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
1515.91
Total PnL
515.91 (51.59%)
Total Trades (Win/Los)
115 (63/52)
Win Rate
54.78%
Max Drawdown
489.90 (27.94%)
Total Fees
68.03
Position avg (max), %
31.90 (120.08)
Profit Factor
1.36
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% | 4.32% | 0.83% | 3.25% | 2.43% | -6.19% | 3.53% | -4.83% | 8.80% | 7.85% | 1.87% | -9.26% | 27.28% |
| 2025 | -1.50% | -0.89% | 3.22% | 8.71% | 2.66% | 2.48% | 0.92% | 8.88% | -2.08% | -1.15% | 7.94% | -16.61% | 10.33% |
| 2026 | 6.49% | -10.87% | 5.10% | 3.93% | 4.12% | 0.00% | — | — | — | — | — | — | 7.95% |
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 | 1515.91 |
| Min balance | 989.98 |
| Max balance | 1753.59 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.40 |
| Average monthly return (arithmetic), % | 1.60 |
| Best month, % | 14.11 |
| Worst month, % | -16.61 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 515.91 |
| Total PnL, % | 51.59 |
| Gross profit | 2213.29 |
| Gross loss | 1629.94 |
| Trading volume (USDT) | 190391.66 |
| Total transactions (buy/sell) | 116 |
| Total fees | 68.03 |
| Funding net | 0.59 |
| Funding accrued (received) | 26.30 |
| Funding paid | 25.72 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 115 |
| Win Trades | 63 |
| Los Trades | 52 |
| Win Rate, % | 54.78 |
| Expectancy per trade | 5.0726 |
| Max consecutive wins | 6 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.90 |
| Position max, % of margin balance | 120.08 |
| Max Drawdown | 489.90 |
| Max Drawdown, % | 27.94 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3579 |
| Recovery Factor (Total PnL / Max DD) | 1.0531 |
| Sharpe ratio (monthly) | 0.8756 |
| Sortino ratio (monthly) | 1.2965 |
| CAGR, % | 18.80 |
| Calmar ratio (CAGR / Max DD%) | 0.6730 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 583.35 | Fee: 68.03 | Vol: 190391.66
Realized PnL by Symbol
Details
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"p2p_bybit": null,
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}