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
1167.51
Total PnL
167.51 (16.75%)
Total Trades (Win/Los)
151 (79/72)
Win Rate
52.32%
Max Drawdown
515.79 (35.65%)
Total Fees
81.55
Position avg (max), %
36.58 (122.32)
Profit Factor
1.11
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 | 11.59% | 4.21% | 0.85% | 2.07% | 1.17% | -2.39% | 4.38% | 2.32% | 10.11% | -0.33% | -0.31% | -5.64% | 30.37% |
| 2025 | -12.68% | -2.12% | -2.05% | -5.07% | 0.04% | 7.33% | -5.74% | 9.72% | 6.98% | -1.38% | 7.09% | -2.42% | -2.71% |
| 2026 | 5.47% | -10.65% | -0.40% | -0.79% | -1.14% | 0.00% | — | — | — | — | — | — | -7.95% |
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 | 1167.51 |
| Min balance | 931.18 |
| Max balance | 1446.98 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.52 |
| Average monthly return (arithmetic), % | 0.67 |
| Best month, % | 11.59 |
| Worst month, % | -12.68 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 167.51 |
| Total PnL, % | 16.75 |
| Gross profit | 2379.14 |
| Gross loss | 2134.65 |
| Trading volume (USDT) | 228058.19 |
| Total transactions (buy/sell) | 152 |
| Total fees | 81.55 |
| Funding net | 4.57 |
| Funding accrued (received) | 28.00 |
| Funding paid | 23.43 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 151 |
| Win Trades | 79 |
| Los Trades | 72 |
| Win Rate, % | 52.32 |
| Expectancy per trade | 1.6191 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 36.58 |
| Position max, % of margin balance | 122.32 |
| Max Drawdown | 515.79 |
| Max Drawdown, % | 35.65 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1145 |
| Recovery Factor (Total PnL / Max DD) | 0.3248 |
| Sharpe ratio (monthly) | 0.4178 |
| Sortino ratio (monthly) | 0.6486 |
| CAGR, % | 6.62 |
| Calmar ratio (CAGR / Max DD%) | 0.1858 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 244.49 | Fee: 81.55 | Vol: 228058.19
Realized PnL by Symbol
Details
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