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
1656.48
Total PnL
656.48 (65.65%)
Total Trades (Win/Los)
92 (51/41)
Win Rate
55.43%
Max Drawdown
370.30 (24.94%)
Total Fees
51.37
Position avg (max), %
32.55 (115.21)
Profit Factor
1.60
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 | 5.64% | 5.19% | 0.89% | 3.26% | 3.55% | 4.13% | 3.31% | -5.66% | 9.99% | 7.99% | 1.79% | -1.16% | 45.40% |
| 2025 | -14.95% | -5.71% | 3.19% | 8.39% | 2.69% | 2.98% | -1.03% | 3.90% | -2.54% | -0.61% | 8.01% | -3.00% | -1.02% |
| 2026 | 4.55% | -1.87% | 4.89% | 2.43% | 4.42% | 0.00% | — | — | — | — | — | — | 15.10% |
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 | 1656.48 |
| Min balance | 950.14 |
| Max balance | 1657.63 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.70 |
| Average monthly return (arithmetic), % | 1.82 |
| Best month, % | 9.99 |
| Worst month, % | -14.95 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 656.48 |
| Total PnL, % | 65.65 |
| Gross profit | 1878.55 |
| Gross loss | 1172.52 |
| Trading volume (USDT) | 143870.54 |
| Total transactions (buy/sell) | 93 |
| Total fees | 51.37 |
| Funding net | 1.82 |
| Funding accrued (received) | 26.93 |
| Funding paid | 25.11 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 92 |
| Win Trades | 51 |
| Los Trades | 41 |
| Win Rate, % | 55.43 |
| Expectancy per trade | 7.6742 |
| Max consecutive wins | 9 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.55 |
| Position max, % of margin balance | 115.21 |
| Max Drawdown | 370.30 |
| Max Drawdown, % | 24.94 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6021 |
| Recovery Factor (Total PnL / Max DD) | 1.7728 |
| Sharpe ratio (monthly) | 1.2760 |
| Sortino ratio (monthly) | 1.9640 |
| CAGR, % | 23.24 |
| Calmar ratio (CAGR / Max DD%) | 0.9318 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 706.02 | Fee: 51.37 | Vol: 143870.54
Realized PnL by Symbol
Details
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}