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
1465.35
Total PnL
465.35 (46.53%)
Total Trades (Win/Los)
91 (50/41)
Win Rate
54.95%
Max Drawdown
364.35 (24.99%)
Total Fees
49.61
Position avg (max), %
33.54 (116.92)
Profit Factor
1.41
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% | -7.50% | 9.99% | 8.12% | 1.82% | -1.18% | 42.74% |
| 2025 | -15.01% | -5.58% | 3.25% | 8.19% | 2.59% | 2.85% | -2.76% | 3.71% | -3.28% | 0.00% | 7.90% | -10.04% | -10.45% |
| 2026 | 4.33% | -1.83% | 4.65% | 2.35% | 4.51% | 0.00% | — | — | — | — | — | — | 14.65% |
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 | 1465.35 |
| Min balance | 950.14 |
| Max balance | 1473.01 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.28 |
| Average monthly return (arithmetic), % | 1.43 |
| Best month, % | 9.99 |
| Worst month, % | -15.01 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 465.35 |
| Total PnL, % | 46.53 |
| Gross profit | 1757.34 |
| Gross loss | 1246.86 |
| Trading volume (USDT) | 138909.11 |
| Total transactions (buy/sell) | 92 |
| Total fees | 49.61 |
| Funding net | 4.47 |
| Funding accrued (received) | 28.02 |
| Funding paid | 23.55 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 91 |
| Win Trades | 50 |
| Los Trades | 41 |
| Win Rate, % | 54.95 |
| Expectancy per trade | 5.6098 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.54 |
| Position max, % of margin balance | 116.92 |
| Max Drawdown | 364.35 |
| Max Drawdown, % | 24.99 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4094 |
| Recovery Factor (Total PnL / Max DD) | 1.2772 |
| Sharpe ratio (monthly) | 0.9127 |
| Sortino ratio (monthly) | 1.3028 |
| CAGR, % | 17.14 |
| Calmar ratio (CAGR / Max DD%) | 0.6859 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 510.49 | Fee: 49.61 | Vol: 138909.11
Realized PnL by Symbol
Details
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"name": "T4 SUI",
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"signal": {
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},
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"zigzag": {
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"p2p_bybit": null,
"SmartProfit": null,
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}