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
1413.63
Total PnL
413.63 (41.36%)
Total Trades (Win/Los)
131 (69/62)
Win Rate
52.67%
Max Drawdown
443.98 (29.08%)
Total Fees
77.37
Position avg (max), %
32.62 (121.27)
Profit Factor
1.25
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% | 4.23% | -0.92% | 4.17% | -0.11% | -5.84% | 3.59% | 4.63% | 10.02% | 7.75% | 1.74% | -9.03% | 37.49% |
| 2025 | -8.75% | -3.26% | 4.62% | -4.33% | 4.11% | 9.19% | -2.03% | 9.15% | -0.52% | -5.38% | 7.92% | -2.59% | 6.28% |
| 2026 | 6.18% | -11.21% | 0.26% | 2.72% | -0.35% | 0.00% | — | — | — | — | — | — | -3.25% |
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 | 1413.63 |
| Min balance | 999.74 |
| Max balance | 1588.58 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.16 |
| Average monthly return (arithmetic), % | 1.34 |
| Best month, % | 14.26 |
| Worst month, % | -11.21 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 413.63 |
| Total PnL, % | 41.36 |
| Gross profit | 2403.74 |
| Gross loss | 1920.42 |
| Trading volume (USDT) | 216474.64 |
| Total transactions (buy/sell) | 132 |
| Total fees | 77.37 |
| Funding net | 7.69 |
| Funding accrued (received) | 29.62 |
| Funding paid | 21.93 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 131 |
| Win Trades | 69 |
| Los Trades | 62 |
| Win Rate, % | 52.67 |
| Expectancy per trade | 3.6894 |
| Max consecutive wins | 6 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.62 |
| Position max, % of margin balance | 121.27 |
| Max Drawdown | 443.98 |
| Max Drawdown, % | 29.08 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2517 |
| Recovery Factor (Total PnL / Max DD) | 0.9316 |
| Sharpe ratio (monthly) | 0.7720 |
| Sortino ratio (monthly) | 1.2909 |
| CAGR, % | 15.41 |
| Calmar ratio (CAGR / Max DD%) | 0.5300 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 483.32 | Fee: 77.37 | Vol: 216474.64
Realized PnL by Symbol
Details
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