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
1042.88
Total PnL
42.88 (4.29%)
Total Trades (Win/Los)
105 (59/46)
Win Rate
56.19%
Max Drawdown
494.53 (43.49%)
Total Fees
41.90
Position avg (max), %
38.93 (119.25)
Profit Factor
1.06
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% | 2.94% | -3.24% | 4.33% | -7.63% | 9.76% | -4.18% | 2.45% | -2.12% | 5.77% |
| 2025 | -16.90% | -6.24% | -3.50% | -9.19% | 3.26% | 1.36% | -1.61% | 6.74% | 6.03% | -4.37% | 8.44% | -3.36% | -20.25% |
| 2026 | 10.37% | -1.45% | 4.49% | 4.72% | 3.89% | 0.00% | — | — | — | — | — | — | 23.64% |
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 | 1042.88 |
| Min balance | 642.61 |
| Max balance | 1137.14 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.14 |
| Average monthly return (arithmetic), % | 0.32 |
| Best month, % | 10.37 |
| Worst month, % | -16.90 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 42.88 |
| Total PnL, % | 4.29 |
| Gross profit | 1404.80 |
| Gross loss | 1321.88 |
| Trading volume (USDT) | 117260.15 |
| Total transactions (buy/sell) | 106 |
| Total fees | 41.90 |
| Funding net | 1.87 |
| Funding accrued (received) | 21.95 |
| Funding paid | 20.08 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 105 |
| Win Trades | 59 |
| Los Trades | 46 |
| Win Rate, % | 56.19 |
| Expectancy per trade | 0.7897 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 38.93 |
| Position max, % of margin balance | 119.25 |
| Max Drawdown | 494.53 |
| Max Drawdown, % | 43.49 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0627 |
| Recovery Factor (Total PnL / Max DD) | 0.0867 |
| Sharpe ratio (monthly) | 0.1875 |
| Sortino ratio (monthly) | 0.2570 |
| CAGR, % | 1.75 |
| Calmar ratio (CAGR / Max DD%) | 0.0403 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 82.92 | Fee: 41.90 | Vol: 117260.15
Realized PnL by Symbol
Details
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}