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
1288.66
Total PnL
288.66 (28.87%)
Total Trades (Win/Los)
135 (71/64)
Win Rate
52.59%
Max Drawdown
539.29 (33.21%)
Total Fees
78.09
Position avg (max), %
41.60 (118.36)
Profit Factor
1.20
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 | -3.26% | 7.68% | 7.79% | 2.54% | 4.61% | -3.24% | 4.32% | 4.93% | 10.01% | 7.84% | 1.70% | -1.14% | 52.17% |
| 2025 | -4.09% | -5.36% | -2.13% | -8.00% | 3.87% | -5.36% | -9.24% | 7.12% | 0.58% | -3.01% | 7.97% | -3.02% | -20.21% |
| 2026 | -4.02% | -1.63% | 4.73% | 3.51% | 3.69% | 0.00% | — | — | — | — | — | — | 6.14% |
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 | 1288.66 |
| Min balance | 921.86 |
| Max balance | 1624.03 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.85 |
| Average monthly return (arithmetic), % | 0.98 |
| Best month, % | 10.01 |
| Worst month, % | -9.24 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 288.66 |
| Total PnL, % | 28.87 |
| Gross profit | 2242.50 |
| Gross loss | 1873.20 |
| Trading volume (USDT) | 218316.96 |
| Total transactions (buy/sell) | 136 |
| Total fees | 78.09 |
| Funding net | -2.55 |
| Funding accrued (received) | 29.27 |
| Funding paid | 31.82 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 135 |
| Win Trades | 71 |
| Los Trades | 64 |
| Win Rate, % | 52.59 |
| Expectancy per trade | 2.7356 |
| Max consecutive wins | 7 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 41.60 |
| Position max, % of margin balance | 118.36 |
| Max Drawdown | 539.29 |
| Max Drawdown, % | 33.21 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1971 |
| Recovery Factor (Total PnL / Max DD) | 0.5353 |
| Sharpe ratio (monthly) | 0.6612 |
| Sortino ratio (monthly) | 1.0972 |
| CAGR, % | 11.07 |
| Calmar ratio (CAGR / Max DD%) | 0.3335 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 369.30 | Fee: 78.09 | Vol: 218316.96
Realized PnL by Symbol
Details
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"zigzag": {
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}