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
1055.17
Total PnL
55.17 (5.52%)
Total Trades (Win/Los)
104 (58/46)
Win Rate
55.77%
Max Drawdown
501.55 (43.25%)
Total Fees
42.65
Position avg (max), %
38.91 (119.79)
Profit Factor
1.07
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% | 4.58% | -3.01% | 4.43% | -7.21% | 10.11% | -3.96% | 2.38% | -2.29% | 8.65% |
| 2025 | -16.73% | -7.27% | -3.37% | -8.60% | 3.17% | 1.63% | -1.30% | 6.84% | 3.25% | -3.73% | 8.46% | -3.32% | -21.40% |
| 2026 | 10.56% | -1.43% | 4.33% | 4.66% | 3.84% | 0.00% | — | — | — | — | — | — | 23.57% |
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 | 1055.17 |
| Min balance | 658.05 |
| Max balance | 1159.60 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.18 |
| Average monthly return (arithmetic), % | 0.36 |
| Best month, % | 10.56 |
| Worst month, % | -16.73 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 55.17 |
| Total PnL, % | 5.52 |
| Gross profit | 1420.38 |
| Gross loss | 1324.53 |
| Trading volume (USDT) | 119334.88 |
| Total transactions (buy/sell) | 105 |
| Total fees | 42.65 |
| Funding net | 1.96 |
| Funding accrued (received) | 22.36 |
| Funding paid | 20.40 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 104 |
| Win Trades | 58 |
| Los Trades | 46 |
| Win Rate, % | 55.77 |
| Expectancy per trade | 0.9217 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 38.91 |
| Position max, % of margin balance | 119.79 |
| Max Drawdown | 501.55 |
| Max Drawdown, % | 43.25 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0724 |
| Recovery Factor (Total PnL / Max DD) | 0.1100 |
| Sharpe ratio (monthly) | 0.2101 |
| Sortino ratio (monthly) | 0.2898 |
| CAGR, % | 2.25 |
| Calmar ratio (CAGR / Max DD%) | 0.0520 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 95.85 | Fee: 42.65 | Vol: 119334.88
Realized PnL by Symbol
Details
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}