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
1067.03
Total PnL
67.03 (6.70%)
Total Trades (Win/Los)
108 (59/49)
Win Rate
54.63%
Max Drawdown
551.35 (45.76%)
Total Fees
44.46
Position avg (max), %
38.42 (128.06)
Profit Factor
1.08
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 | -1.95% | 4.97% | 0.96% | 1.67% | 4.83% | -3.29% | 4.42% | -7.16% | 10.00% | -3.92% | 5.90% | 1.19% | 17.60% |
| 2025 | -23.89% | -6.80% | -3.39% | -9.07% | 4.34% | 2.27% | -1.29% | 6.84% | 3.24% | -3.70% | 8.61% | -3.30% | -26.76% |
| 2026 | 10.57% | -1.42% | 4.06% | 5.46% | 3.56% | 0.00% | — | — | — | — | — | — | 23.89% |
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 | 1067.03 |
| Min balance | 653.39 |
| Max balance | 1204.74 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.22 |
| Average monthly return (arithmetic), % | 0.46 |
| Best month, % | 10.57 |
| Worst month, % | -23.89 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 67.03 |
| Total PnL, % | 6.70 |
| Gross profit | 1504.88 |
| Gross loss | 1396.21 |
| Trading volume (USDT) | 124428.95 |
| Total transactions (buy/sell) | 109 |
| Total fees | 44.46 |
| Funding net | 2.82 |
| Funding accrued (received) | 22.74 |
| Funding paid | 19.91 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 108 |
| Win Trades | 59 |
| Los Trades | 49 |
| Win Rate, % | 54.63 |
| Expectancy per trade | 1.0062 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 38.42 |
| Position max, % of margin balance | 128.06 |
| Max Drawdown | 551.35 |
| Max Drawdown, % | 45.76 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0778 |
| Recovery Factor (Total PnL / Max DD) | 0.1216 |
| Sharpe ratio (monthly) | 0.2369 |
| Sortino ratio (monthly) | 0.3036 |
| CAGR, % | 2.72 |
| Calmar ratio (CAGR / Max DD%) | 0.0595 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 108.67 | Fee: 44.46 | Vol: 124428.95
Realized PnL by Symbol
Details
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"p2p_bybit": null,
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}