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
1069.24
Total PnL
69.24 (6.92%)
Total Trades (Win/Los)
121 (63/58)
Win Rate
52.07%
Max Drawdown
484.40 (37.14%)
Total Fees
57.03
Position avg (max), %
38.56 (116.51)
Profit Factor
1.08
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 | -2.03% | 6.20% | 0.95% | 1.98% | 4.76% | -2.41% | 4.33% | 2.60% | 9.88% | -4.11% | 2.09% | -1.28% | 24.46% |
| 2025 | -14.19% | -5.38% | -2.13% | -6.72% | 4.25% | 2.69% | -10.51% | 6.97% | 3.38% | -3.43% | 8.25% | -2.93% | -20.32% |
| 2026 | -3.50% | -1.35% | 4.27% | 4.93% | 3.53% | 0.00% | — | — | — | — | — | — | 7.83% |
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 | 1069.24 |
| Min balance | 819.88 |
| Max balance | 1304.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.22 |
| Average monthly return (arithmetic), % | 0.37 |
| Best month, % | 9.88 |
| Worst month, % | -14.19 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 69.24 |
| Total PnL, % | 6.92 |
| Gross profit | 1689.28 |
| Gross loss | 1563.45 |
| Trading volume (USDT) | 159448.96 |
| Total transactions (buy/sell) | 122 |
| Total fees | 57.03 |
| Funding net | 0.43 |
| Funding accrued (received) | 23.82 |
| Funding paid | 23.39 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 121 |
| Win Trades | 63 |
| Los Trades | 58 |
| Win Rate, % | 52.07 |
| Expectancy per trade | 1.0399 |
| Max consecutive wins | 6 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 38.56 |
| Position max, % of margin balance | 116.51 |
| Max Drawdown | 484.40 |
| Max Drawdown, % | 37.14 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0805 |
| Recovery Factor (Total PnL / Max DD) | 0.1429 |
| Sharpe ratio (monthly) | 0.2398 |
| Sortino ratio (monthly) | 0.3285 |
| CAGR, % | 2.81 |
| Calmar ratio (CAGR / Max DD%) | 0.0757 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 125.83 | Fee: 57.03 | Vol: 159448.96
Realized PnL by Symbol
Details
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}