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
1295.77
Total PnL
295.77 (29.58%)
Total Trades (Win/Los)
119 (67/52)
Win Rate
56.30%
Max Drawdown
555.09 (37.48%)
Total Fees
60.24
Position avg (max), %
39.98 (119.25)
Profit Factor
1.22
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% | 6.10% | 7.86% | 2.11% | 4.62% | -2.80% | 3.55% | 3.88% | 9.97% | 7.79% | 1.78% | -1.91% | 44.53% |
| 2025 | -12.23% | -6.65% | -3.19% | -9.11% | 2.81% | -6.94% | -1.69% | 7.05% | 0.36% | -3.83% | 8.19% | -3.29% | -26.70% |
| 2026 | 10.65% | -1.62% | 4.70% | 3.24% | 3.95% | 0.00% | — | — | — | — | — | — | 22.31% |
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 | 1295.77 |
| Min balance | 914.96 |
| Max balance | 1480.97 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.87 |
| Average monthly return (arithmetic), % | 1.03 |
| Best month, % | 10.65 |
| Worst month, % | -12.23 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 295.77 |
| Total PnL, % | 29.58 |
| Gross profit | 1960.07 |
| Gross loss | 1605.45 |
| Trading volume (USDT) | 168559.86 |
| Total transactions (buy/sell) | 120 |
| Total fees | 60.24 |
| Funding net | 1.39 |
| Funding accrued (received) | 27.69 |
| Funding paid | 26.30 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 119 |
| Win Trades | 67 |
| Los Trades | 52 |
| Win Rate, % | 56.30 |
| Expectancy per trade | 2.9800 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 39.98 |
| Position max, % of margin balance | 119.25 |
| Max Drawdown | 555.09 |
| Max Drawdown, % | 37.48 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2209 |
| Recovery Factor (Total PnL / Max DD) | 0.5328 |
| Sharpe ratio (monthly) | 0.6279 |
| Sortino ratio (monthly) | 0.9797 |
| CAGR, % | 11.33 |
| Calmar ratio (CAGR / Max DD%) | 0.3022 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 354.62 | Fee: 60.24 | Vol: 168559.86
Realized PnL by Symbol
Details
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}