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
1496.17
Total PnL
496.17 (49.62%)
Total Trades (Win/Los)
117 (67/50)
Win Rate
57.26%
Max Drawdown
398.08 (27.29%)
Total Fees
62.38
Position avg (max), %
39.63 (119.32)
Profit Factor
1.37
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 | -4.53% | 6.10% | 7.87% | 2.11% | 3.23% | -2.85% | 3.76% | 3.43% | 10.14% | 7.78% | 1.81% | -1.94% | 42.31% |
| 2025 | -11.86% | -6.34% | -3.21% | 7.04% | 2.73% | -7.50% | -2.08% | 7.01% | 0.51% | -3.63% | 8.19% | -3.28% | -13.69% |
| 2026 | 10.67% | -1.80% | 4.66% | 3.04% | 3.93% | 0.00% | — | — | — | — | — | — | 21.81% |
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 | 1496.17 |
| Min balance | 914.41 |
| Max balance | 1497.33 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.35 |
| Average monthly return (arithmetic), % | 1.50 |
| Best month, % | 10.67 |
| Worst month, % | -11.86 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 496.17 |
| Total PnL, % | 49.62 |
| Gross profit | 2071.73 |
| Gross loss | 1513.82 |
| Trading volume (USDT) | 174583.84 |
| Total transactions (buy/sell) | 118 |
| Total fees | 62.38 |
| Funding net | 0.64 |
| Funding accrued (received) | 29.08 |
| Funding paid | 28.43 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 117 |
| Win Trades | 67 |
| Los Trades | 50 |
| Win Rate, % | 57.26 |
| Expectancy per trade | 4.7685 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 39.63 |
| Position max, % of margin balance | 119.32 |
| Max Drawdown | 398.08 |
| Max Drawdown, % | 27.29 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3685 |
| Recovery Factor (Total PnL / Max DD) | 1.2464 |
| Sharpe ratio (monthly) | 0.9570 |
| Sortino ratio (monthly) | 1.6127 |
| CAGR, % | 18.16 |
| Calmar ratio (CAGR / Max DD%) | 0.6654 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 557.91 | Fee: 62.38 | Vol: 174583.84
Realized PnL by Symbol
Details
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}