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
1221.68
Total PnL
221.68 (22.17%)
Total Trades (Win/Los)
126 (69/57)
Win Rate
54.76%
Max Drawdown
519.32 (35.70%)
Total Fees
65.23
Position avg (max), %
42.34 (119.25)
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 | -4.35% | 7.77% | 7.73% | 1.67% | 4.82% | -6.28% | 3.68% | 4.13% | 10.16% | 7.64% | 1.82% | -1.52% | 42.40% |
| 2025 | -9.58% | -7.18% | -3.31% | -9.02% | 4.09% | -5.56% | -1.97% | 6.93% | 0.49% | -3.32% | 8.09% | -2.11% | -21.79% |
| 2026 | -0.97% | -1.55% | 4.65% | 3.50% | 3.90% | 0.00% | — | — | — | — | — | — | 9.70% |
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 | 1221.68 |
| Min balance | 908.56 |
| Max balance | 1454.48 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.67 |
| Average monthly return (arithmetic), % | 0.81 |
| Best month, % | 10.16 |
| Worst month, % | -9.58 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 221.68 |
| Total PnL, % | 22.17 |
| Gross profit | 1994.38 |
| Gross loss | 1707.57 |
| Trading volume (USDT) | 182427.66 |
| Total transactions (buy/sell) | 127 |
| Total fees | 65.23 |
| Funding net | 0.09 |
| Funding accrued (received) | 28.58 |
| Funding paid | 28.49 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 126 |
| Win Trades | 69 |
| Los Trades | 57 |
| Win Rate, % | 54.76 |
| Expectancy per trade | 2.2763 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 42.34 |
| Position max, % of margin balance | 119.25 |
| Max Drawdown | 519.32 |
| Max Drawdown, % | 35.70 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1680 |
| Recovery Factor (Total PnL / Max DD) | 0.4269 |
| Sharpe ratio (monthly) | 0.5279 |
| Sortino ratio (monthly) | 0.8235 |
| CAGR, % | 8.64 |
| Calmar ratio (CAGR / Max DD%) | 0.2421 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 286.81 | Fee: 65.23 | Vol: 182427.66
Realized PnL by Symbol
Details
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},
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"p2p_bybit": null,
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}