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
1005.36
Total PnL
5.36 (0.54%)
Total Trades (Win/Los)
105 (57/48)
Win Rate
54.29%
Max Drawdown
539.49 (46.08%)
Total Fees
41.68
Position avg (max), %
38.19 (134.51)
Profit Factor
1.03
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 | -2.01% | 4.97% | 0.96% | 1.60% | 2.74% | -3.22% | 4.29% | -7.43% | 9.66% | -4.03% | 5.94% | 0.38% | 13.38% |
| 2025 | -24.72% | -6.43% | -3.20% | -8.19% | 3.31% | 1.81% | -1.69% | 6.77% | 3.12% | -4.52% | 8.37% | -3.15% | -28.59% |
| 2026 | 10.56% | -1.30% | 3.93% | 5.43% | 3.85% | 0.00% | — | — | — | — | — | — | 24.18% |
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 | 1005.36 |
| Min balance | 631.39 |
| Max balance | 1170.88 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.02 |
| Average monthly return (arithmetic), % | 0.26 |
| Best month, % | 10.56 |
| Worst month, % | -24.72 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 5.36 |
| Total PnL, % | 0.54 |
| Gross profit | 1423.44 |
| Gross loss | 1378.93 |
| Trading volume (USDT) | 116629.64 |
| Total transactions (buy/sell) | 106 |
| Total fees | 41.68 |
| Funding net | 2.53 |
| Funding accrued (received) | 21.71 |
| Funding paid | 19.18 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 105 |
| Win Trades | 57 |
| Los Trades | 48 |
| Win Rate, % | 54.29 |
| Expectancy per trade | 0.4239 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 38.19 |
| Position max, % of margin balance | 134.51 |
| Max Drawdown | 539.49 |
| Max Drawdown, % | 46.08 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0323 |
| Recovery Factor (Total PnL / Max DD) | 0.0099 |
| Sharpe ratio (monthly) | 0.1350 |
| Sortino ratio (monthly) | 0.1696 |
| CAGR, % | 0.22 |
| Calmar ratio (CAGR / Max DD%) | 0.0048 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 44.51 | Fee: 41.68 | Vol: 116629.64
Realized PnL by Symbol
Details
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"p2p_bybit": null,
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}