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
1549.20
Total PnL
549.20 (54.92%)
Total Trades (Win/Los)
100 (54/46)
Win Rate
54.00%
Max Drawdown
374.45 (25.29%)
Total Fees
56.26
Position avg (max), %
31.93 (115.46)
Profit Factor
1.45
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 | 5.64% | 5.31% | 0.89% | 3.26% | 3.54% | 4.13% | 3.75% | -6.57% | 10.04% | 8.15% | 1.79% | -1.17% | 45.02% |
| 2025 | -14.99% | -5.34% | 3.26% | 8.38% | 3.96% | 2.94% | -2.42% | 9.28% | -7.33% | -6.22% | 7.91% | -3.24% | -6.73% |
| 2026 | 4.59% | -1.86% | 4.63% | 2.34% | 4.21% | 0.00% | — | — | — | — | — | — | 14.54% |
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 | 1549.20 |
| Min balance | 950.14 |
| Max balance | 1550.35 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.47 |
| Average monthly return (arithmetic), % | 1.63 |
| Best month, % | 10.04 |
| Worst month, % | -14.99 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 549.20 |
| Total PnL, % | 54.92 |
| Gross profit | 1939.58 |
| Gross loss | 1335.91 |
| Trading volume (USDT) | 157513.86 |
| Total transactions (buy/sell) | 101 |
| Total fees | 56.26 |
| Funding net | 1.79 |
| Funding accrued (received) | 26.10 |
| Funding paid | 24.31 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 100 |
| Win Trades | 54 |
| Los Trades | 46 |
| Win Rate, % | 54.00 |
| Expectancy per trade | 6.0367 |
| Max consecutive wins | 9 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.93 |
| Position max, % of margin balance | 115.46 |
| Max Drawdown | 374.45 |
| Max Drawdown, % | 25.29 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4519 |
| Recovery Factor (Total PnL / Max DD) | 1.4667 |
| Sharpe ratio (monthly) | 1.0107 |
| Sortino ratio (monthly) | 1.5268 |
| CAGR, % | 19.87 |
| Calmar ratio (CAGR / Max DD%) | 0.7859 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 603.67 | Fee: 56.26 | Vol: 157513.86
Realized PnL by Symbol
Details
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},
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"p2p_bybit": null,
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}