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
1845.20
Total PnL
845.20 (84.52%)
Total Trades (Win/Los)
97 (55/42)
Win Rate
56.70%
Max Drawdown
351.74 (18.33%)
Total Fees
58.87
Position avg (max), %
31.41 (122.08)
Profit Factor
1.69
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 | 14.01% | 5.10% | 0.83% | 3.23% | 3.57% | 4.01% | 3.72% | -5.34% | 4.22% | 4.49% | 1.80% | -2.38% | 42.75% |
| 2025 | -8.28% | -1.39% | 3.33% | 8.81% | 2.55% | 1.77% | 0.23% | 9.46% | -2.32% | -0.43% | 7.59% | 0.06% | 21.90% |
| 2026 | 7.94% | -11.95% | 5.25% | 3.96% | 2.03% | 0.00% | — | — | — | — | — | — | 6.10% |
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 | 1845.20 |
| Min balance | 1000.11 |
| Max balance | 1918.56 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.07 |
| Average monthly return (arithmetic), % | 2.20 |
| Best month, % | 14.01 |
| Worst month, % | -11.95 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 845.20 |
| Total PnL, % | 84.52 |
| Gross profit | 2225.85 |
| Gross loss | 1320.68 |
| Trading volume (USDT) | 164981.01 |
| Total transactions (buy/sell) | 98 |
| Total fees | 58.87 |
| Funding net | -1.10 |
| Funding accrued (received) | 26.93 |
| Funding paid | 28.04 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 97 |
| Win Trades | 55 |
| Los Trades | 42 |
| Win Rate, % | 56.70 |
| Expectancy per trade | 9.3316 |
| Max consecutive wins | 9 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.41 |
| Position max, % of margin balance | 122.08 |
| Max Drawdown | 351.74 |
| Max Drawdown, % | 18.33 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6854 |
| Recovery Factor (Total PnL / Max DD) | 2.4029 |
| Sharpe ratio (monthly) | 1.4896 |
| Sortino ratio (monthly) | 2.6176 |
| CAGR, % | 28.88 |
| Calmar ratio (CAGR / Max DD%) | 1.5750 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 905.17 | Fee: 58.87 | Vol: 164981.01
Realized PnL by Symbol
Details
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