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
1282.47
Total PnL
282.47 (28.25%)
Total Trades (Win/Los)
156 (80/76)
Win Rate
51.28%
Max Drawdown
464.72 (29.16%)
Total Fees
96.42
Position avg (max), %
34.07 (116.78)
Profit Factor
1.16
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 | 14.11% | 5.50% | -0.91% | 4.12% | 0.41% | -5.75% | 3.65% | 4.32% | 10.07% | 8.40% | -2.01% | 0.57% | 49.44% |
| 2025 | -3.53% | -0.31% | -8.25% | -4.09% | 5.00% | -1.06% | -0.54% | 8.75% | -0.54% | 5.26% | 6.78% | -8.08% | -2.28% |
| 2026 | 6.18% | -7.91% | -12.00% | 3.60% | -1.48% | 0.00% | — | — | — | — | — | — | -12.18% |
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 | 1282.47 |
| Min balance | 1000.11 |
| Max balance | 1628.35 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.83 |
| Average monthly return (arithmetic), % | 1.01 |
| Best month, % | 14.11 |
| Worst month, % | -12.00 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 282.47 |
| Total PnL, % | 28.25 |
| Gross profit | 2772.56 |
| Gross loss | 2398.82 |
| Trading volume (USDT) | 269639.91 |
| Total transactions (buy/sell) | 157 |
| Total fees | 96.42 |
| Funding net | 5.14 |
| Funding accrued (received) | 29.70 |
| Funding paid | 24.56 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 156 |
| Win Trades | 80 |
| Los Trades | 76 |
| Win Rate, % | 51.28 |
| Expectancy per trade | 2.3958 |
| Max consecutive wins | 6 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 34.07 |
| Position max, % of margin balance | 116.78 |
| Max Drawdown | 464.72 |
| Max Drawdown, % | 29.16 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1558 |
| Recovery Factor (Total PnL / Max DD) | 0.6078 |
| Sharpe ratio (monthly) | 0.5884 |
| Sortino ratio (monthly) | 0.9439 |
| CAGR, % | 10.85 |
| Calmar ratio (CAGR / Max DD%) | 0.3721 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 373.74 | Fee: 96.42 | Vol: 269639.91
Realized PnL by Symbol
Details
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}