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
1156.56
Total PnL
156.56 (15.66%)
Total Trades (Win/Los)
142 (69/73)
Win Rate
48.59%
Max Drawdown
453.44 (31.54%)
Total Fees
81.68
Position avg (max), %
33.03 (120.32)
Profit Factor
1.12
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% | 5.73% | 0.82% | 3.21% | 0.18% | -5.71% | 3.62% | -2.33% | 10.00% | 7.89% | -2.19% | -6.39% | 30.30% |
| 2025 | -19.28% | -0.53% | 3.23% | 8.42% | 5.00% | -0.43% | -2.74% | 8.80% | -0.72% | -3.77% | 7.10% | -13.64% | -12.16% |
| 2026 | 5.48% | -7.55% | 0.81% | 2.74% | 0.05% | 0.00% | — | — | — | — | — | — | 1.05% |
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 | 1156.56 |
| Min balance | 984.17 |
| Max balance | 1437.62 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.49 |
| Average monthly return (arithmetic), % | 0.73 |
| Best month, % | 14.01 |
| Worst month, % | -19.28 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 156.56 |
| Total PnL, % | 15.66 |
| Gross profit | 2165.20 |
| Gross loss | 1934.23 |
| Trading volume (USDT) | 228276.17 |
| Total transactions (buy/sell) | 143 |
| Total fees | 81.68 |
| Funding net | 7.27 |
| Funding accrued (received) | 27.20 |
| Funding paid | 19.92 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 142 |
| Win Trades | 69 |
| Los Trades | 73 |
| Win Rate, % | 48.59 |
| Expectancy per trade | 1.6265 |
| Max consecutive wins | 6 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.03 |
| Position max, % of margin balance | 120.32 |
| Max Drawdown | 453.44 |
| Max Drawdown, % | 31.54 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1194 |
| Recovery Factor (Total PnL / Max DD) | 0.3453 |
| Sharpe ratio (monthly) | 0.3694 |
| Sortino ratio (monthly) | 0.5134 |
| CAGR, % | 6.21 |
| Calmar ratio (CAGR / Max DD%) | 0.1968 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 230.96 | Fee: 81.68 | Vol: 228276.17
Realized PnL by Symbol
Details
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}