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
1301.81
Total PnL
301.81 (30.18%)
Total Trades (Win/Los)
83 (47/36)
Win Rate
56.63%
Max Drawdown
470.09 (35.35%)
Total Fees
38.79
Position avg (max), %
35.14 (130.21)
Profit Factor
1.30
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 | 3.63% | 5.15% | 0.91% | 3.96% | 3.20% | 4.09% | 3.52% | -7.43% | 9.82% | -3.17% | 2.06% | -1.39% | 25.95% |
| 2025 | -23.61% | -6.34% | 3.00% | 7.81% | 2.93% | 2.57% | 4.18% | 3.15% | -3.68% | -0.07% | 8.12% | -9.26% | -14.89% |
| 2026 | 10.69% | -1.75% | 4.36% | 2.37% | 4.53% | 0.00% | — | — | — | — | — | — | 21.45% |
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 | 1301.81 |
| Min balance | 859.72 |
| Max balance | 1329.80 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.88 |
| Average monthly return (arithmetic), % | 1.11 |
| Best month, % | 10.69 |
| Worst month, % | -23.61 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 301.81 |
| Total PnL, % | 30.18 |
| Gross profit | 1458.98 |
| Gross loss | 1125.00 |
| Trading volume (USDT) | 108655.72 |
| Total transactions (buy/sell) | 84 |
| Total fees | 38.79 |
| Funding net | 6.61 |
| Funding accrued (received) | 26.76 |
| Funding paid | 20.15 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 83 |
| Win Trades | 47 |
| Los Trades | 36 |
| Win Rate, % | 56.63 |
| Expectancy per trade | 4.0239 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 35.14 |
| Position max, % of margin balance | 130.21 |
| Max Drawdown | 470.09 |
| Max Drawdown, % | 35.35 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2969 |
| Recovery Factor (Total PnL / Max DD) | 0.6420 |
| Sharpe ratio (monthly) | 0.5932 |
| Sortino ratio (monthly) | 0.7615 |
| CAGR, % | 11.54 |
| Calmar ratio (CAGR / Max DD%) | 0.3265 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 333.98 | Fee: 38.79 | Vol: 108655.72
Realized PnL by Symbol
Details
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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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}