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
1234.22
Total PnL
234.22 (23.42%)
Total Trades (Win/Los)
136 (71/65)
Win Rate
52.21%
Max Drawdown
579.59 (38.46%)
Total Fees
74.29
Position avg (max), %
32.92 (119.95)
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 | 14.26% | 4.15% | -0.92% | 4.17% | -0.05% | -5.84% | 3.71% | 4.71% | 10.02% | 8.02% | -3.50% | -9.25% | 30.63% |
| 2025 | -19.18% | -1.48% | 4.55% | -4.51% | 4.91% | 9.05% | -2.07% | 9.20% | -0.59% | -5.59% | 8.06% | -7.83% | -9.09% |
| 2026 | 6.37% | -10.20% | 4.78% | 3.98% | -0.13% | 0.00% | — | — | — | — | — | — | 3.93% |
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 | 1234.22 |
| Min balance | 927.27 |
| Max balance | 1506.87 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.70 |
| Average monthly return (arithmetic), % | 0.96 |
| Best month, % | 14.26 |
| Worst month, % | -19.18 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 234.22 |
| Total PnL, % | 23.42 |
| Gross profit | 2236.34 |
| Gross loss | 1934.21 |
| Trading volume (USDT) | 207798.13 |
| Total transactions (buy/sell) | 137 |
| Total fees | 74.29 |
| Funding net | 6.38 |
| Funding accrued (received) | 26.59 |
| Funding paid | 20.22 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 136 |
| Win Trades | 71 |
| Los Trades | 65 |
| Win Rate, % | 52.21 |
| Expectancy per trade | 2.2215 |
| Max consecutive wins | 6 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.92 |
| Position max, % of margin balance | 119.95 |
| Max Drawdown | 579.59 |
| Max Drawdown, % | 38.46 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1562 |
| Recovery Factor (Total PnL / Max DD) | 0.4041 |
| Sharpe ratio (monthly) | 0.4715 |
| Sortino ratio (monthly) | 0.6764 |
| CAGR, % | 9.11 |
| Calmar ratio (CAGR / Max DD%) | 0.2367 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 302.13 | Fee: 74.29 | Vol: 207798.13
Realized PnL by Symbol
Details
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}