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
1108.50
Total PnL
108.50 (10.85%)
Total Trades (Win/Los)
123 (65/58)
Win Rate
52.85%
Max Drawdown
470.80 (35.37%)
Total Fees
60.89
Position avg (max), %
38.06 (112.41)
Profit Factor
1.11
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 | -0.95% | 6.15% | 0.94% | 2.23% | 4.60% | -2.39% | 4.28% | 2.59% | 9.97% | -1.87% | 2.02% | -1.38% | 28.67% |
| 2025 | -13.63% | -4.98% | -2.01% | -6.48% | 4.22% | 3.44% | -10.18% | 7.16% | 3.47% | -3.25% | 8.13% | -2.72% | -17.82% |
| 2026 | -3.37% | -1.34% | 4.28% | 1.55% | 3.84% | 0.00% | — | — | — | — | — | — | 4.83% |
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 | 1108.50 |
| Min balance | 860.42 |
| Max balance | 1331.22 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.34 |
| Average monthly return (arithmetic), % | 0.48 |
| Best month, % | 9.97 |
| Worst month, % | -13.63 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 108.50 |
| Total PnL, % | 10.85 |
| Gross profit | 1756.16 |
| Gross loss | 1587.41 |
| Trading volume (USDT) | 170215.76 |
| Total transactions (buy/sell) | 124 |
| Total fees | 60.89 |
| Funding net | 0.64 |
| Funding accrued (received) | 24.60 |
| Funding paid | 23.97 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 123 |
| Win Trades | 65 |
| Los Trades | 58 |
| Win Rate, % | 52.85 |
| Expectancy per trade | 1.3719 |
| Max consecutive wins | 6 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 38.06 |
| Position max, % of margin balance | 112.41 |
| Max Drawdown | 470.80 |
| Max Drawdown, % | 35.37 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1063 |
| Recovery Factor (Total PnL / Max DD) | 0.2305 |
| Sharpe ratio (monthly) | 0.3236 |
| Sortino ratio (monthly) | 0.4513 |
| CAGR, % | 4.36 |
| Calmar ratio (CAGR / Max DD%) | 0.1232 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 168.75 | Fee: 60.89 | Vol: 170215.76
Realized PnL by Symbol
Details
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