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
1270.04
Total PnL
270.04 (27.00%)
Total Trades (Win/Los)
112 (58/54)
Win Rate
51.79%
Max Drawdown
427.34 (30.26%)
Total Fees
59.96
Position avg (max), %
33.82 (115.52)
Profit Factor
1.21
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% | 5.22% | 0.83% | 3.22% | 2.48% | -6.20% | 3.69% | -6.39% | 9.92% | 7.49% | 1.87% | -1.32% | 38.37% |
| 2025 | -14.65% | -4.88% | 4.60% | -5.38% | 4.01% | 2.84% | -3.17% | 9.13% | -7.42% | -6.24% | 8.17% | -2.86% | -17.16% |
| 2026 | 6.08% | -1.65% | 4.68% | 2.37% | -0.89% | 0.00% | — | — | — | — | — | — | 10.81% |
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 | 1270.04 |
| Min balance | 984.78 |
| Max balance | 1412.12 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.80 |
| Average monthly return (arithmetic), % | 0.99 |
| Best month, % | 14.01 |
| Worst month, % | -14.65 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 270.04 |
| Total PnL, % | 27.00 |
| Gross profit | 1862.94 |
| Gross loss | 1534.48 |
| Trading volume (USDT) | 167732.10 |
| Total transactions (buy/sell) | 113 |
| Total fees | 59.96 |
| Funding net | 1.53 |
| Funding accrued (received) | 25.07 |
| Funding paid | 23.54 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 112 |
| Win Trades | 58 |
| Los Trades | 54 |
| Win Rate, % | 51.79 |
| Expectancy per trade | 2.9327 |
| Max consecutive wins | 6 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.82 |
| Position max, % of margin balance | 115.52 |
| Max Drawdown | 427.34 |
| Max Drawdown, % | 30.26 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2141 |
| Recovery Factor (Total PnL / Max DD) | 0.6319 |
| Sharpe ratio (monthly) | 0.5620 |
| Sortino ratio (monthly) | 0.8682 |
| CAGR, % | 10.41 |
| Calmar ratio (CAGR / Max DD%) | 0.3438 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 328.46 | Fee: 59.96 | Vol: 167732.10
Realized PnL by Symbol
Details
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}