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
1118.16
Total PnL
118.16 (11.82%)
Total Trades (Win/Los)
81 (46/35)
Win Rate
56.79%
Max Drawdown
503.90 (37.85%)
Total Fees
36.97
Position avg (max), %
36.78 (129.05)
Profit Factor
1.13
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 | 3.46% | 5.16% | 0.91% | 3.96% | 3.20% | 4.15% | 3.53% | -7.22% | 9.81% | -2.43% | 2.04% | -1.72% | 26.60% |
| 2025 | -23.40% | -6.29% | -3.19% | 6.56% | 2.92% | 2.52% | 4.31% | -5.45% | -3.90% | -1.02% | 8.39% | -8.71% | -27.47% |
| 2026 | 10.47% | -1.51% | 4.42% | 2.44% | 4.63% | 0.00% | — | — | — | — | — | — | 21.77% |
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 | 1118.16 |
| Min balance | 827.50 |
| Max balance | 1331.39 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.37 |
| Average monthly return (arithmetic), % | 0.60 |
| Best month, % | 10.47 |
| Worst month, % | -23.40 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 118.16 |
| Total PnL, % | 11.82 |
| Gross profit | 1323.69 |
| Gross loss | 1172.27 |
| Trading volume (USDT) | 103506.73 |
| Total transactions (buy/sell) | 82 |
| Total fees | 36.97 |
| Funding net | 3.71 |
| Funding accrued (received) | 24.67 |
| Funding paid | 20.96 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 81 |
| Win Trades | 46 |
| Los Trades | 35 |
| Win Rate, % | 56.79 |
| Expectancy per trade | 1.8693 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 36.78 |
| Position max, % of margin balance | 129.05 |
| Max Drawdown | 503.90 |
| Max Drawdown, % | 37.85 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1292 |
| Recovery Factor (Total PnL / Max DD) | 0.2345 |
| Sharpe ratio (monthly) | 0.3201 |
| Sortino ratio (monthly) | 0.4079 |
| CAGR, % | 4.73 |
| Calmar ratio (CAGR / Max DD%) | 0.1251 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 151.42 | Fee: 36.97 | Vol: 103506.73
Realized PnL by Symbol
Details
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}