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
1103.16
Total PnL
103.16 (10.32%)
Total Trades (Win/Los)
122 (62/60)
Win Rate
50.82%
Max Drawdown
506.29 (36.07%)
Total Fees
61.72
Position avg (max), %
37.08 (113.21)
Profit Factor
1.10
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 | 1.61% | 5.35% | 0.93% | 1.95% | 4.53% | -2.38% | 4.39% | 2.38% | 10.13% | -2.95% | 5.54% | 1.49% | 37.53% |
| 2025 | -14.74% | -5.56% | -2.31% | -6.66% | 4.23% | 2.71% | -11.10% | 7.19% | 3.49% | -3.09% | 8.03% | -2.65% | -21.00% |
| 2026 | -3.26% | -1.57% | 3.66% | -0.96% | 3.86% | 0.00% | — | — | — | — | — | — | 1.54% |
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 | 1103.16 |
| Min balance | 897.45 |
| Max balance | 1403.74 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.33 |
| Average monthly return (arithmetic), % | 0.48 |
| Best month, % | 10.13 |
| Worst month, % | -14.74 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 103.16 |
| Total PnL, % | 10.32 |
| Gross profit | 1843.18 |
| Gross loss | 1680.10 |
| Trading volume (USDT) | 172612.58 |
| Total transactions (buy/sell) | 123 |
| Total fees | 61.72 |
| Funding net | 1.82 |
| Funding accrued (received) | 25.37 |
| Funding paid | 23.55 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 122 |
| Win Trades | 62 |
| Los Trades | 60 |
| Win Rate, % | 50.82 |
| Expectancy per trade | 1.3367 |
| Max consecutive wins | 6 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 37.08 |
| Position max, % of margin balance | 113.21 |
| Max Drawdown | 506.29 |
| Max Drawdown, % | 36.07 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0971 |
| Recovery Factor (Total PnL / Max DD) | 0.2038 |
| Sharpe ratio (monthly) | 0.3077 |
| Sortino ratio (monthly) | 0.4176 |
| CAGR, % | 4.15 |
| Calmar ratio (CAGR / Max DD%) | 0.1151 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 163.07 | Fee: 61.72 | Vol: 172612.58
Realized PnL by Symbol
Details
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}