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
1551.87
Total PnL
551.87 (55.19%)
Total Trades (Win/Los)
122 (75/47)
Win Rate
61.48%
Max Drawdown
390.81 (28.66%)
Total Fees
61.18
Position avg (max), %
40.10 (117.28)
Profit Factor
1.41
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% | 3.27% | 7.74% | 1.71% | -7.44% | 0.65% | 3.70% | 3.37% | 9.75% | 7.64% | 1.94% | -1.98% | 32.96% |
| 2025 | -7.87% | -12.44% | -0.07% | 4.03% | 2.80% | -6.78% | -1.88% | 8.23% | 6.70% | -2.97% | 5.74% | -4.31% | -10.59% |
| 2026 | 11.50% | -1.84% | 9.89% | 4.62% | 3.75% | 0.00% | — | — | — | — | — | — | 30.55% |
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 | 1551.87 |
| Min balance | 925.93 |
| Max balance | 1553.02 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.48 |
| Average monthly return (arithmetic), % | 1.64 |
| Best month, % | 11.50 |
| Worst month, % | -12.44 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 551.87 |
| Total PnL, % | 55.19 |
| Gross profit | 2107.78 |
| Gross loss | 1491.12 |
| Trading volume (USDT) | 171272.39 |
| Total transactions (buy/sell) | 123 |
| Total fees | 61.18 |
| Funding net | -3.62 |
| Funding accrued (received) | 26.10 |
| Funding paid | 29.72 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 122 |
| Win Trades | 75 |
| Los Trades | 47 |
| Win Rate, % | 61.48 |
| Expectancy per trade | 5.0546 |
| Max consecutive wins | 10 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 40.10 |
| Position max, % of margin balance | 117.28 |
| Max Drawdown | 390.81 |
| Max Drawdown, % | 28.66 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4136 |
| Recovery Factor (Total PnL / Max DD) | 1.4121 |
| Sharpe ratio (monthly) | 0.9990 |
| Sortino ratio (monthly) | 1.6460 |
| CAGR, % | 19.96 |
| Calmar ratio (CAGR / Max DD%) | 0.6965 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 616.66 | Fee: 61.18 | Vol: 171272.39
Realized PnL by Symbol
Details
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}