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
1025.95
Total PnL
25.95 (2.60%)
Total Trades (Win/Los)
86 (47/39)
Win Rate
54.65%
Max Drawdown
506.85 (38.11%)
Total Fees
38.79
Position avg (max), %
37.99 (129.65)
Profit Factor
1.05
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 | 3.63% | 4.85% | 0.91% | 3.97% | 3.21% | 4.16% | 3.53% | -7.23% | 9.82% | -3.02% | 2.06% | -1.38% | 26.17% |
| 2025 | -23.48% | -6.32% | -3.20% | 6.54% | 3.93% | 2.51% | 4.29% | -5.43% | -7.06% | -6.80% | 8.17% | -8.63% | -33.49% |
| 2026 | 10.61% | -1.45% | 4.54% | 2.49% | 4.70% | 0.00% | — | — | — | — | — | — | 22.27% |
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 | 1025.95 |
| Min balance | 823.13 |
| Max balance | 1329.99 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.09 |
| Average monthly return (arithmetic), % | 0.33 |
| Best month, % | 10.61 |
| Worst month, % | -23.48 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 25.95 |
| Total PnL, % | 2.60 |
| Gross profit | 1329.81 |
| Gross loss | 1268.63 |
| Trading volume (USDT) | 108568.06 |
| Total transactions (buy/sell) | 87 |
| Total fees | 38.79 |
| Funding net | 3.57 |
| Funding accrued (received) | 24.80 |
| Funding paid | 21.23 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 86 |
| Win Trades | 47 |
| Los Trades | 39 |
| Win Rate, % | 54.65 |
| Expectancy per trade | 0.7113 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 37.99 |
| Position max, % of margin balance | 129.65 |
| Max Drawdown | 506.85 |
| Max Drawdown, % | 38.11 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0482 |
| Recovery Factor (Total PnL / Max DD) | 0.0512 |
| Sharpe ratio (monthly) | 0.1694 |
| Sortino ratio (monthly) | 0.2129 |
| CAGR, % | 1.07 |
| Calmar ratio (CAGR / Max DD%) | 0.0280 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 61.17 | Fee: 38.79 | Vol: 108568.06
Realized PnL by Symbol
Details
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}