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
1017.86
Total PnL
17.86 (1.79%)
Total Trades (Win/Los)
124 (65/59)
Win Rate
52.42%
Max Drawdown
608.23 (42.48%)
Total Fees
58.63
Position avg (max), %
40.37 (118.36)
Profit Factor
1.04
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% | 1.92% | 4.80% | -1.64% | 3.75% | 4.50% | 9.81% | 7.71% | 1.85% | -1.26% | 40.33% |
| 2025 | -20.78% | -5.35% | -2.61% | -7.84% | 4.16% | -6.04% | -9.84% | 6.91% | 6.32% | -3.67% | 8.32% | -3.08% | -31.74% |
| 2026 | -4.11% | -1.47% | 4.41% | 3.47% | 4.10% | 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 | 1017.86 |
| Min balance | 823.54 |
| Max balance | 1431.78 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.06 |
| Average monthly return (arithmetic), % | 0.27 |
| Best month, % | 9.81 |
| Worst month, % | -20.78 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 17.86 |
| Total PnL, % | 1.79 |
| Gross profit | 1746.69 |
| Gross loss | 1671.81 |
| Trading volume (USDT) | 163935.57 |
| Total transactions (buy/sell) | 125 |
| Total fees | 58.63 |
| Funding net | 1.60 |
| Funding accrued (received) | 25.49 |
| Funding paid | 23.88 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 124 |
| Win Trades | 65 |
| Los Trades | 59 |
| Win Rate, % | 52.42 |
| Expectancy per trade | 0.6039 |
| Max consecutive wins | 7 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 40.37 |
| Position max, % of margin balance | 118.36 |
| Max Drawdown | 608.23 |
| Max Drawdown, % | 42.48 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0448 |
| Recovery Factor (Total PnL / Max DD) | 0.0294 |
| Sharpe ratio (monthly) | 0.1479 |
| Sortino ratio (monthly) | 0.1909 |
| CAGR, % | 0.74 |
| Calmar ratio (CAGR / Max DD%) | 0.0173 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 74.88 | Fee: 58.63 | Vol: 163935.57
Realized PnL by Symbol
Details
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}