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
1338.58
Total PnL
338.58 (33.86%)
Total Trades (Win/Los)
162 (74/88)
Win Rate
45.68%
Max Drawdown
363.23 (24.42%)
Total Fees
93.51
Position avg (max), %
35.67 (117.46)
Profit Factor
1.23
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 | 5.71% | 6.37% | 0.88% | -11.41% | 3.23% | -3.07% | 5.42% | -1.90% | 9.10% | 7.39% | -1.65% | -5.23% | 13.56% |
| 2025 | 10.37% | 4.32% | 3.61% | -11.79% | 2.78% | -3.86% | -1.56% | 9.08% | -1.85% | 10.04% | 6.10% | -14.17% | 9.82% |
| 2026 | 7.27% | -4.38% | -3.39% | 4.21% | 3.95% | 0.00% | — | — | — | — | — | — | 7.34% |
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 | 1338.58 |
| Min balance | 925.94 |
| Max balance | 1487.71 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.98 |
| Average monthly return (arithmetic), % | 1.19 |
| Best month, % | 10.37 |
| Worst month, % | -14.17 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 338.58 |
| Total PnL, % | 33.86 |
| Gross profit | 2294.63 |
| Gross loss | 1860.08 |
| Trading volume (USDT) | 261211.30 |
| Total transactions (buy/sell) | 163 |
| Total fees | 93.51 |
| Funding net | -2.46 |
| Funding accrued (received) | 23.94 |
| Funding paid | 26.40 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 162 |
| Win Trades | 74 |
| Los Trades | 88 |
| Win Rate, % | 45.68 |
| Expectancy per trade | 2.6824 |
| Max consecutive wins | 6 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 35.67 |
| Position max, % of margin balance | 117.46 |
| Max Drawdown | 363.23 |
| Max Drawdown, % | 24.42 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2336 |
| Recovery Factor (Total PnL / Max DD) | 0.9321 |
| Sharpe ratio (monthly) | 0.6422 |
| Sortino ratio (monthly) | 0.9469 |
| CAGR, % | 12.84 |
| Calmar ratio (CAGR / Max DD%) | 0.5257 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 434.56 | Fee: 93.51 | Vol: 261211.30
Realized PnL by Symbol
Details
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}