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
1062.47
Total PnL
62.47 (6.25%)
Total Trades (Win/Los)
118 (66/52)
Win Rate
55.93%
Max Drawdown
651.51 (46.05%)
Total Fees
53.62
Position avg (max), %
40.75 (119.25)
Profit Factor
1.07
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 | -3.95% | 6.07% | 0.97% | 2.09% | 4.82% | -2.45% | 3.57% | 4.82% | 9.93% | 7.80% | 1.87% | -1.59% | 38.49% |
| 2025 | -21.92% | -10.39% | -3.10% | -8.38% | 4.23% | -6.09% | -1.78% | 6.97% | 6.36% | -3.82% | 8.27% | -2.00% | -30.65% |
| 2026 | -0.19% | -1.41% | 4.63% | 3.73% | 3.58% | 0.00% | — | — | — | — | — | — | 10.63% |
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 | 1062.47 |
| Min balance | 763.35 |
| Max balance | 1414.86 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.20 |
| Average monthly return (arithmetic), % | 0.42 |
| Best month, % | 9.93 |
| Worst month, % | -21.92 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 62.47 |
| Total PnL, % | 6.25 |
| Gross profit | 1717.39 |
| Gross loss | 1602.93 |
| Trading volume (USDT) | 149990.62 |
| Total transactions (buy/sell) | 119 |
| Total fees | 53.62 |
| Funding net | 1.62 |
| Funding accrued (received) | 25.33 |
| Funding paid | 23.71 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 118 |
| Win Trades | 66 |
| Los Trades | 52 |
| Win Rate, % | 55.93 |
| Expectancy per trade | 0.9701 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 40.75 |
| Position max, % of margin balance | 119.25 |
| Max Drawdown | 651.51 |
| Max Drawdown, % | 46.05 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0714 |
| Recovery Factor (Total PnL / Max DD) | 0.0959 |
| Sharpe ratio (monthly) | 0.2278 |
| Sortino ratio (monthly) | 0.2917 |
| CAGR, % | 2.54 |
| Calmar ratio (CAGR / Max DD%) | 0.0552 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 114.47 | Fee: 53.62 | Vol: 149990.62
Realized PnL by Symbol
Details
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