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
1421.04
Total PnL
421.04 (42.10%)
Total Trades (Win/Los)
122 (64/58)
Win Rate
52.46%
Max Drawdown
401.53 (25.21%)
Total Fees
77.03
Position avg (max), %
32.12 (121.21)
Profit Factor
1.26
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 | 13.95% | 4.18% | 0.83% | 3.26% | 4.07% | -5.92% | 3.63% | 4.80% | 10.01% | 7.39% | 1.66% | -2.02% | 54.65% |
| 2025 | -14.96% | -3.36% | 3.33% | 8.68% | 4.01% | 2.18% | -2.22% | 9.43% | -0.67% | -5.34% | 7.62% | -9.59% | -3.98% |
| 2026 | 4.52% | -11.20% | 0.26% | 2.71% | 0.13% | 0.00% | — | — | — | — | — | — | -4.30% |
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 | 1421.04 |
| Min balance | 999.74 |
| Max balance | 1706.88 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.18 |
| Average monthly return (arithmetic), % | 1.38 |
| Best month, % | 13.95 |
| Worst month, % | -14.96 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 421.04 |
| Total PnL, % | 42.10 |
| Gross profit | 2367.35 |
| Gross loss | 1875.90 |
| Trading volume (USDT) | 215516.76 |
| Total transactions (buy/sell) | 123 |
| Total fees | 77.03 |
| Funding net | 6.62 |
| Funding accrued (received) | 30.35 |
| Funding paid | 23.72 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 122 |
| Win Trades | 64 |
| Los Trades | 58 |
| Win Rate, % | 52.46 |
| Expectancy per trade | 4.0283 |
| Max consecutive wins | 6 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.12 |
| Position max, % of margin balance | 121.21 |
| Max Drawdown | 401.53 |
| Max Drawdown, % | 25.21 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2620 |
| Recovery Factor (Total PnL / Max DD) | 1.0486 |
| Sharpe ratio (monthly) | 0.7603 |
| Sortino ratio (monthly) | 1.1414 |
| CAGR, % | 15.66 |
| Calmar ratio (CAGR / Max DD%) | 0.6214 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 491.45 | Fee: 77.03 | Vol: 215516.76
Realized PnL by Symbol
Details
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