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
1328.61
Total PnL
328.61 (32.86%)
Total Trades (Win/Los)
122 (69/53)
Win Rate
56.56%
Max Drawdown
565.19 (37.74%)
Total Fees
62.93
Position avg (max), %
39.92 (119.25)
Profit Factor
1.24
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% | 6.61% | 7.83% | 2.10% | 4.81% | -2.76% | 3.53% | 4.58% | 9.84% | 7.70% | 1.76% | -1.89% | 46.12% |
| 2025 | -12.19% | -7.20% | -3.17% | -9.06% | 4.05% | -6.31% | -1.65% | 6.98% | 0.43% | -3.75% | 8.19% | -3.05% | -25.38% |
| 2026 | 10.59% | -1.72% | 4.55% | 3.19% | 3.93% | 0.00% | — | — | — | — | — | — | 21.85% |
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 | 1328.61 |
| Min balance | 914.96 |
| Max balance | 1497.76 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.95 |
| Average monthly return (arithmetic), % | 1.11 |
| Best month, % | 10.59 |
| Worst month, % | -12.19 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 328.61 |
| Total PnL, % | 32.86 |
| Gross profit | 2030.85 |
| Gross loss | 1640.46 |
| Trading volume (USDT) | 176080.31 |
| Total transactions (buy/sell) | 123 |
| Total fees | 62.93 |
| Funding net | 1.15 |
| Funding accrued (received) | 27.94 |
| Funding paid | 26.80 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 122 |
| Win Trades | 69 |
| Los Trades | 53 |
| Win Rate, % | 56.56 |
| Expectancy per trade | 3.1999 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 39.92 |
| Position max, % of margin balance | 119.25 |
| Max Drawdown | 565.19 |
| Max Drawdown, % | 37.74 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2380 |
| Recovery Factor (Total PnL / Max DD) | 0.5814 |
| Sharpe ratio (monthly) | 0.6785 |
| Sortino ratio (monthly) | 1.0672 |
| CAGR, % | 12.49 |
| Calmar ratio (CAGR / Max DD%) | 0.3309 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 390.39 | Fee: 62.93 | Vol: 176080.31
Realized PnL by Symbol
Details
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