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
1340.30
Total PnL
340.30 (34.03%)
Total Trades (Win/Los)
135 (72/63)
Win Rate
53.33%
Max Drawdown
534.90 (32.09%)
Total Fees
80.40
Position avg (max), %
41.64 (117.61)
Profit Factor
1.23
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 | -2.80% | 7.46% | 7.66% | 2.53% | 4.61% | -3.24% | 5.43% | 6.08% | 10.24% | 7.70% | 1.67% | -1.24% | 55.58% |
| 2025 | -3.65% | -5.31% | -2.09% | -7.78% | 4.10% | -5.29% | -8.81% | 7.14% | 0.77% | -2.93% | 7.92% | -2.85% | -18.63% |
| 2026 | -3.82% | -1.65% | 4.50% | 3.42% | 3.57% | 0.00% | — | — | — | — | — | — | 5.88% |
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 | 1340.30 |
| Min balance | 925.65 |
| Max balance | 1666.89 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.98 |
| Average monthly return (arithmetic), % | 1.11 |
| Best month, % | 10.24 |
| Worst month, % | -8.81 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 340.30 |
| Total PnL, % | 34.03 |
| Gross profit | 2301.79 |
| Gross loss | 1878.51 |
| Trading volume (USDT) | 224773.15 |
| Total transactions (buy/sell) | 136 |
| Total fees | 80.40 |
| Funding net | -2.57 |
| Funding accrued (received) | 30.11 |
| Funding paid | 32.68 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 135 |
| Win Trades | 72 |
| Los Trades | 63 |
| Win Rate, % | 53.33 |
| Expectancy per trade | 3.1353 |
| Max consecutive wins | 8 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 41.64 |
| Position max, % of margin balance | 117.61 |
| Max Drawdown | 534.90 |
| Max Drawdown, % | 32.09 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2253 |
| Recovery Factor (Total PnL / Max DD) | 0.6362 |
| Sharpe ratio (monthly) | 0.7544 |
| Sortino ratio (monthly) | 1.2918 |
| CAGR, % | 12.90 |
| Calmar ratio (CAGR / Max DD%) | 0.4018 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 423.27 | Fee: 80.40 | Vol: 224773.15
Realized PnL by Symbol
Details
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