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
1182.35
Total PnL
182.35 (18.23%)
Total Trades (Win/Los)
103 (54/49)
Win Rate
52.43%
Max Drawdown
414.56 (31.29%)
Total Fees
51.35
Position avg (max), %
34.14 (113.78)
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 | 14.26% | 5.20% | 0.82% | 4.06% | 2.45% | -6.14% | 3.71% | -6.65% | 9.84% | -0.54% | 2.01% | -1.33% | 29.11% |
| 2025 | -14.62% | -5.02% | 4.58% | -5.76% | 4.08% | 2.84% | -3.29% | 3.50% | -6.98% | -6.34% | 7.94% | -2.92% | -21.83% |
| 2026 | 6.41% | -1.60% | 4.61% | 2.43% | 4.41% | 0.00% | — | — | — | — | — | — | 17.16% |
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 | 1182.35 |
| Min balance | 910.51 |
| Max balance | 1325.07 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.56 |
| Average monthly return (arithmetic), % | 0.73 |
| Best month, % | 14.26 |
| Worst month, % | -14.62 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 182.35 |
| Total PnL, % | 18.23 |
| Gross profit | 1640.52 |
| Gross loss | 1409.47 |
| Trading volume (USDT) | 143655.42 |
| Total transactions (buy/sell) | 104 |
| Total fees | 51.35 |
| Funding net | 2.64 |
| Funding accrued (received) | 24.08 |
| Funding paid | 21.44 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 103 |
| Win Trades | 54 |
| Los Trades | 49 |
| Win Rate, % | 52.43 |
| Expectancy per trade | 2.2432 |
| Max consecutive wins | 6 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 34.14 |
| Position max, % of margin balance | 113.78 |
| Max Drawdown | 414.56 |
| Max Drawdown, % | 31.29 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1639 |
| Recovery Factor (Total PnL / Max DD) | 0.4399 |
| Sharpe ratio (monthly) | 0.4336 |
| Sortino ratio (monthly) | 0.6432 |
| CAGR, % | 7.18 |
| Calmar ratio (CAGR / Max DD%) | 0.2296 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 231.05 | Fee: 51.35 | Vol: 143655.42
Realized PnL by Symbol
Details
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}