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
1345.29
Total PnL
345.29 (34.53%)
Total Trades (Win/Los)
124 (69/55)
Win Rate
55.65%
Max Drawdown
519.32 (35.71%)
Total Fees
64.04
Position avg (max), %
41.20 (119.25)
Profit Factor
1.25
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 | -4.47% | 7.47% | 7.76% | 1.71% | 4.84% | -6.30% | 3.69% | 4.33% | 10.18% | 7.78% | 1.82% | -1.52% | 42.40% |
| 2025 | -9.58% | -7.18% | -3.31% | -9.02% | 4.09% | -5.87% | -1.97% | 6.95% | 0.49% | -3.58% | 8.14% | -2.56% | -22.56% |
| 2026 | 10.39% | -1.71% | 4.68% | 3.42% | 3.87% | 0.00% | — | — | — | — | — | — | 22.01% |
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 | 1345.29 |
| Min balance | 914.96 |
| Max balance | 1454.47 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.99 |
| Average monthly return (arithmetic), % | 1.15 |
| Best month, % | 10.39 |
| Worst month, % | -9.58 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 345.29 |
| Total PnL, % | 34.53 |
| Gross profit | 2015.90 |
| Gross loss | 1607.27 |
| Trading volume (USDT) | 179160.33 |
| Total transactions (buy/sell) | 125 |
| Total fees | 64.04 |
| Funding net | 0.72 |
| Funding accrued (received) | 28.48 |
| Funding paid | 27.76 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 124 |
| Win Trades | 69 |
| Los Trades | 55 |
| Win Rate, % | 55.65 |
| Expectancy per trade | 3.2953 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 41.20 |
| Position max, % of margin balance | 119.25 |
| Max Drawdown | 519.32 |
| Max Drawdown, % | 35.71 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2542 |
| Recovery Factor (Total PnL / Max DD) | 0.6649 |
| Sharpe ratio (monthly) | 0.7094 |
| Sortino ratio (monthly) | 1.1546 |
| CAGR, % | 13.07 |
| Calmar ratio (CAGR / Max DD%) | 0.3660 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 408.62 | Fee: 64.04 | Vol: 179160.33
Realized PnL by Symbol
Details
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