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
1548.12
Total PnL
548.12 (54.81%)
Total Trades (Win/Los)
129 (69/60)
Win Rate
53.49%
Max Drawdown
432.76 (28.23%)
Total Fees
76.62
Position avg (max), %
31.36 (118.86)
Profit Factor
1.35
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 | 14.01% | 3.96% | 0.84% | 3.26% | -0.11% | -5.82% | 3.58% | 4.70% | 9.97% | 7.74% | 1.73% | -8.96% | 38.17% |
| 2025 | -8.54% | -2.26% | 4.65% | -4.66% | 4.69% | 9.02% | -2.12% | 9.34% | -0.74% | -5.50% | 7.75% | -2.71% | 7.13% |
| 2026 | 6.10% | -10.55% | 4.87% | 3.91% | 1.13% | 0.00% | — | — | — | — | — | — | 4.59% |
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 | 1548.12 |
| Min balance | 999.74 |
| Max balance | 1615.85 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.47 |
| Average monthly return (arithmetic), % | 1.64 |
| Best month, % | 14.01 |
| Worst month, % | -10.55 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 548.12 |
| Total PnL, % | 54.81 |
| Gross profit | 2409.46 |
| Gross loss | 1789.50 |
| Trading volume (USDT) | 214401.98 |
| Total transactions (buy/sell) | 130 |
| Total fees | 76.62 |
| Funding net | 4.79 |
| Funding accrued (received) | 27.48 |
| Funding paid | 22.69 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 129 |
| Win Trades | 69 |
| Los Trades | 60 |
| Win Rate, % | 53.49 |
| Expectancy per trade | 4.8059 |
| Max consecutive wins | 6 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.36 |
| Position max, % of margin balance | 118.86 |
| Max Drawdown | 432.76 |
| Max Drawdown, % | 28.23 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3464 |
| Recovery Factor (Total PnL / Max DD) | 1.2666 |
| Sharpe ratio (monthly) | 0.9587 |
| Sortino ratio (monthly) | 1.6254 |
| CAGR, % | 19.84 |
| Calmar ratio (CAGR / Max DD%) | 0.7029 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 619.96 | Fee: 76.62 | Vol: 214401.98
Realized PnL by Symbol
Details
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}