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
1252.69
Total PnL
252.69 (25.27%)
Total Trades (Win/Los)
159 (82/77)
Win Rate
51.57%
Max Drawdown
508.50 (32.73%)
Total Fees
95.46
Position avg (max), %
38.15 (118.72)
Profit Factor
1.15
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 | 11.64% | 4.63% | 0.85% | 2.07% | 1.32% | 5.04% | 4.25% | 3.01% | 10.11% | 0.13% | -3.99% | -8.52% | 33.05% |
| 2025 | -5.76% | -1.69% | -0.70% | -4.74% | -0.59% | 8.07% | -5.27% | 9.91% | 6.75% | 0.26% | 6.21% | -2.54% | 8.61% |
| 2026 | 5.45% | -11.55% | -6.12% | -0.23% | -0.78% | 0.00% | — | — | — | — | — | — | -13.31% |
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 | 1252.69 |
| Min balance | 990.53 |
| Max balance | 1553.84 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.75 |
| Average monthly return (arithmetic), % | 0.91 |
| Best month, % | 11.64 |
| Worst month, % | -11.55 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 252.69 |
| Total PnL, % | 25.27 |
| Gross profit | 2633.47 |
| Gross loss | 2288.10 |
| Trading volume (USDT) | 266860.08 |
| Total transactions (buy/sell) | 160 |
| Total fees | 95.46 |
| Funding net | 2.79 |
| Funding accrued (received) | 30.59 |
| Funding paid | 27.81 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 159 |
| Win Trades | 82 |
| Los Trades | 77 |
| Win Rate, % | 51.57 |
| Expectancy per trade | 2.1721 |
| Max consecutive wins | 6 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 38.15 |
| Position max, % of margin balance | 118.72 |
| Max Drawdown | 508.50 |
| Max Drawdown, % | 32.73 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1509 |
| Recovery Factor (Total PnL / Max DD) | 0.4969 |
| Sharpe ratio (monthly) | 0.5663 |
| Sortino ratio (monthly) | 0.9158 |
| CAGR, % | 9.78 |
| Calmar ratio (CAGR / Max DD%) | 0.2988 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 345.36 | Fee: 95.46 | Vol: 266860.08
Realized PnL by Symbol
Details
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}