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
1395.46
Total PnL
395.46 (39.55%)
Total Trades (Win/Los)
82 (46/36)
Win Rate
56.10%
Max Drawdown
405.04 (30.00%)
Total Fees
40.89
Position avg (max), %
34.58 (122.90)
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 | 5.64% | 5.19% | 0.89% | 3.26% | 3.55% | 4.13% | 3.31% | -7.50% | 2.69% | 4.67% | 2.01% | -1.33% | 29.07% |
| 2025 | -20.24% | -3.80% | 3.07% | 7.91% | 2.84% | 2.67% | 4.22% | 3.82% | -3.42% | 0.00% | 7.98% | -4.75% | -3.16% |
| 2026 | 4.40% | -1.73% | 4.65% | 2.46% | 1.56% | 0.00% | — | — | — | — | — | — | 11.73% |
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 | 1395.46 |
| Min balance | 944.93 |
| Max balance | 1416.21 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.12 |
| Average monthly return (arithmetic), % | 1.27 |
| Best month, % | 7.98 |
| Worst month, % | -20.24 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 395.46 |
| Total PnL, % | 39.55 |
| Gross profit | 1506.07 |
| Gross loss | 1074.15 |
| Trading volume (USDT) | 114540.55 |
| Total transactions (buy/sell) | 83 |
| Total fees | 40.89 |
| Funding net | 4.42 |
| Funding accrued (received) | 26.95 |
| Funding paid | 22.54 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 82 |
| Win Trades | 46 |
| Los Trades | 36 |
| Win Rate, % | 56.10 |
| Expectancy per trade | 5.2674 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 34.58 |
| Position max, % of margin balance | 122.90 |
| Max Drawdown | 405.04 |
| Max Drawdown, % | 30.00 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4021 |
| Recovery Factor (Total PnL / Max DD) | 0.9763 |
| Sharpe ratio (monthly) | 0.8288 |
| Sortino ratio (monthly) | 1.0588 |
| CAGR, % | 14.80 |
| Calmar ratio (CAGR / Max DD%) | 0.4931 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 431.92 | Fee: 40.89 | Vol: 114540.55
Realized PnL by Symbol
Details
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"zigzag": {
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"p2p_bybit": null,
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}