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
1340.75
Total PnL
340.75 (34.07%)
Total Trades (Win/Los)
128 (66/62)
Win Rate
51.56%
Max Drawdown
425.87 (26.72%)
Total Fees
76.30
Position avg (max), %
31.11 (118.51)
Profit Factor
1.22
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 | 14.01% | 4.45% | 0.83% | 3.25% | 0.18% | -5.78% | 3.67% | 4.21% | 10.12% | 7.84% | -2.03% | -6.15% | 38.04% |
| 2025 | -8.54% | -1.79% | 3.23% | 8.73% | 2.52% | -6.81% | 1.17% | 9.04% | -2.15% | -0.65% | 7.67% | -14.28% | -4.66% |
| 2026 | 4.63% | -10.46% | 4.51% | 3.90% | 0.15% | 0.00% | — | — | — | — | — | — | 1.88% |
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 | 1340.75 |
| Min balance | 1000.11 |
| Max balance | 1594.00 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.98 |
| Average monthly return (arithmetic), % | 1.18 |
| Best month, % | 14.01 |
| Worst month, % | -14.28 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 340.75 |
| Total PnL, % | 34.07 |
| Gross profit | 2342.80 |
| Gross loss | 1927.32 |
| Trading volume (USDT) | 213465.36 |
| Total transactions (buy/sell) | 129 |
| Total fees | 76.30 |
| Funding net | 1.57 |
| Funding accrued (received) | 25.42 |
| Funding paid | 23.85 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 128 |
| Win Trades | 66 |
| Los Trades | 62 |
| Win Rate, % | 51.56 |
| Expectancy per trade | 3.2460 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.11 |
| Position max, % of margin balance | 118.51 |
| Max Drawdown | 425.87 |
| Max Drawdown, % | 26.72 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2156 |
| Recovery Factor (Total PnL / Max DD) | 0.8001 |
| Sharpe ratio (monthly) | 0.6507 |
| Sortino ratio (monthly) | 0.9874 |
| CAGR, % | 12.91 |
| Calmar ratio (CAGR / Max DD%) | 0.4832 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 415.48 | Fee: 76.30 | Vol: 213465.36
Realized PnL by Symbol
Details
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}