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
1196.87
Total PnL
196.87 (19.69%)
Total Trades (Win/Los)
119 (63/56)
Win Rate
52.94%
Max Drawdown
432.77 (29.83%)
Total Fees
66.32
Position avg (max), %
34.17 (123.01)
Profit Factor
1.14
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% | -1.89% | 4.17% | 4.09% | -5.67% | 3.61% | 2.76% | 9.93% | -0.81% | 1.84% | -1.90% | 39.91% |
| 2025 | -14.24% | -3.38% | 4.69% | -5.86% | 3.92% | 8.45% | -2.01% | 9.39% | -7.33% | -6.00% | 7.95% | -2.42% | -9.47% |
| 2026 | 6.17% | -11.61% | 0.09% | 2.73% | -2.07% | 0.00% | — | — | — | — | — | — | -5.50% |
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 | 1196.87 |
| Min balance | 999.74 |
| Max balance | 1451.03 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.60 |
| Average monthly return (arithmetic), % | 0.80 |
| Best month, % | 14.26 |
| Worst month, % | -14.24 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 196.87 |
| Total PnL, % | 19.69 |
| Gross profit | 2077.53 |
| Gross loss | 1821.18 |
| Trading volume (USDT) | 185566.45 |
| Total transactions (buy/sell) | 120 |
| Total fees | 66.32 |
| Funding net | 6.84 |
| Funding accrued (received) | 28.99 |
| Funding paid | 22.15 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 119 |
| Win Trades | 63 |
| Los Trades | 56 |
| Win Rate, % | 52.94 |
| Expectancy per trade | 2.1542 |
| Max consecutive wins | 6 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 34.17 |
| Position max, % of margin balance | 123.01 |
| Max Drawdown | 432.77 |
| Max Drawdown, % | 29.83 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1408 |
| Recovery Factor (Total PnL / Max DD) | 0.4549 |
| Sharpe ratio (monthly) | 0.4394 |
| Sortino ratio (monthly) | 0.6631 |
| CAGR, % | 7.73 |
| Calmar ratio (CAGR / Max DD%) | 0.2590 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 256.36 | Fee: 66.32 | Vol: 185566.45
Realized PnL by Symbol
Details
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