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
1564.26
Total PnL
564.26 (56.43%)
Total Trades (Win/Los)
154 (78/76)
Win Rate
50.65%
Max Drawdown
491.22 (29.92%)
Total Fees
99.51
Position avg (max), %
31.55 (114.71)
Profit Factor
1.32
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 | 14.11% | 6.07% | 0.82% | 3.40% | 0.59% | -5.68% | 3.74% | 5.15% | 10.12% | 8.95% | -2.09% | -5.71% | 44.62% |
| 2025 | 1.90% | 2.38% | -10.73% | -4.82% | 4.94% | -0.65% | -2.14% | 8.99% | -0.59% | 7.57% | 6.06% | -12.93% | -2.67% |
| 2026 | 8.94% | -7.25% | 5.80% | 4.06% | -0.10% | 0.00% | — | — | — | — | — | — | 11.13% |
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 | 1564.26 |
| Min balance | 989.98 |
| Max balance | 1656.36 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.50 |
| Average monthly return (arithmetic), % | 1.70 |
| Best month, % | 14.11 |
| Worst month, % | -12.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 564.26 |
| Total PnL, % | 56.43 |
| Gross profit | 2757.24 |
| Gross loss | 2096.35 |
| Trading volume (USDT) | 278203.73 |
| Total transactions (buy/sell) | 155 |
| Total fees | 99.51 |
| Funding net | 2.88 |
| Funding accrued (received) | 27.18 |
| Funding paid | 24.30 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 154 |
| Win Trades | 78 |
| Los Trades | 76 |
| Win Rate, % | 50.65 |
| Expectancy per trade | 4.2915 |
| Max consecutive wins | 6 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.55 |
| Position max, % of margin balance | 114.71 |
| Max Drawdown | 491.22 |
| Max Drawdown, % | 29.92 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3153 |
| Recovery Factor (Total PnL / Max DD) | 1.1487 |
| Sharpe ratio (monthly) | 0.9463 |
| Sortino ratio (monthly) | 1.5470 |
| CAGR, % | 20.36 |
| Calmar ratio (CAGR / Max DD%) | 0.6802 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 660.89 | Fee: 99.51 | Vol: 278203.73
Realized PnL by Symbol
Details
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}