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
1590.67
Total PnL
590.67 (59.07%)
Total Trades (Win/Los)
113 (62/51)
Win Rate
54.87%
Max Drawdown
421.40 (23.28%)
Total Fees
70.51
Position avg (max), %
31.06 (118.77)
Profit Factor
1.39
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% | 4.32% | 0.83% | 3.25% | 4.13% | -5.91% | 3.62% | 4.79% | 9.87% | 7.42% | 1.66% | -2.02% | 54.87% |
| 2025 | -14.90% | -2.25% | 3.34% | 8.83% | 2.56% | 2.03% | 0.30% | 9.25% | -2.14% | -0.56% | 7.62% | -9.55% | 1.61% |
| 2026 | 4.63% | -11.05% | 5.18% | 3.91% | -0.62% | 0.00% | — | — | — | — | — | — | 1.09% |
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 | 1590.67 |
| Min balance | 1000.11 |
| Max balance | 1810.09 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.56 |
| Average monthly return (arithmetic), % | 1.75 |
| Best month, % | 14.01 |
| Worst month, % | -14.90 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 590.67 |
| Total PnL, % | 59.07 |
| Gross profit | 2361.78 |
| Gross loss | 1701.72 |
| Trading volume (USDT) | 197412.08 |
| Total transactions (buy/sell) | 114 |
| Total fees | 70.51 |
| Funding net | 1.12 |
| Funding accrued (received) | 27.48 |
| Funding paid | 26.36 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 113 |
| Win Trades | 62 |
| Los Trades | 51 |
| Win Rate, % | 54.87 |
| Expectancy per trade | 5.8412 |
| Max consecutive wins | 6 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.06 |
| Position max, % of margin balance | 118.77 |
| Max Drawdown | 421.40 |
| Max Drawdown, % | 23.28 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3879 |
| Recovery Factor (Total PnL / Max DD) | 1.4017 |
| Sharpe ratio (monthly) | 0.9868 |
| Sortino ratio (monthly) | 1.5097 |
| CAGR, % | 21.19 |
| Calmar ratio (CAGR / Max DD%) | 0.9103 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 660.06 | Fee: 70.51 | Vol: 197412.08
Realized PnL by Symbol
Details
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"p2p_bybit": null,
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}