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
1006.59
Total PnL
6.59 (0.66%)
Total Trades (Win/Los)
110 (58/52)
Win Rate
52.73%
Max Drawdown
442.74 (34.25%)
Total Fees
51.74
Position avg (max), %
36.90 (115.87)
Profit Factor
1.04
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 | 1.44% | 5.36% | 0.93% | 4.02% | 2.43% | -6.15% | 4.39% | 2.18% | 10.04% | -1.84% | 2.08% | -1.06% | 25.52% |
| 2025 | -15.11% | -4.75% | 4.56% | -7.38% | 4.26% | 3.38% | -8.73% | 7.15% | -7.45% | -6.70% | 8.41% | -2.59% | -24.73% |
| 2026 | -3.37% | -1.42% | 4.19% | 3.49% | 3.72% | 0.00% | — | — | — | — | — | — | 6.54% |
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 | 1006.59 |
| Min balance | 849.98 |
| Max balance | 1292.72 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.02 |
| Average monthly return (arithmetic), % | 0.18 |
| Best month, % | 10.04 |
| Worst month, % | -15.11 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 6.59 |
| Total PnL, % | 0.66 |
| Gross profit | 1561.86 |
| Gross loss | 1506.06 |
| Trading volume (USDT) | 144693.40 |
| Total transactions (buy/sell) | 111 |
| Total fees | 51.74 |
| Funding net | 2.53 |
| Funding accrued (received) | 24.04 |
| Funding paid | 21.50 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 110 |
| Win Trades | 58 |
| Los Trades | 52 |
| Win Rate, % | 52.73 |
| Expectancy per trade | 0.5072 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 36.90 |
| Position max, % of margin balance | 115.87 |
| Max Drawdown | 442.74 |
| Max Drawdown, % | 34.25 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0370 |
| Recovery Factor (Total PnL / Max DD) | 0.0149 |
| Sharpe ratio (monthly) | 0.1133 |
| Sortino ratio (monthly) | 0.1491 |
| CAGR, % | 0.27 |
| Calmar ratio (CAGR / Max DD%) | 0.0079 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 55.80 | Fee: 51.74 | Vol: 144693.40
Realized PnL by Symbol
Details
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}