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
1686.76
Total PnL
686.76 (68.68%)
Total Trades (Win/Los)
145 (76/69)
Win Rate
52.41%
Max Drawdown
356.81 (19.85%)
Total Fees
88.21
Position avg (max), %
32.14 (114.18)
Profit Factor
1.42
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 | 5.71% | 6.26% | 0.88% | 3.22% | 0.58% | -12.38% | 5.57% | 3.58% | 9.94% | 8.97% | -1.99% | -4.89% | 25.90% |
| 2025 | 2.84% | 2.61% | 3.88% | -4.42% | 2.66% | 0.15% | 1.75% | 8.92% | -1.89% | 12.27% | 6.01% | -13.07% | 21.18% |
| 2026 | 9.15% | -7.33% | 5.71% | 4.10% | -0.67% | 0.00% | — | — | — | — | — | — | 10.56% |
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 | 1686.76 |
| Min balance | 965.77 |
| Max balance | 1797.12 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.76 |
| Average monthly return (arithmetic), % | 1.94 |
| Best month, % | 12.27 |
| Worst month, % | -13.07 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 686.76 |
| Total PnL, % | 68.68 |
| Gross profit | 2646.27 |
| Gross loss | 1869.53 |
| Trading volume (USDT) | 246717.49 |
| Total transactions (buy/sell) | 146 |
| Total fees | 88.21 |
| Funding net | -1.77 |
| Funding accrued (received) | 25.14 |
| Funding paid | 26.91 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 145 |
| Win Trades | 76 |
| Los Trades | 69 |
| Win Rate, % | 52.41 |
| Expectancy per trade | 5.3569 |
| Max consecutive wins | 6 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.14 |
| Position max, % of margin balance | 114.18 |
| Max Drawdown | 356.81 |
| Max Drawdown, % | 19.85 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4155 |
| Recovery Factor (Total PnL / Max DD) | 1.9247 |
| Sharpe ratio (monthly) | 1.1281 |
| Sortino ratio (monthly) | 1.7751 |
| CAGR, % | 24.17 |
| Calmar ratio (CAGR / Max DD%) | 1.2175 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 776.74 | Fee: 88.21 | Vol: 246717.49
Realized PnL by Symbol
Details
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}