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
1011.26
Total PnL
11.26 (1.13%)
Total Trades (Win/Los)
84 (46/38)
Win Rate
54.76%
Max Drawdown
484.75 (37.09%)
Total Fees
37.50
Position avg (max), %
36.85 (135.42)
Profit Factor
1.03
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% | 3.00% | 3.17% | 4.17% | 3.24% | -7.01% | 9.89% | -4.25% | 2.12% | -1.67% | 22.37% |
| 2025 | -24.39% | -6.21% | 2.99% | 8.11% | 3.03% | 2.44% | 4.19% | -5.54% | -8.34% | -7.59% | 8.16% | -9.83% | -32.24% |
| 2026 | 10.48% | -1.47% | 4.43% | 2.42% | 4.77% | 0.00% | — | — | — | — | — | — | 21.97% |
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 | 1011.26 |
| Min balance | 822.08 |
| Max balance | 1306.83 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.04 |
| Average monthly return (arithmetic), % | 0.30 |
| Best month, % | 10.48 |
| Worst month, % | -24.39 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 11.26 |
| Total PnL, % | 1.13 |
| Gross profit | 1310.02 |
| Gross loss | 1265.92 |
| Trading volume (USDT) | 104975.91 |
| Total transactions (buy/sell) | 85 |
| Total fees | 37.50 |
| Funding net | 4.65 |
| Funding accrued (received) | 24.61 |
| Funding paid | 19.95 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 84 |
| Win Trades | 46 |
| Los Trades | 38 |
| Win Rate, % | 54.76 |
| Expectancy per trade | 0.5250 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 36.85 |
| Position max, % of margin balance | 135.42 |
| Max Drawdown | 484.75 |
| Max Drawdown, % | 37.09 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0348 |
| Recovery Factor (Total PnL / Max DD) | 0.0232 |
| Sharpe ratio (monthly) | 0.1495 |
| Sortino ratio (monthly) | 0.1851 |
| CAGR, % | 0.46 |
| Calmar ratio (CAGR / Max DD%) | 0.0125 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 44.10 | Fee: 37.50 | Vol: 104975.91
Realized PnL by Symbol
Details
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}