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
1152.15
Total PnL
152.15 (15.22%)
Total Trades (Win/Los)
145 (78/67)
Win Rate
53.79%
Max Drawdown
519.29 (35.72%)
Total Fees
74.73
Position avg (max), %
39.56 (121.50)
Profit Factor
1.11
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 | -0.95% | 2.82% | 0.97% | 2.42% | 4.73% | -1.23% | 5.22% | 6.06% | 10.01% | 7.70% | -3.97% | -8.22% | 26.97% |
| 2025 | -7.78% | -2.98% | -1.81% | -6.58% | -0.88% | 0.67% | -7.10% | 9.81% | 6.69% | -3.10% | 8.13% | -2.56% | -9.00% |
| 2026 | 5.21% | -10.45% | -0.06% | 3.68% | 2.21% | 0.00% | — | — | — | — | — | — | -0.22% |
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 | 1152.15 |
| Min balance | 934.68 |
| Max balance | 1453.97 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.48 |
| Average monthly return (arithmetic), % | 0.62 |
| Best month, % | 10.01 |
| Worst month, % | -10.45 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 152.15 |
| Total PnL, % | 15.22 |
| Gross profit | 2192.85 |
| Gross loss | 1970.44 |
| Trading volume (USDT) | 208973.67 |
| Total transactions (buy/sell) | 146 |
| Total fees | 74.73 |
| Funding net | 4.48 |
| Funding accrued (received) | 28.50 |
| Funding paid | 24.02 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 145 |
| Win Trades | 78 |
| Los Trades | 67 |
| Win Rate, % | 53.79 |
| Expectancy per trade | 1.5338 |
| Max consecutive wins | 8 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 39.56 |
| Position max, % of margin balance | 121.50 |
| Max Drawdown | 519.29 |
| Max Drawdown, % | 35.72 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1129 |
| Recovery Factor (Total PnL / Max DD) | 0.2930 |
| Sharpe ratio (monthly) | 0.3980 |
| Sortino ratio (monthly) | 0.6072 |
| CAGR, % | 6.04 |
| Calmar ratio (CAGR / Max DD%) | 0.1691 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 222.40 | Fee: 74.73 | Vol: 208973.67
Realized PnL by Symbol
Details
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