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
1188.60
Total PnL
188.60 (18.86%)
Total Trades (Win/Los)
125 (68/57)
Win Rate
54.40%
Max Drawdown
546.57 (36.44%)
Total Fees
65.07
Position avg (max), %
39.46 (115.34)
Profit Factor
1.15
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 | -1.57% | 6.19% | 0.95% | 2.24% | 4.48% | -1.88% | 5.47% | 5.95% | 9.85% | 7.74% | 1.76% | -1.28% | 46.92% |
| 2025 | -13.93% | -4.93% | -2.23% | -7.16% | 4.21% | -5.43% | -10.55% | 7.18% | 6.53% | -3.04% | 8.00% | -2.73% | -23.86% |
| 2026 | -3.71% | -1.43% | 4.17% | 3.47% | 3.86% | 0.00% | — | — | — | — | — | — | 6.26% |
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 | 1188.60 |
| Min balance | 941.64 |
| Max balance | 1499.72 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.58 |
| Average monthly return (arithmetic), % | 0.74 |
| Best month, % | 9.85 |
| Worst month, % | -13.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 188.60 |
| Total PnL, % | 18.86 |
| Gross profit | 1951.78 |
| Gross loss | 1699.14 |
| Trading volume (USDT) | 181967.82 |
| Total transactions (buy/sell) | 126 |
| Total fees | 65.07 |
| Funding net | 1.03 |
| Funding accrued (received) | 27.21 |
| Funding paid | 26.18 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 125 |
| Win Trades | 68 |
| Los Trades | 57 |
| Win Rate, % | 54.40 |
| Expectancy per trade | 2.0211 |
| Max consecutive wins | 8 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 39.46 |
| Position max, % of margin balance | 115.34 |
| Max Drawdown | 546.57 |
| Max Drawdown, % | 36.44 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1487 |
| Recovery Factor (Total PnL / Max DD) | 0.3451 |
| Sharpe ratio (monthly) | 0.4551 |
| Sortino ratio (monthly) | 0.6568 |
| CAGR, % | 7.42 |
| Calmar ratio (CAGR / Max DD%) | 0.2035 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 252.64 | Fee: 65.07 | Vol: 181967.82
Realized PnL by Symbol
Details
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}