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
1337.02
Total PnL
337.02 (33.70%)
Total Trades (Win/Los)
154 (81/73)
Win Rate
52.60%
Max Drawdown
579.13 (34.86%)
Total Fees
93.79
Position avg (max), %
33.74 (115.96)
Profit Factor
1.19
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 | 14.35% | 5.36% | 7.35% | 4.03% | -0.09% | -5.72% | 4.29% | 4.65% | 9.82% | 8.40% | -3.53% | -9.34% | 43.99% |
| 2025 | -3.15% | -0.62% | -8.76% | -4.98% | 4.83% | 8.26% | -6.46% | 9.01% | -0.22% | -3.40% | 7.02% | -8.03% | -8.40% |
| 2026 | 5.72% | -10.33% | 4.89% | 4.00% | -1.98% | 0.00% | — | — | — | — | — | — | 1.37% |
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 | 1337.02 |
| Min balance | 999.74 |
| Max balance | 1661.36 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.97 |
| Average monthly return (arithmetic), % | 1.18 |
| Best month, % | 14.35 |
| Worst month, % | -10.33 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 337.02 |
| Total PnL, % | 33.70 |
| Gross profit | 2729.60 |
| Gross loss | 2302.14 |
| Trading volume (USDT) | 262338.26 |
| Total transactions (buy/sell) | 155 |
| Total fees | 93.79 |
| Funding net | 3.35 |
| Funding accrued (received) | 28.52 |
| Funding paid | 25.17 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 154 |
| Win Trades | 81 |
| Los Trades | 73 |
| Win Rate, % | 52.60 |
| Expectancy per trade | 2.7757 |
| Max consecutive wins | 6 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.74 |
| Position max, % of margin balance | 115.96 |
| Max Drawdown | 579.13 |
| Max Drawdown, % | 34.86 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1857 |
| Recovery Factor (Total PnL / Max DD) | 0.5820 |
| Sharpe ratio (monthly) | 0.6355 |
| Sortino ratio (monthly) | 1.0282 |
| CAGR, % | 12.78 |
| Calmar ratio (CAGR / Max DD%) | 0.3666 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 427.46 | Fee: 93.79 | Vol: 262338.26
Realized PnL by Symbol
Details
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