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
1286.62
Total PnL
286.62 (28.66%)
Total Trades (Win/Los)
83 (47/36)
Win Rate
56.63%
Max Drawdown
477.08 (35.89%)
Total Fees
38.62
Position avg (max), %
35.30 (131.25)
Profit Factor
1.28
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 | 3.31% | 5.17% | 0.91% | 3.97% | 3.21% | 4.10% | 3.53% | -7.23% | 9.82% | -3.17% | 2.06% | -1.39% | 25.90% |
| 2025 | -24.18% | -6.39% | 3.02% | 7.87% | 2.95% | 2.45% | 4.22% | 3.17% | -3.71% | -0.38% | 8.25% | -10.17% | -16.55% |
| 2026 | 10.91% | -1.63% | 4.73% | 2.48% | 4.58% | 0.00% | — | — | — | — | — | — | 22.48% |
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 | 1286.62 |
| Min balance | 852.21 |
| Max balance | 1329.29 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.84 |
| Average monthly return (arithmetic), % | 1.08 |
| Best month, % | 10.91 |
| Worst month, % | -24.18 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 286.62 |
| Total PnL, % | 28.66 |
| Gross profit | 1461.55 |
| Gross loss | 1142.84 |
| Trading volume (USDT) | 108194.28 |
| Total transactions (buy/sell) | 84 |
| Total fees | 38.62 |
| Funding net | 6.53 |
| Funding accrued (received) | 26.63 |
| Funding paid | 20.10 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 83 |
| Win Trades | 47 |
| Los Trades | 36 |
| Win Rate, % | 56.63 |
| Expectancy per trade | 3.8399 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 35.30 |
| Position max, % of margin balance | 131.25 |
| Max Drawdown | 477.08 |
| Max Drawdown, % | 35.89 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2789 |
| Recovery Factor (Total PnL / Max DD) | 0.6008 |
| Sharpe ratio (monthly) | 0.5657 |
| Sortino ratio (monthly) | 0.7222 |
| CAGR, % | 11.00 |
| Calmar ratio (CAGR / Max DD%) | 0.3065 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 318.71 | Fee: 38.62 | Vol: 108194.28
Realized PnL by Symbol
Details
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}