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
1469.01
Total PnL
469.01 (46.90%)
Total Trades (Win/Los)
162 (88/74)
Win Rate
54.32%
Max Drawdown
368.46 (23.41%)
Total Fees
101.19
Position avg (max), %
40.95 (120.50)
Profit Factor
1.25
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 | -0.71% | 3.67% | 8.41% | 2.02% | 4.63% | 4.47% | -0.59% | 6.18% | 10.13% | 7.74% | -4.09% | -8.50% | 36.78% |
| 2025 | 7.51% | -2.74% | -0.69% | -5.24% | -0.13% | 1.49% | -6.13% | 10.16% | 1.39% | -1.05% | 6.93% | -2.49% | 7.89% |
| 2026 | 5.17% | -10.68% | 0.17% | 3.75% | 2.03% | 0.00% | — | — | — | — | — | — | -0.38% |
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 | 1469.01 |
| Min balance | 947.87 |
| Max balance | 1597.18 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.29 |
| Average monthly return (arithmetic), % | 1.43 |
| Best month, % | 10.16 |
| Worst month, % | -10.68 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 469.01 |
| Total PnL, % | 46.90 |
| Gross profit | 2888.04 |
| Gross loss | 2319.56 |
| Trading volume (USDT) | 282926.08 |
| Total transactions (buy/sell) | 163 |
| Total fees | 101.19 |
| Funding net | 1.71 |
| Funding accrued (received) | 33.50 |
| Funding paid | 31.79 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 162 |
| Win Trades | 88 |
| Los Trades | 74 |
| Win Rate, % | 54.32 |
| Expectancy per trade | 3.5091 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 40.95 |
| Position max, % of margin balance | 120.50 |
| Max Drawdown | 368.46 |
| Max Drawdown, % | 23.41 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2451 |
| Recovery Factor (Total PnL / Max DD) | 1.2729 |
| Sharpe ratio (monthly) | 0.9515 |
| Sortino ratio (monthly) | 1.6067 |
| CAGR, % | 17.26 |
| Calmar ratio (CAGR / Max DD%) | 0.7376 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 568.48 | Fee: 101.19 | Vol: 282926.08
Realized PnL by Symbol
Details
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