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
1548.24
Total PnL
548.24 (54.82%)
Total Trades (Win/Los)
131 (79/52)
Win Rate
60.31%
Max Drawdown
435.94 (31.16%)
Total Fees
65.91
Position avg (max), %
40.83 (117.28)
Profit Factor
1.38
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% | 3.36% | 7.74% | 1.67% | -7.21% | 1.24% | 3.88% | 4.44% | 10.06% | 7.86% | 1.89% | -2.27% | 35.99% |
| 2025 | -7.88% | -12.09% | 0.22% | -1.66% | 4.02% | -6.19% | -2.00% | 8.12% | 6.61% | -2.75% | 5.76% | -4.35% | -13.44% |
| 2026 | 11.51% | -1.72% | 10.56% | 4.63% | 3.76% | 0.00% | — | — | — | — | — | — | 31.54% |
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 | 1548.24 |
| Min balance | 925.93 |
| Max balance | 1549.40 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.47 |
| Average monthly return (arithmetic), % | 1.63 |
| Best month, % | 11.51 |
| Worst month, % | -12.09 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 548.24 |
| Total PnL, % | 54.82 |
| Gross profit | 2249.84 |
| Gross loss | 1633.00 |
| Trading volume (USDT) | 184521.29 |
| Total transactions (buy/sell) | 132 |
| Total fees | 65.91 |
| Funding net | -2.69 |
| Funding accrued (received) | 26.94 |
| Funding paid | 29.63 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 131 |
| Win Trades | 79 |
| Los Trades | 52 |
| Win Rate, % | 60.31 |
| Expectancy per trade | 4.7088 |
| Max consecutive wins | 10 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 40.83 |
| Position max, % of margin balance | 117.28 |
| Max Drawdown | 435.94 |
| Max Drawdown, % | 31.16 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3777 |
| Recovery Factor (Total PnL / Max DD) | 1.2576 |
| Sharpe ratio (monthly) | 0.9903 |
| Sortino ratio (monthly) | 1.6778 |
| CAGR, % | 19.84 |
| Calmar ratio (CAGR / Max DD%) | 0.6368 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 616.85 | Fee: 65.91 | Vol: 184521.29
Realized PnL by Symbol
Details
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}