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
1443.59
Total PnL
443.59 (44.36%)
Total Trades (Win/Los)
109 (60/49)
Win Rate
55.05%
Max Drawdown
453.17 (30.91%)
Total Fees
59.09
Position avg (max), %
32.78 (115.97)
Profit Factor
1.34
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% | 2.45% | -6.14% | 4.29% | 2.73% | 9.82% | -0.53% | 1.82% | -1.18% | 42.81% |
| 2025 | -14.91% | -5.00% | 4.67% | -6.59% | 4.15% | 8.75% | -2.14% | 9.15% | -7.41% | -6.37% | 8.12% | -2.58% | -12.68% |
| 2026 | 5.21% | -1.67% | 4.54% | 2.44% | 4.48% | 0.00% | — | — | — | — | — | — | 15.77% |
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 | 1443.59 |
| Min balance | 999.74 |
| Max balance | 1465.96 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.23 |
| Average monthly return (arithmetic), % | 1.42 |
| Best month, % | 14.26 |
| Worst month, % | -14.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 443.59 |
| Total PnL, % | 44.36 |
| Gross profit | 1994.60 |
| Gross loss | 1493.56 |
| Trading volume (USDT) | 165419.71 |
| Total transactions (buy/sell) | 110 |
| Total fees | 59.09 |
| Funding net | 1.65 |
| Funding accrued (received) | 25.60 |
| Funding paid | 23.95 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 109 |
| Win Trades | 60 |
| Los Trades | 49 |
| Win Rate, % | 55.05 |
| Expectancy per trade | 4.5966 |
| Max consecutive wins | 6 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.78 |
| Position max, % of margin balance | 115.97 |
| Max Drawdown | 453.17 |
| Max Drawdown, % | 30.91 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3355 |
| Recovery Factor (Total PnL / Max DD) | 0.9789 |
| Sharpe ratio (monthly) | 0.8107 |
| Sortino ratio (monthly) | 1.2812 |
| CAGR, % | 16.42 |
| Calmar ratio (CAGR / Max DD%) | 0.5312 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 501.03 | Fee: 59.09 | Vol: 165419.71
Realized PnL by Symbol
Details
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