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
1036.24
Total PnL
36.24 (3.62%)
Total Trades (Win/Los)
124 (65/59)
Win Rate
52.42%
Max Drawdown
601.99 (41.80%)
Total Fees
59.25
Position avg (max), %
39.92 (118.36)
Profit Factor
1.06
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 | -3.26% | 6.02% | 0.97% | 2.10% | 4.84% | -1.67% | 3.75% | 4.86% | 9.96% | 7.66% | 1.84% | -1.25% | 41.18% |
| 2025 | -20.60% | -5.12% | -1.99% | -7.71% | 4.19% | -6.21% | -9.91% | 7.01% | 6.45% | -4.27% | 8.43% | -3.04% | -31.22% |
| 2026 | -3.34% | -1.44% | 4.39% | 3.53% | 3.67% | 0.00% | — | — | — | — | — | — | 6.73% |
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 | 1036.24 |
| Min balance | 838.23 |
| Max balance | 1440.22 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.12 |
| Average monthly return (arithmetic), % | 0.33 |
| Best month, % | 9.96 |
| Worst month, % | -20.60 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 36.24 |
| Total PnL, % | 3.62 |
| Gross profit | 1758.45 |
| Gross loss | 1663.90 |
| Trading volume (USDT) | 165667.56 |
| Total transactions (buy/sell) | 125 |
| Total fees | 59.25 |
| Funding net | 0.94 |
| Funding accrued (received) | 25.18 |
| Funding paid | 24.24 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 124 |
| Win Trades | 65 |
| Los Trades | 59 |
| Win Rate, % | 52.42 |
| Expectancy per trade | 0.7625 |
| Max consecutive wins | 7 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 39.92 |
| Position max, % of margin balance | 118.36 |
| Max Drawdown | 601.99 |
| Max Drawdown, % | 41.80 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0568 |
| Recovery Factor (Total PnL / Max DD) | 0.0602 |
| Sharpe ratio (monthly) | 0.1804 |
| Sortino ratio (monthly) | 0.2344 |
| CAGR, % | 1.49 |
| Calmar ratio (CAGR / Max DD%) | 0.0355 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 94.55 | Fee: 59.25 | Vol: 165667.56
Realized PnL by Symbol
Details
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}