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
1115.30
Total PnL
115.30 (11.53%)
Total Trades (Win/Los)
128 (68/60)
Win Rate
53.13%
Max Drawdown
624.10 (42.22%)
Total Fees
63.88
Position avg (max), %
42.21 (119.25)
Profit Factor
1.10
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% | -5.53% | 3.85% | 4.49% | 10.00% | 7.84% | 1.79% | -1.49% | 44.78% |
| 2025 | -15.44% | -11.31% | -3.27% | -8.51% | 4.19% | -5.84% | -1.93% | 6.93% | 0.59% | -3.57% | 7.98% | -2.17% | -30.03% |
| 2026 | -0.50% | -1.52% | 4.45% | 3.49% | 3.95% | 0.00% | — | — | — | — | — | — | 10.10% |
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 | 1115.30 |
| Min balance | 854.24 |
| Max balance | 1478.34 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.36 |
| Average monthly return (arithmetic), % | 0.55 |
| Best month, % | 10.00 |
| Worst month, % | -15.44 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 115.30 |
| Total PnL, % | 11.53 |
| Gross profit | 1928.09 |
| Gross loss | 1748.03 |
| Trading volume (USDT) | 178642.73 |
| Total transactions (buy/sell) | 129 |
| Total fees | 63.88 |
| Funding net | -0.88 |
| Funding accrued (received) | 26.65 |
| Funding paid | 27.53 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 128 |
| Win Trades | 68 |
| Los Trades | 60 |
| Win Rate, % | 53.13 |
| Expectancy per trade | 1.4067 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 42.21 |
| Position max, % of margin balance | 119.25 |
| Max Drawdown | 624.10 |
| Max Drawdown, % | 42.22 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1030 |
| Recovery Factor (Total PnL / Max DD) | 0.1847 |
| Sharpe ratio (monthly) | 0.3176 |
| Sortino ratio (monthly) | 0.4405 |
| CAGR, % | 4.62 |
| Calmar ratio (CAGR / Max DD%) | 0.1095 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 180.06 | Fee: 63.88 | Vol: 178642.73
Realized PnL by Symbol
Details
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"p2p_bybit": null,
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}