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
1323.04
Total PnL
323.04 (32.30%)
Total Trades (Win/Los)
129 (68/61)
Win Rate
52.71%
Max Drawdown
667.68 (42.67%)
Total Fees
68.81
Position avg (max), %
34.98 (115.50)
Profit Factor
1.22
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 | 10.10% | 5.25% | 0.86% | 2.44% | 4.67% | -2.26% | 4.25% | 2.46% | 10.22% | -1.84% | 5.43% | -8.44% | 36.62% |
| 2025 | -14.90% | -4.79% | -2.31% | -6.66% | 4.23% | 8.49% | -9.25% | 10.20% | 3.60% | -3.45% | 8.10% | -2.62% | -12.02% |
| 2026 | 5.10% | -1.63% | 3.74% | -0.97% | 3.64% | 0.00% | — | — | — | — | — | — | 10.08% |
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 | 1323.04 |
| Min balance | 897.00 |
| Max balance | 1564.68 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.94 |
| Average monthly return (arithmetic), % | 1.12 |
| Best month, % | 10.22 |
| Worst month, % | -14.90 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 323.04 |
| Total PnL, % | 32.30 |
| Gross profit | 2144.71 |
| Gross loss | 1755.87 |
| Trading volume (USDT) | 192495.14 |
| Total transactions (buy/sell) | 130 |
| Total fees | 68.81 |
| Funding net | 3.02 |
| Funding accrued (received) | 26.48 |
| Funding paid | 23.46 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 129 |
| Win Trades | 68 |
| Los Trades | 61 |
| Win Rate, % | 52.71 |
| Expectancy per trade | 3.0142 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 34.98 |
| Position max, % of margin balance | 115.50 |
| Max Drawdown | 667.68 |
| Max Drawdown, % | 42.67 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2214 |
| Recovery Factor (Total PnL / Max DD) | 0.4838 |
| Sharpe ratio (monthly) | 0.6457 |
| Sortino ratio (monthly) | 0.9691 |
| CAGR, % | 12.29 |
| Calmar ratio (CAGR / Max DD%) | 0.2880 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 388.84 | Fee: 68.81 | Vol: 192495.14
Realized PnL by Symbol
Details
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}