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
1281.76
Total PnL
281.76 (28.18%)
Total Trades (Win/Los)
168 (88/80)
Win Rate
52.38%
Max Drawdown
588.97 (35.62%)
Total Fees
102.07
Position avg (max), %
37.10 (120.89)
Profit Factor
1.15
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 | 11.80% | 5.77% | 0.84% | 2.28% | 1.46% | 5.31% | 4.35% | 5.15% | 10.18% | 0.15% | -0.01% | -5.07% | 49.76% |
| 2025 | -3.15% | -0.86% | -12.96% | -5.17% | 0.02% | 8.21% | -10.43% | 10.21% | 6.67% | 0.52% | 6.24% | -7.97% | -11.23% |
| 2026 | 6.34% | -10.41% | 4.47% | -1.02% | -2.14% | 0.00% | — | — | — | — | — | — | -3.59% |
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 | 1281.76 |
| Min balance | 965.50 |
| Max balance | 1653.70 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.83 |
| Average monthly return (arithmetic), % | 1.03 |
| Best month, % | 11.80 |
| Worst month, % | -12.96 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 281.76 |
| Total PnL, % | 28.18 |
| Gross profit | 2895.75 |
| Gross loss | 2513.57 |
| Trading volume (USDT) | 285412.77 |
| Total transactions (buy/sell) | 169 |
| Total fees | 102.07 |
| Funding net | 1.66 |
| Funding accrued (received) | 29.81 |
| Funding paid | 28.15 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 168 |
| Win Trades | 88 |
| Los Trades | 80 |
| Win Rate, % | 52.38 |
| Expectancy per trade | 2.2749 |
| Max consecutive wins | 6 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 37.10 |
| Position max, % of margin balance | 120.89 |
| Max Drawdown | 588.97 |
| Max Drawdown, % | 35.62 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1520 |
| Recovery Factor (Total PnL / Max DD) | 0.4784 |
| Sharpe ratio (monthly) | 0.5720 |
| Sortino ratio (monthly) | 0.8562 |
| CAGR, % | 10.83 |
| Calmar ratio (CAGR / Max DD%) | 0.3040 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 382.18 | Fee: 102.07 | Vol: 285412.77
Realized PnL by Symbol
Details
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"p2p_bybit": null,
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}