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
1507.42
Total PnL
507.42 (50.74%)
Total Trades (Win/Los)
122 (74/48)
Win Rate
60.66%
Max Drawdown
383.98 (28.72%)
Total Fees
59.55
Position avg (max), %
39.67 (118.49)
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 | -0.93% | 3.29% | 7.79% | 2.09% | -8.68% | -0.71% | 3.47% | 4.08% | 9.99% | 7.81% | 1.98% | -2.14% | 30.12% |
| 2025 | -8.16% | -12.36% | 0.03% | 3.99% | 2.87% | -7.80% | -1.97% | 7.72% | 5.79% | -1.90% | 5.92% | -4.27% | -11.75% |
| 2026 | 11.39% | -1.77% | 10.17% | 4.82% | 3.90% | 0.00% | — | — | — | — | — | — | 31.28% |
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 | 1507.42 |
| Min balance | 918.74 |
| Max balance | 1508.58 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.38 |
| Average monthly return (arithmetic), % | 1.55 |
| Best month, % | 11.39 |
| Worst month, % | -12.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 507.42 |
| Total PnL, % | 50.74 |
| Gross profit | 2061.35 |
| Gross loss | 1490.18 |
| Trading volume (USDT) | 166713.13 |
| Total transactions (buy/sell) | 123 |
| Total fees | 59.55 |
| Funding net | -4.20 |
| Funding accrued (received) | 24.77 |
| Funding paid | 28.97 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 122 |
| Win Trades | 74 |
| Los Trades | 48 |
| Win Rate, % | 60.66 |
| Expectancy per trade | 4.6817 |
| Max consecutive wins | 8 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 39.67 |
| Position max, % of margin balance | 118.49 |
| Max Drawdown | 383.98 |
| Max Drawdown, % | 28.72 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3833 |
| Recovery Factor (Total PnL / Max DD) | 1.3215 |
| Sharpe ratio (monthly) | 0.9229 |
| Sortino ratio (monthly) | 1.4858 |
| CAGR, % | 18.52 |
| Calmar ratio (CAGR / Max DD%) | 0.6450 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 571.17 | Fee: 59.55 | Vol: 166713.13
Realized PnL by Symbol
Details
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