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
1087.22
Total PnL
87.22 (8.72%)
Total Trades (Win/Los)
132 (68/64)
Win Rate
51.52%
Max Drawdown
572.58 (40.30%)
Total Fees
67.84
Position avg (max), %
34.34 (120.44)
Profit Factor
1.08
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% | 9.98% | -0.33% | -3.94% | -9.25% | 20.21% |
| 2025 | -19.20% | -1.98% | 4.52% | -5.22% | 4.23% | 8.71% | -1.97% | 9.00% | -0.62% | -5.87% | 8.35% | -2.51% | -6.14% |
| 2026 | 5.17% | -10.44% | 0.23% | 2.74% | -0.65% | 0.00% | — | — | — | — | — | — | -3.64% |
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 | 1087.22 |
| Min balance | 848.31 |
| Max balance | 1420.90 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.28 |
| Average monthly return (arithmetic), % | 0.51 |
| Best month, % | 14.26 |
| Worst month, % | -19.20 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 87.22 |
| Total PnL, % | 8.72 |
| Gross profit | 2020.30 |
| Gross loss | 1871.60 |
| Trading volume (USDT) | 189753.96 |
| Total transactions (buy/sell) | 133 |
| Total fees | 67.84 |
| Funding net | 6.36 |
| Funding accrued (received) | 26.01 |
| Funding paid | 19.65 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 132 |
| Win Trades | 68 |
| Los Trades | 64 |
| Win Rate, % | 51.52 |
| Expectancy per trade | 1.1265 |
| Max consecutive wins | 6 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 34.34 |
| Position max, % of margin balance | 120.44 |
| Max Drawdown | 572.58 |
| Max Drawdown, % | 40.30 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0795 |
| Recovery Factor (Total PnL / Max DD) | 0.1523 |
| Sharpe ratio (monthly) | 0.2639 |
| Sortino ratio (monthly) | 0.3684 |
| CAGR, % | 3.52 |
| Calmar ratio (CAGR / Max DD%) | 0.0874 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 148.70 | Fee: 67.84 | Vol: 189753.96
Realized PnL by Symbol
Details
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}