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
1375.19
Total PnL
375.19 (37.52%)
Total Trades (Win/Los)
155 (83/72)
Win Rate
53.55%
Max Drawdown
393.56 (27.13%)
Total Fees
86.20
Position avg (max), %
39.07 (121.62)
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 | -0.71% | 4.39% | 0.96% | 1.99% | 1.53% | 6.02% | -0.63% | 6.03% | 10.02% | 7.95% | -3.98% | -8.23% | 26.65% |
| 2025 | 0.64% | -1.59% | -0.76% | -5.56% | -0.56% | 0.00% | -5.87% | 10.16% | 6.99% | -1.25% | 6.90% | -2.42% | 5.49% |
| 2026 | 5.27% | -10.46% | 0.20% | 3.98% | 4.82% | 0.00% | — | — | — | — | — | — | 2.93% |
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 | 1375.19 |
| Min balance | 947.87 |
| Max balance | 1450.77 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.07 |
| Average monthly return (arithmetic), % | 1.19 |
| Best month, % | 10.16 |
| Worst month, % | -10.46 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 375.19 |
| Total PnL, % | 37.52 |
| Gross profit | 2513.68 |
| Gross loss | 2056.15 |
| Trading volume (USDT) | 241044.48 |
| Total transactions (buy/sell) | 156 |
| Total fees | 86.20 |
| Funding net | 3.86 |
| Funding accrued (received) | 29.87 |
| Funding paid | 26.01 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 155 |
| Win Trades | 83 |
| Los Trades | 72 |
| Win Rate, % | 53.55 |
| Expectancy per trade | 2.9518 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 39.07 |
| Position max, % of margin balance | 121.62 |
| Max Drawdown | 393.56 |
| Max Drawdown, % | 27.13 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2225 |
| Recovery Factor (Total PnL / Max DD) | 0.9533 |
| Sharpe ratio (monthly) | 0.8232 |
| Sortino ratio (monthly) | 1.3779 |
| CAGR, % | 14.10 |
| Calmar ratio (CAGR / Max DD%) | 0.5199 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 457.53 | Fee: 86.20 | Vol: 241044.48
Realized PnL by Symbol
Details
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