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
1145.41
Total PnL
145.41 (14.54%)
Total Trades (Win/Los)
82 (46/36)
Win Rate
56.10%
Max Drawdown
488.82 (36.87%)
Total Fees
37.39
Position avg (max), %
35.49 (134.03)
Profit Factor
1.15
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% | 9.84% | -4.20% | 2.09% | -1.62% | 23.95% |
| 2025 | -24.60% | -6.15% | 2.96% | 8.02% | 3.00% | 2.50% | 4.29% | -5.45% | -3.75% | -0.88% | 8.49% | -10.24% | -23.88% |
| 2026 | 10.54% | -1.64% | 4.32% | 2.41% | 4.52% | 0.00% | — | — | — | — | — | — | 21.40% |
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 | 1145.41 |
| Min balance | 836.95 |
| Max balance | 1325.77 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.45 |
| Average monthly return (arithmetic), % | 0.70 |
| Best month, % | 10.54 |
| Worst month, % | -24.60 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 145.41 |
| Total PnL, % | 14.54 |
| Gross profit | 1368.44 |
| Gross loss | 1190.26 |
| Trading volume (USDT) | 104723.62 |
| Total transactions (buy/sell) | 83 |
| Total fees | 37.39 |
| 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 | 2.1729 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 35.49 |
| Position max, % of margin balance | 134.03 |
| Max Drawdown | 488.82 |
| Max Drawdown, % | 36.87 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1497 |
| Recovery Factor (Total PnL / Max DD) | 0.2975 |
| Sharpe ratio (monthly) | 0.3594 |
| Sortino ratio (monthly) | 0.4534 |
| CAGR, % | 5.78 |
| Calmar ratio (CAGR / Max DD%) | 0.1569 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 178.18 | Fee: 37.39 | Vol: 104723.62
Realized PnL by Symbol
Details
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}