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
1328.18
Total PnL
328.18 (32.82%)
Total Trades (Win/Los)
138 (74/64)
Win Rate
53.62%
Max Drawdown
578.46 (35.54%)
Total Fees
80.26
Position avg (max), %
41.14 (118.50)
Profit Factor
1.22
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 | -1.57% | 7.64% | 7.65% | 2.50% | 4.52% | -3.04% | 5.37% | 6.25% | 10.08% | 7.89% | 1.64% | -11.10% | 42.32% |
| 2025 | -3.78% | -5.01% | -1.84% | -7.49% | 4.12% | 0.89% | -8.69% | 7.01% | 0.58% | -2.98% | 8.12% | -2.80% | -12.63% |
| 2026 | -3.25% | -1.57% | 4.30% | 3.83% | 3.59% | 0.00% | — | — | — | — | — | — | 6.82% |
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 | 1328.18 |
| Min balance | 941.64 |
| Max balance | 1627.55 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.95 |
| Average monthly return (arithmetic), % | 1.09 |
| Best month, % | 10.08 |
| Worst month, % | -11.10 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 328.18 |
| Total PnL, % | 32.82 |
| Gross profit | 2304.11 |
| Gross loss | 1894.57 |
| Trading volume (USDT) | 224379.40 |
| Total transactions (buy/sell) | 139 |
| Total fees | 80.26 |
| Funding net | -1.10 |
| Funding accrued (received) | 29.76 |
| Funding paid | 30.86 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 138 |
| Win Trades | 74 |
| Los Trades | 64 |
| Win Rate, % | 53.62 |
| Expectancy per trade | 2.9676 |
| Max consecutive wins | 8 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 41.14 |
| Position max, % of margin balance | 118.50 |
| Max Drawdown | 578.46 |
| Max Drawdown, % | 35.54 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2162 |
| Recovery Factor (Total PnL / Max DD) | 0.5673 |
| Sharpe ratio (monthly) | 0.7080 |
| Sortino ratio (monthly) | 1.1277 |
| CAGR, % | 12.47 |
| Calmar ratio (CAGR / Max DD%) | 0.3509 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 409.53 | Fee: 80.26 | Vol: 224379.40
Realized PnL by Symbol
Details
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}