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
1462.40
Total PnL
462.40 (46.24%)
Total Trades (Win/Los)
122 (73/49)
Win Rate
59.84%
Max Drawdown
401.22 (30.16%)
Total Fees
58.46
Position avg (max), %
39.60 (119.32)
Profit Factor
1.35
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 | -1.36% | 3.40% | 7.82% | 2.10% | -8.71% | -0.71% | 3.48% | 3.79% | 10.05% | 7.86% | 1.99% | -2.15% | 29.46% |
| 2025 | -9.46% | -12.91% | 0.09% | 3.97% | 2.76% | -7.62% | -1.67% | 7.85% | 6.58% | -3.31% | 5.59% | -4.16% | -13.85% |
| 2026 | 11.36% | -1.67% | 10.28% | 4.67% | 3.74% | 0.00% | — | — | — | — | — | — | 31.13% |
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 | 1462.40 |
| Min balance | 914.41 |
| Max balance | 1463.55 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.28 |
| Average monthly return (arithmetic), % | 1.45 |
| Best month, % | 11.36 |
| Worst month, % | -12.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 462.40 |
| Total PnL, % | 46.24 |
| Gross profit | 2021.03 |
| Gross loss | 1496.23 |
| Trading volume (USDT) | 163675.23 |
| Total transactions (buy/sell) | 123 |
| Total fees | 58.46 |
| Funding net | -3.94 |
| Funding accrued (received) | 24.41 |
| Funding paid | 28.35 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 122 |
| Win Trades | 73 |
| Los Trades | 49 |
| Win Rate, % | 59.84 |
| Expectancy per trade | 4.3017 |
| Max consecutive wins | 8 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 39.60 |
| Position max, % of margin balance | 119.32 |
| Max Drawdown | 401.22 |
| Max Drawdown, % | 30.16 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3508 |
| Recovery Factor (Total PnL / Max DD) | 1.1525 |
| Sharpe ratio (monthly) | 0.8447 |
| Sortino ratio (monthly) | 1.3296 |
| CAGR, % | 17.05 |
| Calmar ratio (CAGR / Max DD%) | 0.5652 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 524.81 | Fee: 58.46 | Vol: 163675.23
Realized PnL by Symbol
Details
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