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
1005.56
Total PnL
5.56 (0.56%)
Total Trades (Win/Los)
102 (53/49)
Win Rate
51.96%
Max Drawdown
472.34 (35.74%)
Total Fees
48.92
Position avg (max), %
35.29 (114.52)
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% | 3.52% | 4.01% | 4.31% | -6.64% | 9.82% | -2.01% | 2.04% | -1.39% | 27.40% |
| 2025 | -14.82% | -5.59% | 4.60% | -6.88% | 4.14% | 2.84% | -3.47% | 0.78% | -7.42% | -6.75% | 8.34% | -2.80% | -25.81% |
| 2026 | -3.43% | -1.48% | 4.44% | 2.42% | 4.53% | 0.00% | — | — | — | — | — | — | 6.38% |
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 | 1005.56 |
| Min balance | 849.20 |
| Max balance | 1321.55 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.02 |
| Average monthly return (arithmetic), % | 0.16 |
| Best month, % | 9.82 |
| Worst month, % | -14.82 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 5.56 |
| Total PnL, % | 0.56 |
| Gross profit | 1517.71 |
| Gross loss | 1465.14 |
| Trading volume (USDT) | 136829.13 |
| Total transactions (buy/sell) | 103 |
| Total fees | 48.92 |
| Funding net | 1.91 |
| Funding accrued (received) | 23.12 |
| Funding paid | 21.21 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 102 |
| Win Trades | 53 |
| Los Trades | 49 |
| Win Rate, % | 51.96 |
| Expectancy per trade | 0.5154 |
| Max consecutive wins | 12 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 35.29 |
| Position max, % of margin balance | 114.52 |
| Max Drawdown | 472.34 |
| Max Drawdown, % | 35.74 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0359 |
| Recovery Factor (Total PnL / Max DD) | 0.0118 |
| Sharpe ratio (monthly) | 0.1063 |
| Sortino ratio (monthly) | 0.1402 |
| CAGR, % | 0.23 |
| Calmar ratio (CAGR / Max DD%) | 0.0064 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 52.57 | Fee: 48.92 | Vol: 136829.13
Realized PnL by Symbol
Details
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}