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
1083.83
Total PnL
83.83 (8.38%)
Total Trades (Win/Los)
107 (60/47)
Win Rate
56.07%
Max Drawdown
493.87 (42.38%)
Total Fees
44.24
Position avg (max), %
39.29 (119.25)
Profit Factor
1.09
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% | 4.83% | -3.00% | 4.41% | -6.91% | 10.06% | -3.94% | 2.36% | -2.12% | 9.39% |
| 2025 | -16.73% | -6.54% | -3.21% | -8.28% | 4.27% | 2.06% | -1.58% | 6.71% | 3.36% | -4.48% | 8.47% | -3.23% | -19.98% |
| 2026 | 10.53% | -1.40% | 4.56% | 4.59% | 3.88% | 0.00% | — | — | — | — | — | — | 23.83% |
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 | 1083.83 |
| Min balance | 671.45 |
| Max balance | 1165.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.27 |
| Average monthly return (arithmetic), % | 0.45 |
| Best month, % | 10.53 |
| Worst month, % | -16.73 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 83.83 |
| Total PnL, % | 8.38 |
| Gross profit | 1473.75 |
| Gross loss | 1348.24 |
| Trading volume (USDT) | 123780.21 |
| Total transactions (buy/sell) | 108 |
| Total fees | 44.24 |
| Funding net | 2.55 |
| Funding accrued (received) | 23.21 |
| Funding paid | 20.66 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 107 |
| Win Trades | 60 |
| Los Trades | 47 |
| Win Rate, % | 56.07 |
| Expectancy per trade | 1.1730 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 39.29 |
| Position max, % of margin balance | 119.25 |
| Max Drawdown | 493.87 |
| Max Drawdown, % | 42.38 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0931 |
| Recovery Factor (Total PnL / Max DD) | 0.1697 |
| Sharpe ratio (monthly) | 0.2627 |
| Sortino ratio (monthly) | 0.3665 |
| CAGR, % | 3.39 |
| Calmar ratio (CAGR / Max DD%) | 0.0800 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 125.51 | Fee: 44.24 | Vol: 123780.21
Realized PnL by Symbol
Details
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}