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
1480.76
Total PnL
480.76 (48.08%)
Total Trades (Win/Los)
117 (67/50)
Win Rate
57.26%
Max Drawdown
404.03 (27.69%)
Total Fees
62.06
Position avg (max), %
39.42 (119.25)
Profit Factor
1.36
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% | 3.22% | -2.85% | 3.76% | 3.43% | 10.13% | 7.78% | 1.81% | -1.93% | 42.37% |
| 2025 | -11.73% | -6.93% | -3.23% | 7.08% | 2.74% | -7.66% | -2.05% | 7.05% | 0.50% | -3.65% | 8.23% | -3.23% | -14.13% |
| 2026 | 10.27% | -1.81% | 4.60% | 3.14% | 3.69% | 0.00% | — | — | — | — | — | — | 21.13% |
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 | 1480.76 |
| Min balance | 914.96 |
| Max balance | 1481.91 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.32 |
| Average monthly return (arithmetic), % | 1.46 |
| Best month, % | 10.27 |
| Worst month, % | -11.73 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 480.76 |
| Total PnL, % | 48.08 |
| Gross profit | 2055.31 |
| Gross loss | 1512.93 |
| Trading volume (USDT) | 173677.08 |
| Total transactions (buy/sell) | 118 |
| Total fees | 62.06 |
| Funding net | 0.43 |
| Funding accrued (received) | 28.72 |
| Funding paid | 28.28 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 117 |
| Win Trades | 67 |
| Los Trades | 50 |
| Win Rate, % | 57.26 |
| Expectancy per trade | 4.6358 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 39.42 |
| Position max, % of margin balance | 119.25 |
| Max Drawdown | 404.03 |
| Max Drawdown, % | 27.69 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3585 |
| Recovery Factor (Total PnL / Max DD) | 1.1899 |
| Sharpe ratio (monthly) | 0.9341 |
| Sortino ratio (monthly) | 1.5586 |
| CAGR, % | 17.65 |
| Calmar ratio (CAGR / Max DD%) | 0.6376 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 542.38 | Fee: 62.06 | Vol: 173677.08
Realized PnL by Symbol
Details
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