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
1099.33
Total PnL
99.33 (9.93%)
Total Trades (Win/Los)
92 (50/42)
Win Rate
54.35%
Max Drawdown
505.71 (37.52%)
Total Fees
43.32
Position avg (max), %
36.14 (125.47)
Profit Factor
1.10
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 | 4.92% | 5.04% | 0.90% | 3.91% | 3.56% | 4.14% | 3.32% | -7.51% | 10.01% | -2.41% | 2.02% | -1.70% | 28.20% |
| 2025 | -27.10% | -5.48% | 3.06% | 7.96% | 4.20% | 2.45% | 4.21% | 3.27% | -7.20% | -6.74% | 8.41% | -9.96% | -25.59% |
| 2026 | 4.47% | -1.54% | 4.43% | 2.46% | 4.72% | 0.00% | — | — | — | — | — | — | 15.24% |
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 | 1099.33 |
| Min balance | 842.06 |
| Max balance | 1347.77 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.32 |
| Average monthly return (arithmetic), % | 0.59 |
| Best month, % | 10.01 |
| Worst month, % | -27.10 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 99.33 |
| Total PnL, % | 9.93 |
| Gross profit | 1449.94 |
| Gross loss | 1313.65 |
| Trading volume (USDT) | 121235.51 |
| Total transactions (buy/sell) | 93 |
| Total fees | 43.32 |
| Funding net | 6.35 |
| Funding accrued (received) | 26.40 |
| Funding paid | 20.04 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 92 |
| Win Trades | 50 |
| Los Trades | 42 |
| Win Rate, % | 54.35 |
| Expectancy per trade | 1.4814 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 36.14 |
| Position max, % of margin balance | 125.47 |
| Max Drawdown | 505.71 |
| Max Drawdown, % | 37.52 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1038 |
| Recovery Factor (Total PnL / Max DD) | 0.1964 |
| Sharpe ratio (monthly) | 0.2916 |
| Sortino ratio (monthly) | 0.3512 |
| CAGR, % | 4.00 |
| Calmar ratio (CAGR / Max DD%) | 0.1066 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 136.29 | Fee: 43.32 | Vol: 121235.51
Realized PnL by Symbol
Details
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"signal": {
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},
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"zigzag": {
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"p2p_bybit": null,
"SmartProfit": null,
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}