |
| 2026 | 11.45% | -1.80% | 10.32% | 4.92% | 4.06% | 0.00% | — | — | — | — | — | — | 31.83% |
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 | 1607.72 |
| Min balance | 925.93 |
| Max balance | 1608.87 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.60 |
| Average monthly return (arithmetic), % | 1.76 |
| Best month, % | 11.45 |
| Worst month, % | -12.88 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 607.72 |
| Total PnL, % | 60.77 |
| Gross profit | 2284.79 |
| Gross loss | 1605.69 |
| Trading volume (USDT) | 187868.10 |
| Total transactions (buy/sell) | 132 |
| Total fees | 67.11 |
| Funding net | -4.27 |
| Funding accrued (received) | 27.12 |
| Funding paid | 31.39 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 131 |
| Win Trades | 80 |
| Los Trades | 51 |
| Win Rate, % | 61.07 |
| Expectancy per trade | 5.1839 |
| Max consecutive wins | 10 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 41.48 |
| Position max, % of margin balance | 117.28 |
| Max Drawdown | 446.83 |
| Max Drawdown, % | 31.48 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4229 |
| Recovery Factor (Total PnL / Max DD) | 1.3601 |
| Sharpe ratio (monthly) | 1.0729 |
| Sortino ratio (monthly) | 1.8195 |
| CAGR, % | 21.73 |
| Calmar ratio (CAGR / Max DD%) | 0.6903 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 679.10 | Fee: 67.11 | Vol: 187868.10
Realized PnL by Symbol
Details
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