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
1211.46
Total PnL
211.46 (21.15%)
Total Trades (Win/Los)
87 (48/39)
Win Rate
55.17%
Max Drawdown
510.22 (37.62%)
Total Fees
41.37
Position avg (max), %
34.81 (135.74)
Profit Factor
1.20
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% | 3.88% | 3.48% | 4.11% | 3.30% | -7.46% | 10.14% | -2.39% | 2.00% | -1.64% | 29.36% |
| 2025 | -27.44% | -5.46% | 3.04% | 7.92% | 2.97% | 2.47% | 4.24% | 3.13% | -3.54% | -0.56% | 8.30% | -9.87% | -18.97% |
| 2026 | 4.46% | -1.57% | 4.77% | 2.59% | 4.57% | 0.00% | — | — | — | — | — | — | 15.58% |
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 | 1211.46 |
| Min balance | 846.19 |
| Max balance | 1356.41 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.64 |
| Average monthly return (arithmetic), % | 0.91 |
| Best month, % | 10.14 |
| Worst month, % | -27.44 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 211.46 |
| Total PnL, % | 21.15 |
| Gross profit | 1455.76 |
| Gross loss | 1209.44 |
| Trading volume (USDT) | 115831.81 |
| Total transactions (buy/sell) | 88 |
| Total fees | 41.37 |
| Funding net | 6.51 |
| Funding accrued (received) | 26.21 |
| Funding paid | 19.70 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 87 |
| Win Trades | 48 |
| Los Trades | 39 |
| Win Rate, % | 55.17 |
| Expectancy per trade | 2.8313 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 34.81 |
| Position max, % of margin balance | 135.74 |
| Max Drawdown | 510.22 |
| Max Drawdown, % | 37.62 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2037 |
| Recovery Factor (Total PnL / Max DD) | 0.4145 |
| Sharpe ratio (monthly) | 0.4580 |
| Sortino ratio (monthly) | 0.5552 |
| CAGR, % | 8.27 |
| Calmar ratio (CAGR / Max DD%) | 0.2198 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 246.32 | Fee: 41.37 | Vol: 115831.81
Realized PnL by Symbol
Details
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}