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
1238.54
Total PnL
238.54 (23.85%)
Total Trades (Win/Los)
135 (71/64)
Win Rate
52.59%
Max Drawdown
527.79 (33.56%)
Total Fees
75.97
Position avg (max), %
41.55 (118.36)
Profit Factor
1.17
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% | 7.65% | 2.13% | 4.64% | -3.26% | 3.69% | 4.77% | 10.14% | 7.50% | 1.73% | -1.21% | 49.88% |
| 2025 | -5.53% | -6.15% | -2.59% | -8.01% | 4.03% | -5.48% | -9.17% | 7.20% | 0.82% | -3.12% | 8.08% | -2.80% | -21.94% |
| 2026 | -3.80% | -1.69% | 4.55% | 3.42% | 3.52% | 0.00% | — | — | — | — | — | — | 5.87% |
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 | 1238.54 |
| Min balance | 921.86 |
| Max balance | 1572.58 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.72 |
| Average monthly return (arithmetic), % | 0.85 |
| Best month, % | 10.14 |
| Worst month, % | -9.17 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 238.54 |
| Total PnL, % | 23.85 |
| Gross profit | 2176.12 |
| Gross loss | 1859.35 |
| Trading volume (USDT) | 212387.18 |
| Total transactions (buy/sell) | 136 |
| Total fees | 75.97 |
| Funding net | -2.26 |
| Funding accrued (received) | 28.54 |
| Funding paid | 30.80 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 135 |
| Win Trades | 71 |
| Los Trades | 64 |
| Win Rate, % | 52.59 |
| Expectancy per trade | 2.3465 |
| Max consecutive wins | 7 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 41.55 |
| Position max, % of margin balance | 118.36 |
| Max Drawdown | 527.79 |
| Max Drawdown, % | 33.56 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1704 |
| Recovery Factor (Total PnL / Max DD) | 0.4520 |
| Sharpe ratio (monthly) | 0.5669 |
| Sortino ratio (monthly) | 0.9151 |
| CAGR, % | 9.26 |
| Calmar ratio (CAGR / Max DD%) | 0.2760 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 316.77 | Fee: 75.97 | Vol: 212387.18
Realized PnL by Symbol
Details
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}