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
1107.05
Total PnL
107.05 (10.70%)
Total Trades (Win/Los)
81 (44/37)
Win Rate
54.32%
Max Drawdown
567.78 (42.66%)
Total Fees
35.70
Position avg (max), %
36.30 (133.40)
Profit Factor
1.12
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 | 3.46% | 5.16% | 0.91% | 3.96% | 3.20% | 4.10% | 3.53% | -7.22% | 2.41% | -6.62% | 2.29% | -1.70% | 13.26% |
| 2025 | -23.09% | -8.12% | 2.95% | 7.82% | 3.08% | 2.29% | 4.20% | 3.01% | -3.79% | -0.13% | 7.92% | -5.17% | -12.70% |
| 2026 | 4.52% | -1.48% | 4.58% | 2.50% | 1.49% | 0.00% | — | — | — | — | — | — | 12.03% |
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 | 1107.05 |
| Min balance | 763.01 |
| Max balance | 1330.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.34 |
| Average monthly return (arithmetic), % | 0.54 |
| Best month, % | 7.92 |
| Worst month, % | -23.09 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 107.05 |
| Total PnL, % | 10.70 |
| Gross profit | 1278.35 |
| Gross loss | 1140.05 |
| Trading volume (USDT) | 99965.88 |
| Total transactions (buy/sell) | 82 |
| Total fees | 35.70 |
| Funding net | 4.45 |
| Funding accrued (received) | 24.49 |
| Funding paid | 20.05 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 81 |
| Win Trades | 44 |
| Los Trades | 37 |
| Win Rate, % | 54.32 |
| Expectancy per trade | 1.7074 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 36.30 |
| Position max, % of margin balance | 133.40 |
| Max Drawdown | 567.78 |
| Max Drawdown, % | 42.66 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1213 |
| Recovery Factor (Total PnL / Max DD) | 0.1885 |
| Sharpe ratio (monthly) | 0.3120 |
| Sortino ratio (monthly) | 0.3735 |
| CAGR, % | 4.30 |
| Calmar ratio (CAGR / Max DD%) | 0.1008 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 138.30 | Fee: 35.70 | Vol: 99965.88
Realized PnL by Symbol
Details
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}