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
1963.89
Total PnL
963.89 (96.39%)
Total Trades (Win/Los)
88 (50/38)
Win Rate
56.82%
Max Drawdown
252.53 (18.50%)
Total Fees
48.77
Position avg (max), %
31.65 (114.59)
Profit Factor
2.09
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 | 5.87% | 5.20% | 0.89% | 3.25% | 3.54% | 4.12% | 3.31% | -5.55% | 3.81% | 4.75% | 1.94% | -1.23% | 33.64% |
| 2025 | -8.39% | -3.35% | 3.28% | 8.47% | 2.65% | 2.74% | -0.17% | 9.38% | -2.51% | -0.58% | 7.91% | -0.10% | 19.36% |
| 2026 | 7.75% | -1.95% | 10.08% | 3.77% | 2.08% | 0.00% | — | — | — | — | — | — | 23.20% |
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 | 1963.89 |
| Min balance | 954.04 |
| Max balance | 1992.71 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.28 |
| Average monthly return (arithmetic), % | 2.37 |
| Best month, % | 10.08 |
| Worst month, % | -8.39 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 963.89 |
| Total PnL, % | 96.39 |
| Gross profit | 1948.43 |
| Gross loss | 931.61 |
| Trading volume (USDT) | 136744.74 |
| Total transactions (buy/sell) | 89 |
| Total fees | 48.77 |
| Funding net | -4.16 |
| Funding accrued (received) | 23.75 |
| Funding paid | 27.91 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 88 |
| Win Trades | 50 |
| Los Trades | 38 |
| Win Rate, % | 56.82 |
| Expectancy per trade | 11.5548 |
| Max consecutive wins | 9 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.65 |
| Position max, % of margin balance | 114.59 |
| Max Drawdown | 252.53 |
| Max Drawdown, % | 18.50 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.0915 |
| Recovery Factor (Total PnL / Max DD) | 3.8169 |
| Sharpe ratio (monthly) | 1.9347 |
| Sortino ratio (monthly) | 4.0253 |
| CAGR, % | 32.25 |
| Calmar ratio (CAGR / Max DD%) | 1.7428 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 1016.83 | Fee: 48.77 | Vol: 136744.74
Realized PnL by Symbol
Details
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"tg_notification": {
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},
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"signal": {
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}
},
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"zigzag": {
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"detection_source": "default"
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"mz": null,
"tv": null,
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"p2p_bybit": null,
"SmartProfit": null,
"shadow_overlap": null
}