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
1159.88
Total PnL
159.88 (15.99%)
Total Trades (Win/Los)
116 (66/50)
Win Rate
56.90%
Max Drawdown
566.43 (40.20%)
Total Fees
54.89
Position avg (max), %
40.32 (120.50)
Profit Factor
1.13
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 | -4.47% | 6.10% | 0.98% | 2.10% | 4.85% | -2.49% | 3.85% | 4.60% | 9.98% | 7.80% | 1.88% | -1.64% | 37.86% |
| 2025 | -17.08% | -6.61% | -3.02% | -8.24% | 4.13% | -6.01% | -1.99% | 6.92% | 6.31% | -3.75% | 8.20% | -2.53% | -23.72% |
| 2026 | -0.22% | -1.63% | 4.55% | 3.46% | 3.91% | 0.00% | — | — | — | — | — | — | 10.30% |
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 | 1159.88 |
| Min balance | 842.78 |
| Max balance | 1409.21 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.50 |
| Average monthly return (arithmetic), % | 0.66 |
| Best month, % | 9.98 |
| Worst month, % | -17.08 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 159.88 |
| Total PnL, % | 15.99 |
| Gross profit | 1790.57 |
| Gross loss | 1577.94 |
| Trading volume (USDT) | 153574.92 |
| Total transactions (buy/sell) | 117 |
| Total fees | 54.89 |
| Funding net | 2.15 |
| Funding accrued (received) | 26.65 |
| Funding paid | 24.50 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 116 |
| Win Trades | 66 |
| Los Trades | 50 |
| Win Rate, % | 56.90 |
| Expectancy per trade | 1.8329 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 40.32 |
| Position max, % of margin balance | 120.50 |
| Max Drawdown | 566.43 |
| Max Drawdown, % | 40.20 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1347 |
| Recovery Factor (Total PnL / Max DD) | 0.2823 |
| Sharpe ratio (monthly) | 0.4030 |
| Sortino ratio (monthly) | 0.5608 |
| CAGR, % | 6.33 |
| Calmar ratio (CAGR / Max DD%) | 0.1576 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 212.62 | Fee: 54.89 | Vol: 153574.92
Realized PnL by Symbol
Details
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