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
1209.84
Total PnL
209.84 (20.98%)
Total Trades (Win/Los)
131 (71/60)
Win Rate
54.20%
Max Drawdown
472.46 (33.20%)
Total Fees
69.39
Position avg (max), %
34.34 (118.12)
Profit Factor
1.15
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 | 14.26% | 3.95% | 0.83% | 4.11% | 0.02% | -5.75% | 4.41% | 2.52% | 10.14% | -0.33% | -4.62% | -8.84% | 20.08% |
| 2025 | -9.35% | -2.09% | 4.70% | -5.59% | 4.14% | 8.97% | -7.80% | 9.71% | -0.71% | -5.87% | 7.96% | -2.65% | -1.07% |
| 2026 | 5.27% | -10.52% | 0.26% | 3.78% | 3.92% | 0.00% | — | — | — | — | — | — | 1.85% |
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 | 1209.84 |
| Min balance | 950.44 |
| Max balance | 1422.90 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.64 |
| Average monthly return (arithmetic), % | 0.83 |
| Best month, % | 14.26 |
| Worst month, % | -10.52 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 209.84 |
| Total PnL, % | 20.98 |
| Gross profit | 2124.30 |
| Gross loss | 1851.52 |
| Trading volume (USDT) | 194130.28 |
| Total transactions (buy/sell) | 132 |
| Total fees | 69.39 |
| Funding net | 6.45 |
| Funding accrued (received) | 27.09 |
| Funding paid | 20.64 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 131 |
| Win Trades | 71 |
| Los Trades | 60 |
| Win Rate, % | 54.20 |
| Expectancy per trade | 2.0823 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 34.34 |
| Position max, % of margin balance | 118.12 |
| Max Drawdown | 472.46 |
| Max Drawdown, % | 33.20 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1473 |
| Recovery Factor (Total PnL / Max DD) | 0.4442 |
| Sharpe ratio (monthly) | 0.4633 |
| Sortino ratio (monthly) | 0.7250 |
| CAGR, % | 8.21 |
| Calmar ratio (CAGR / Max DD%) | 0.2472 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 272.78 | Fee: 69.39 | Vol: 194130.28
Realized PnL by Symbol
Details
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