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
1191.82
Total PnL
191.82 (19.18%)
Total Trades (Win/Los)
137 (72/65)
Win Rate
52.55%
Max Drawdown
476.53 (34.95%)
Total Fees
70.53
Position avg (max), %
35.27 (119.32)
Profit Factor
1.14
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 | -0.46% | 5.27% | 0.95% | 2.24% | 0.59% | -2.54% | 4.42% | 2.38% | 10.21% | -0.94% | 5.32% | -5.97% | 22.56% |
| 2025 | -8.77% | -3.17% | -1.93% | -6.29% | 4.21% | 8.26% | -7.54% | 9.70% | 6.93% | -2.88% | 8.13% | -2.58% | 1.64% |
| 2026 | 5.22% | -11.02% | -0.83% | -0.90% | 3.98% | 0.00% | — | — | — | — | — | — | -4.32% |
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 | 1191.82 |
| Min balance | 886.90 |
| Max balance | 1363.43 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.59 |
| Average monthly return (arithmetic), % | 0.73 |
| Best month, % | 10.21 |
| Worst month, % | -11.02 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 191.82 |
| Total PnL, % | 19.18 |
| Gross profit | 2121.25 |
| Gross loss | 1864.20 |
| Trading volume (USDT) | 197268.57 |
| Total transactions (buy/sell) | 138 |
| Total fees | 70.53 |
| Funding net | 5.30 |
| Funding accrued (received) | 26.34 |
| Funding paid | 21.04 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 137 |
| Win Trades | 72 |
| Los Trades | 65 |
| Win Rate, % | 52.55 |
| Expectancy per trade | 1.8763 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 35.27 |
| Position max, % of margin balance | 119.32 |
| Max Drawdown | 476.53 |
| Max Drawdown, % | 34.95 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1379 |
| Recovery Factor (Total PnL / Max DD) | 0.4025 |
| Sharpe ratio (monthly) | 0.4692 |
| Sortino ratio (monthly) | 0.7260 |
| CAGR, % | 7.54 |
| Calmar ratio (CAGR / Max DD%) | 0.2157 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 257.05 | Fee: 70.53 | Vol: 197268.57
Realized PnL by Symbol
Details
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