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
1657.15
Total PnL
657.15 (65.72%)
Total Trades (Win/Los)
124 (66/58)
Win Rate
53.23%
Max Drawdown
456.06 (24.83%)
Total Fees
79.77
Position avg (max), %
31.17 (114.65)
Profit Factor
1.40
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 | 14.11% | 5.67% | 0.82% | 3.21% | 4.32% | -5.80% | 3.68% | 4.25% | 9.35% | 7.86% | -2.07% | -6.40% | 44.08% |
| 2025 | -1.40% | -0.52% | 3.30% | 8.92% | 2.45% | -6.40% | 1.28% | 9.31% | -2.11% | -0.56% | 7.62% | -16.05% | 3.05% |
| 2026 | 6.53% | -7.99% | 5.30% | 3.93% | 4.05% | 0.00% | — | — | — | — | — | — | 11.61% |
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 | 1657.15 |
| Min balance | 989.98 |
| Max balance | 1836.89 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.70 |
| Average monthly return (arithmetic), % | 1.89 |
| Best month, % | 14.11 |
| Worst month, % | -16.05 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 657.15 |
| Total PnL, % | 65.72 |
| Gross profit | 2557.02 |
| Gross loss | 1820.73 |
| Trading volume (USDT) | 223236.74 |
| Total transactions (buy/sell) | 125 |
| Total fees | 79.77 |
| Funding net | 0.63 |
| Funding accrued (received) | 27.70 |
| Funding paid | 27.07 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 124 |
| Win Trades | 66 |
| Los Trades | 58 |
| Win Rate, % | 53.23 |
| Expectancy per trade | 5.9378 |
| Max consecutive wins | 6 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.17 |
| Position max, % of margin balance | 114.65 |
| Max Drawdown | 456.06 |
| Max Drawdown, % | 24.83 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4044 |
| Recovery Factor (Total PnL / Max DD) | 1.4409 |
| Sharpe ratio (monthly) | 1.0670 |
| Sortino ratio (monthly) | 1.6931 |
| CAGR, % | 23.26 |
| Calmar ratio (CAGR / Max DD%) | 0.9370 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 736.28 | Fee: 79.77 | Vol: 223236.74
Realized PnL by Symbol
Details
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}