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
1118.50
Total PnL
118.50 (11.85%)
Total Trades (Win/Los)
121 (65/56)
Win Rate
53.72%
Max Drawdown
545.81 (36.44%)
Total Fees
64.13
Position avg (max), %
35.65 (120.48)
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 | 14.26% | 5.20% | 0.82% | 4.06% | 4.15% | -5.78% | 4.38% | 2.57% | 10.08% | -0.91% | 1.79% | -10.74% | 31.31% |
| 2025 | -14.67% | -3.16% | 4.68% | -5.99% | 4.19% | 8.61% | -8.32% | 9.48% | -7.02% | -6.10% | 8.04% | -2.68% | -15.21% |
| 2026 | 5.05% | -11.10% | -0.30% | 3.85% | 3.89% | 0.00% | — | — | — | — | — | — | 0.46% |
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 | 1118.50 |
| Min balance | 951.85 |
| Max balance | 1497.66 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.37 |
| Average monthly return (arithmetic), % | 0.61 |
| Best month, % | 14.26 |
| Worst month, % | -14.67 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 118.50 |
| Total PnL, % | 11.85 |
| Gross profit | 1982.26 |
| Gross loss | 1805.18 |
| Trading volume (USDT) | 179384.53 |
| Total transactions (buy/sell) | 122 |
| Total fees | 64.13 |
| Funding net | 5.55 |
| Funding accrued (received) | 27.76 |
| Funding paid | 22.21 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 121 |
| Win Trades | 65 |
| Los Trades | 56 |
| Win Rate, % | 53.72 |
| Expectancy per trade | 1.4635 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 35.65 |
| Position max, % of margin balance | 120.48 |
| Max Drawdown | 545.81 |
| Max Drawdown, % | 36.44 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0981 |
| Recovery Factor (Total PnL / Max DD) | 0.2171 |
| Sharpe ratio (monthly) | 0.3096 |
| Sortino ratio (monthly) | 0.4395 |
| CAGR, % | 4.75 |
| Calmar ratio (CAGR / Max DD%) | 0.1302 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 177.08 | Fee: 64.13 | Vol: 179384.53
Realized PnL by Symbol
Details
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}