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
1157.40
Total PnL
157.40 (15.74%)
Total Trades (Win/Los)
82 (46/36)
Win Rate
56.10%
Max Drawdown
486.88 (36.72%)
Total Fees
37.40
Position avg (max), %
35.36 (133.84)
Profit Factor
1.16
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 | 2.97% | 5.18% | 0.92% | 3.98% | 3.20% | 4.12% | 3.54% | -7.25% | 9.85% | -4.11% | 2.09% | -1.61% | 24.08% |
| 2025 | -24.46% | -6.09% | 3.07% | 7.99% | 2.99% | 2.49% | 4.27% | -5.43% | -3.74% | -0.72% | 8.44% | -10.18% | -23.51% |
| 2026 | 10.88% | -1.63% | 4.53% | 2.38% | 4.47% | 0.00% | — | — | — | — | — | — | 21.95% |
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 | 1157.40 |
| Min balance | 838.88 |
| Max balance | 1325.77 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.49 |
| Average monthly return (arithmetic), % | 0.74 |
| Best month, % | 10.88 |
| Worst month, % | -24.46 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 157.40 |
| Total PnL, % | 15.74 |
| Gross profit | 1378.45 |
| Gross loss | 1188.28 |
| Trading volume (USDT) | 104726.69 |
| Total transactions (buy/sell) | 83 |
| Total fees | 37.40 |
| Funding net | 4.63 |
| Funding accrued (received) | 24.74 |
| Funding paid | 20.11 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 82 |
| Win Trades | 46 |
| Los Trades | 36 |
| Win Rate, % | 56.10 |
| Expectancy per trade | 2.3191 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 35.36 |
| Position max, % of margin balance | 133.84 |
| Max Drawdown | 486.88 |
| Max Drawdown, % | 36.72 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1600 |
| Recovery Factor (Total PnL / Max DD) | 0.3233 |
| Sharpe ratio (monthly) | 0.3772 |
| Sortino ratio (monthly) | 0.4779 |
| CAGR, % | 6.24 |
| Calmar ratio (CAGR / Max DD%) | 0.1699 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 190.17 | Fee: 37.40 | Vol: 104726.69
Realized PnL by Symbol
Details
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}