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
1128.33
Total PnL
128.33 (12.83%)
Total Trades (Win/Los)
125 (66/59)
Win Rate
52.80%
Max Drawdown
551.61 (37.92%)
Total Fees
62.58
Position avg (max), %
39.71 (117.61)
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 | -2.80% | 5.99% | 0.96% | 2.00% | 4.83% | -1.66% | 4.16% | 4.71% | 10.21% | 7.67% | 1.82% | -1.19% | 42.40% |
| 2025 | -14.13% | -5.38% | -2.20% | -7.53% | 4.11% | -5.93% | -10.73% | 6.97% | 6.53% | -3.33% | 8.12% | -2.88% | -25.70% |
| 2026 | -3.40% | -1.44% | 4.38% | 3.45% | 3.75% | 0.00% | — | — | — | — | — | — | 6.65% |
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 | 1128.33 |
| Min balance | 902.92 |
| Max balance | 1454.53 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.40 |
| Average monthly return (arithmetic), % | 0.57 |
| Best month, % | 10.21 |
| Worst month, % | -14.13 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 128.33 |
| Total PnL, % | 12.83 |
| Gross profit | 1881.65 |
| Gross loss | 1692.04 |
| Trading volume (USDT) | 175003.40 |
| Total transactions (buy/sell) | 126 |
| Total fees | 62.58 |
| Funding net | 1.31 |
| Funding accrued (received) | 26.52 |
| Funding paid | 25.21 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 125 |
| Win Trades | 66 |
| Los Trades | 59 |
| Win Rate, % | 52.80 |
| Expectancy per trade | 1.5168 |
| Max consecutive wins | 7 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 39.71 |
| Position max, % of margin balance | 117.61 |
| Max Drawdown | 551.61 |
| Max Drawdown, % | 37.92 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1121 |
| Recovery Factor (Total PnL / Max DD) | 0.2326 |
| Sharpe ratio (monthly) | 0.3466 |
| Sortino ratio (monthly) | 0.4886 |
| CAGR, % | 5.13 |
| Calmar ratio (CAGR / Max DD%) | 0.1352 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 189.61 | Fee: 62.58 | Vol: 175003.40
Realized PnL by Symbol
Details
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}