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
1365.62
Total PnL
365.62 (36.56%)
Total Trades (Win/Los)
102 (55/47)
Win Rate
53.92%
Max Drawdown
475.23 (32.28%)
Total Fees
53.92
Position avg (max), %
32.66 (115.91)
Profit Factor
1.30
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 | 5.73% | 5.30% | 0.89% | 3.25% | 3.54% | 4.12% | 3.31% | -6.60% | 10.08% | 7.90% | 1.80% | -1.17% | 44.18% |
| 2025 | -15.08% | -5.77% | 4.19% | -5.79% | 4.08% | 2.81% | -3.49% | 9.60% | -7.27% | -6.17% | 8.07% | -2.65% | -18.61% |
| 2026 | 6.22% | -1.81% | 4.43% | 2.46% | 4.30% | 0.00% | — | — | — | — | — | — | 16.38% |
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 | 1365.62 |
| Min balance | 950.14 |
| Max balance | 1472.30 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.04 |
| Average monthly return (arithmetic), % | 1.21 |
| Best month, % | 10.08 |
| Worst month, % | -15.08 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 365.62 |
| Total PnL, % | 36.56 |
| Gross profit | 1808.77 |
| Gross loss | 1390.72 |
| Trading volume (USDT) | 150907.38 |
| Total transactions (buy/sell) | 103 |
| Total fees | 53.92 |
| Funding net | 1.49 |
| Funding accrued (received) | 24.59 |
| Funding paid | 23.10 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 102 |
| Win Trades | 55 |
| Los Trades | 47 |
| Win Rate, % | 53.92 |
| Expectancy per trade | 4.0985 |
| Max consecutive wins | 9 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.66 |
| Position max, % of margin balance | 115.91 |
| Max Drawdown | 475.23 |
| Max Drawdown, % | 32.28 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3006 |
| Recovery Factor (Total PnL / Max DD) | 0.7693 |
| Sharpe ratio (monthly) | 0.7366 |
| Sortino ratio (monthly) | 1.0790 |
| CAGR, % | 13.77 |
| Calmar ratio (CAGR / Max DD%) | 0.4267 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 418.05 | Fee: 53.92 | Vol: 150907.38
Realized PnL by Symbol
Details
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}