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
1359.00
Total PnL
359.00 (35.90%)
Total Trades (Win/Los)
141 (74/67)
Win Rate
52.48%
Max Drawdown
390.36 (25.81%)
Total Fees
84.71
Position avg (max), %
31.30 (121.08)
Profit Factor
1.22
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 | 14.07% | 4.15% | 0.83% | 3.25% | -0.04% | -5.80% | 3.68% | 4.62% | 9.83% | 8.01% | -2.22% | -6.18% | 37.51% |
| 2025 | -7.49% | -1.67% | 4.71% | -4.24% | 5.04% | -0.29% | -1.43% | 9.01% | -0.64% | -3.59% | 6.96% | -7.96% | -3.20% |
| 2026 | 6.07% | -10.42% | 5.31% | 3.94% | -1.83% | 0.00% | — | — | — | — | — | — | 2.10% |
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 | 1359.00 |
| Min balance | 1000.11 |
| Max balance | 1512.72 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.03 |
| Average monthly return (arithmetic), % | 1.19 |
| Best month, % | 14.07 |
| Worst month, % | -10.42 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 359.00 |
| Total PnL, % | 35.90 |
| Gross profit | 2468.48 |
| Gross loss | 2029.86 |
| Trading volume (USDT) | 236918.32 |
| Total transactions (buy/sell) | 142 |
| Total fees | 84.71 |
| Funding net | 5.10 |
| Funding accrued (received) | 26.82 |
| Funding paid | 21.72 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 141 |
| Win Trades | 74 |
| Los Trades | 67 |
| Win Rate, % | 52.48 |
| Expectancy per trade | 3.1108 |
| Max consecutive wins | 6 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.30 |
| Position max, % of margin balance | 121.08 |
| Max Drawdown | 390.36 |
| Max Drawdown, % | 25.81 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2161 |
| Recovery Factor (Total PnL / Max DD) | 0.9197 |
| Sharpe ratio (monthly) | 0.7206 |
| Sortino ratio (monthly) | 1.2168 |
| CAGR, % | 13.54 |
| Calmar ratio (CAGR / Max DD%) | 0.5249 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 438.62 | Fee: 84.71 | Vol: 236918.32
Realized PnL by Symbol
Details
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