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
1104.63
Total PnL
104.63 (10.46%)
Total Trades (Win/Los)
91 (50/41)
Win Rate
54.95%
Max Drawdown
565.62 (42.56%)
Total Fees
39.99
Position avg (max), %
34.64 (130.32)
Profit Factor
1.11
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 | 3.53% | 4.85% | 0.91% | 3.97% | 3.21% | 4.16% | 3.53% | -7.23% | 9.83% | -3.17% | 2.06% | -1.39% | 25.87% |
| 2025 | -23.63% | -6.35% | 3.80% | -7.52% | 4.22% | 2.33% | 4.27% | 2.90% | -6.99% | -6.73% | 8.09% | -2.34% | -28.06% |
| 2026 | 10.43% | -1.53% | 4.58% | 2.47% | 4.69% | 0.00% | — | — | — | — | — | — | 22.00% |
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 | 1104.63 |
| Min balance | 763.37 |
| Max balance | 1328.99 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.33 |
| Average monthly return (arithmetic), % | 0.57 |
| Best month, % | 10.43 |
| Worst month, % | -23.63 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 104.63 |
| Total PnL, % | 10.46 |
| Gross profit | 1423.87 |
| Gross loss | 1282.65 |
| Trading volume (USDT) | 111980.03 |
| Total transactions (buy/sell) | 92 |
| Total fees | 39.99 |
| Funding net | 3.40 |
| Funding accrued (received) | 22.82 |
| Funding paid | 19.41 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 91 |
| Win Trades | 50 |
| Los Trades | 41 |
| Win Rate, % | 54.95 |
| Expectancy per trade | 1.5519 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 34.64 |
| Position max, % of margin balance | 130.32 |
| Max Drawdown | 565.62 |
| Max Drawdown, % | 42.56 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1101 |
| Recovery Factor (Total PnL / Max DD) | 0.1850 |
| Sharpe ratio (monthly) | 0.2983 |
| Sortino ratio (monthly) | 0.3742 |
| CAGR, % | 4.21 |
| Calmar ratio (CAGR / Max DD%) | 0.0988 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 141.22 | Fee: 39.99 | Vol: 111980.03
Realized PnL by Symbol
Details
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}