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
1243.27
Total PnL
243.27 (24.33%)
Total Trades (Win/Los)
95 (51/44)
Win Rate
53.68%
Max Drawdown
347.59 (25.60%)
Total Fees
49.15
Position avg (max), %
35.03 (116.17)
Profit Factor
1.21
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% | 3.88% | 3.47% | 4.10% | 3.29% | -7.45% | 10.13% | -1.28% | 1.98% | -1.30% | 31.37% |
| 2025 | -14.76% | -5.52% | 3.19% | 8.11% | 4.06% | 2.71% | -2.81% | 3.77% | -7.32% | -6.24% | 8.02% | -9.61% | -17.84% |
| 2026 | 4.78% | -1.68% | 4.53% | 2.41% | 4.45% | 0.00% | — | — | — | — | — | — | 15.19% |
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 | 1243.27 |
| Min balance | 950.14 |
| Max balance | 1357.63 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.73 |
| Average monthly return (arithmetic), % | 0.89 |
| Best month, % | 10.13 |
| Worst month, % | -14.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 243.27 |
| Total PnL, % | 24.33 |
| Gross profit | 1635.49 |
| Gross loss | 1347.40 |
| Trading volume (USDT) | 137555.50 |
| Total transactions (buy/sell) | 96 |
| Total fees | 49.15 |
| Funding net | 4.33 |
| Funding accrued (received) | 26.96 |
| Funding paid | 22.62 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 95 |
| Win Trades | 51 |
| Los Trades | 44 |
| Win Rate, % | 53.68 |
| Expectancy per trade | 3.0325 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 35.03 |
| Position max, % of margin balance | 116.17 |
| Max Drawdown | 347.59 |
| Max Drawdown, % | 25.60 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2138 |
| Recovery Factor (Total PnL / Max DD) | 0.6999 |
| Sharpe ratio (monthly) | 0.5491 |
| Sortino ratio (monthly) | 0.7541 |
| CAGR, % | 9.44 |
| Calmar ratio (CAGR / Max DD%) | 0.3686 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 288.09 | Fee: 49.15 | Vol: 137555.50
Realized PnL by Symbol
Details
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}