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
1235.02
Total PnL
235.02 (23.50%)
Total Trades (Win/Los)
118 (61/57)
Win Rate
51.69%
Max Drawdown
360.62 (23.71%)
Total Fees
68.40
Position avg (max), %
32.42 (119.29)
Profit Factor
1.17
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% | 5.22% | 0.83% | 3.22% | 2.48% | -6.21% | 3.75% | -4.73% | 9.75% | 7.30% | 1.85% | -1.91% | 39.48% |
| 2025 | -14.28% | -3.13% | 3.29% | 7.80% | 4.02% | 1.81% | -2.87% | 9.35% | -0.60% | -5.97% | 7.89% | -9.81% | -5.42% |
| 2026 | 4.69% | -11.31% | 0.01% | 2.35% | -1.50% | 0.00% | — | — | — | — | — | — | -6.38% |
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 | 1235.02 |
| Min balance | 999.74 |
| Max balance | 1520.82 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.71 |
| Average monthly return (arithmetic), % | 0.91 |
| Best month, % | 13.95 |
| Worst month, % | -14.28 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 235.02 |
| Total PnL, % | 23.50 |
| Gross profit | 2088.09 |
| Gross loss | 1790.99 |
| Trading volume (USDT) | 191350.16 |
| Total transactions (buy/sell) | 119 |
| Total fees | 68.40 |
| Funding net | 6.32 |
| Funding accrued (received) | 28.10 |
| Funding paid | 21.78 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 118 |
| Win Trades | 61 |
| Los Trades | 57 |
| Win Rate, % | 51.69 |
| Expectancy per trade | 2.5178 |
| Max consecutive wins | 6 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.42 |
| Position max, % of margin balance | 119.29 |
| Max Drawdown | 360.62 |
| Max Drawdown, % | 23.71 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1659 |
| Recovery Factor (Total PnL / Max DD) | 0.6517 |
| Sharpe ratio (monthly) | 0.4980 |
| Sortino ratio (monthly) | 0.7355 |
| CAGR, % | 9.13 |
| Calmar ratio (CAGR / Max DD%) | 0.3852 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 297.10 | Fee: 68.40 | Vol: 191350.16
Realized PnL by Symbol
Details
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