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
1034.90
Total PnL
34.90 (3.49%)
Total Trades (Win/Los)
108 (59/49)
Win Rate
54.63%
Max Drawdown
554.82 (46.20%)
Total Fees
43.91
Position avg (max), %
38.68 (129.14)
Profit Factor
1.05
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% | 4.30% | -3.17% | 4.40% | -7.13% | 10.04% | -3.93% | 5.92% | 0.90% | 16.87% |
| 2025 | -24.04% | -6.85% | -3.42% | -9.15% | 4.38% | 1.64% | -1.31% | 6.68% | 3.29% | -4.52% | 8.50% | -3.52% | -28.40% |
| 2026 | 10.45% | -1.46% | 3.77% | 5.39% | 3.92% | 0.00% | — | — | — | — | — | — | 23.69% |
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 | 1034.90 |
| Min balance | 646.01 |
| Max balance | 1200.83 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.11 |
| Average monthly return (arithmetic), % | 0.36 |
| Best month, % | 10.45 |
| Worst month, % | -24.04 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 34.90 |
| Total PnL, % | 3.49 |
| Gross profit | 1476.25 |
| Gross loss | 1400.08 |
| Trading volume (USDT) | 122886.03 |
| Total transactions (buy/sell) | 109 |
| Total fees | 43.91 |
| Funding net | 2.64 |
| Funding accrued (received) | 22.56 |
| Funding paid | 19.92 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 108 |
| Win Trades | 59 |
| Los Trades | 49 |
| Win Rate, % | 54.63 |
| Expectancy per trade | 0.7052 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 38.68 |
| Position max, % of margin balance | 129.14 |
| Max Drawdown | 554.82 |
| Max Drawdown, % | 46.20 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0544 |
| Recovery Factor (Total PnL / Max DD) | 0.0629 |
| Sharpe ratio (monthly) | 0.1844 |
| Sortino ratio (monthly) | 0.2345 |
| CAGR, % | 1.43 |
| Calmar ratio (CAGR / Max DD%) | 0.0310 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 76.16 | Fee: 43.91 | Vol: 122886.03
Realized PnL by Symbol
Details
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"p2p_bybit": null,
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}