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
1145.99
Total PnL
145.99 (14.60%)
Total Trades (Win/Los)
133 (70/63)
Win Rate
52.63%
Max Drawdown
559.11 (37.44%)
Total Fees
69.17
Position avg (max), %
42.08 (119.25)
Profit Factor
1.12
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 | -3.95% | 7.74% | 7.70% | 1.66% | 4.81% | -5.21% | 3.83% | 4.59% | 9.96% | 7.81% | 1.78% | -1.81% | 44.83% |
| 2025 | -7.49% | -10.31% | -3.30% | -9.02% | 4.06% | -5.53% | -9.16% | 7.11% | 0.58% | -3.54% | 8.38% | -1.98% | -28.04% |
| 2026 | -0.39% | -1.48% | 4.56% | 3.49% | 3.55% | 0.00% | — | — | — | — | — | — | 9.96% |
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 | 1145.99 |
| Min balance | 914.96 |
| Max balance | 1493.17 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.46 |
| Average monthly return (arithmetic), % | 0.61 |
| Best month, % | 9.96 |
| Worst month, % | -10.31 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 145.99 |
| Total PnL, % | 14.60 |
| Gross profit | 2034.04 |
| Gross loss | 1816.75 |
| Trading volume (USDT) | 193402.39 |
| Total transactions (buy/sell) | 134 |
| Total fees | 69.17 |
| Funding net | -2.14 |
| Funding accrued (received) | 26.88 |
| Funding paid | 29.02 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 133 |
| Win Trades | 70 |
| Los Trades | 63 |
| Win Rate, % | 52.63 |
| Expectancy per trade | 1.6338 |
| Max consecutive wins | 7 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 42.08 |
| Position max, % of margin balance | 119.25 |
| Max Drawdown | 559.11 |
| Max Drawdown, % | 37.44 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1196 |
| Recovery Factor (Total PnL / Max DD) | 0.2611 |
| Sharpe ratio (monthly) | 0.3784 |
| Sortino ratio (monthly) | 0.5598 |
| CAGR, % | 5.81 |
| Calmar ratio (CAGR / Max DD%) | 0.1550 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 217.29 | Fee: 69.17 | Vol: 193402.39
Realized PnL by Symbol
Details
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}