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
1016.97
Total PnL
16.97 (1.70%)
Total Trades (Win/Los)
84 (46/38)
Win Rate
54.76%
Max Drawdown
486.97 (37.04%)
Total Fees
37.57
Position avg (max), %
36.67 (135.48)
Profit Factor
1.04
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 | 2.97% | 4.88% | 0.92% | 3.71% | 3.15% | 4.14% | 3.22% | -7.32% | 9.95% | -4.15% | 2.11% | -1.63% | 22.97% |
| 2025 | -24.69% | -6.28% | 2.99% | 8.10% | 3.03% | 2.58% | 4.18% | -5.53% | -8.28% | -7.18% | 8.11% | -9.77% | -32.12% |
| 2026 | 10.42% | -1.46% | 4.40% | 2.40% | 4.74% | 0.00% | — | — | — | — | — | — | 21.84% |
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 | 1016.97 |
| Min balance | 827.67 |
| Max balance | 1314.64 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.06 |
| Average monthly return (arithmetic), % | 0.32 |
| Best month, % | 10.42 |
| Worst month, % | -24.69 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 16.97 |
| Total PnL, % | 1.70 |
| Gross profit | 1320.66 |
| Gross loss | 1270.91 |
| Trading volume (USDT) | 105182.21 |
| Total transactions (buy/sell) | 85 |
| Total fees | 37.57 |
| Funding net | 4.78 |
| Funding accrued (received) | 24.69 |
| Funding paid | 19.91 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 84 |
| Win Trades | 46 |
| Los Trades | 38 |
| Win Rate, % | 54.76 |
| Expectancy per trade | 0.5923 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 36.67 |
| Position max, % of margin balance | 135.48 |
| Max Drawdown | 486.97 |
| Max Drawdown, % | 37.04 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0391 |
| Recovery Factor (Total PnL / Max DD) | 0.0348 |
| Sharpe ratio (monthly) | 0.1596 |
| Sortino ratio (monthly) | 0.1974 |
| CAGR, % | 0.70 |
| Calmar ratio (CAGR / Max DD%) | 0.0189 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 49.75 | Fee: 37.57 | Vol: 105182.21
Realized PnL by Symbol
Details
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"bybit_transfer_profit": "",
"signal": {
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}
},
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"zigzag": {
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"mz": null,
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"p2p_bybit": null,
"SmartProfit": null,
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}