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
1086.50
Total PnL
86.50 (8.65%)
Total Trades (Win/Los)
81 (44/37)
Win Rate
54.32%
Max Drawdown
576.36 (43.31%)
Total Fees
35.51
Position avg (max), %
36.25 (134.84)
Profit Factor
1.10
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% | -7.72% | 2.32% | -1.76% | 11.89% |
| 2025 | -22.96% | -8.15% | 2.98% | 7.90% | 3.11% | 2.31% | 4.24% | 2.88% | -3.83% | -0.40% | 8.17% | -5.53% | -12.93% |
| 2026 | 4.35% | -1.51% | 4.41% | 2.44% | 1.52% | 0.00% | — | — | — | — | — | — | 11.60% |
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 | 1086.50 |
| Min balance | 754.43 |
| Max balance | 1330.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.28 |
| Average monthly return (arithmetic), % | 0.48 |
| Best month, % | 8.17 |
| Worst month, % | -22.96 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 86.50 |
| Total PnL, % | 8.65 |
| Gross profit | 1267.36 |
| Gross loss | 1149.67 |
| Trading volume (USDT) | 99439.56 |
| Total transactions (buy/sell) | 82 |
| Total fees | 35.51 |
| Funding net | 4.32 |
| Funding accrued (received) | 24.18 |
| Funding paid | 19.86 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 81 |
| Win Trades | 44 |
| Los Trades | 37 |
| Win Rate, % | 54.32 |
| Expectancy per trade | 1.4529 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 36.25 |
| Position max, % of margin balance | 134.84 |
| Max Drawdown | 576.36 |
| Max Drawdown, % | 43.31 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1024 |
| Recovery Factor (Total PnL / Max DD) | 0.1501 |
| Sharpe ratio (monthly) | 0.2749 |
| Sortino ratio (monthly) | 0.3287 |
| CAGR, % | 3.50 |
| Calmar ratio (CAGR / Max DD%) | 0.0807 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 117.69 | Fee: 35.51 | Vol: 99439.56
Realized PnL by Symbol
Details
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}