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
1246.07
Total PnL
246.07 (24.61%)
Total Trades (Win/Los)
86 (48/38)
Win Rate
55.81%
Max Drawdown
467.68 (35.27%)
Total Fees
39.98
Position avg (max), %
35.57 (130.41)
Profit Factor
1.23
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 | 3.31% | 4.86% | 0.91% | 3.98% | 3.20% | 4.12% | 3.54% | -7.25% | 9.85% | -2.99% | 2.06% | -1.39% | 25.80% |
| 2025 | -23.64% | -6.35% | 3.00% | 7.82% | 2.93% | 2.57% | 4.19% | 3.15% | -1.33% | -6.36% | 8.13% | -9.32% | -18.36% |
| 2026 | 10.39% | -1.67% | 4.52% | 2.40% | 4.44% | 0.00% | — | — | — | — | — | — | 21.33% |
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 | 1246.07 |
| Min balance | 858.27 |
| Max balance | 1325.94 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.74 |
| Average monthly return (arithmetic), % | 0.97 |
| Best month, % | 10.39 |
| Worst month, % | -23.64 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 246.07 |
| Total PnL, % | 24.61 |
| Gross profit | 1484.72 |
| Gross loss | 1205.94 |
| Trading volume (USDT) | 111980.77 |
| Total transactions (buy/sell) | 87 |
| Total fees | 39.98 |
| Funding net | 7.26 |
| Funding accrued (received) | 27.09 |
| Funding paid | 19.83 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 86 |
| Win Trades | 48 |
| Los Trades | 38 |
| Win Rate, % | 55.81 |
| Expectancy per trade | 3.2417 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 35.57 |
| Position max, % of margin balance | 130.41 |
| Max Drawdown | 467.68 |
| Max Drawdown, % | 35.27 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2312 |
| Recovery Factor (Total PnL / Max DD) | 0.5261 |
| Sharpe ratio (monthly) | 0.5118 |
| Sortino ratio (monthly) | 0.6525 |
| CAGR, % | 9.54 |
| Calmar ratio (CAGR / Max DD%) | 0.2704 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 278.79 | Fee: 39.98 | Vol: 111980.77
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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}