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
1469.70
Total PnL
469.70 (46.97%)
Total Trades (Win/Los)
172 (83/89)
Win Rate
48.26%
Max Drawdown
287.01 (18.61%)
Total Fees
98.98
Position avg (max), %
33.35 (118.82)
Profit Factor
1.30
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 | 4.24% | 6.75% | 0.89% | -13.59% | 1.10% | -5.65% | 5.47% | 4.12% | 9.47% | 7.51% | -1.52% | -5.33% | 11.50% |
| 2025 | 3.95% | 1.54% | 12.81% | -11.46% | 5.39% | -0.17% | -1.51% | 8.85% | -0.37% | 8.18% | 5.84% | -16.67% | 13.03% |
| 2026 | 9.02% | -5.56% | 7.02% | 4.13% | 1.63% | 0.00% | — | — | — | — | — | — | 16.62% |
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 | 1469.70 |
| Min balance | 853.86 |
| Max balance | 1542.41 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.29 |
| Average monthly return (arithmetic), % | 1.54 |
| Best month, % | 12.81 |
| Worst month, % | -16.67 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 469.70 |
| Total PnL, % | 46.97 |
| Gross profit | 2493.88 |
| Gross loss | 1924.88 |
| Trading volume (USDT) | 276535.95 |
| Total transactions (buy/sell) | 173 |
| Total fees | 98.98 |
| Funding net | -0.31 |
| Funding accrued (received) | 23.52 |
| Funding paid | 23.83 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 172 |
| Win Trades | 83 |
| Los Trades | 89 |
| Win Rate, % | 48.26 |
| Expectancy per trade | 3.3081 |
| Max consecutive wins | 6 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.35 |
| Position max, % of margin balance | 118.82 |
| Max Drawdown | 287.01 |
| Max Drawdown, % | 18.61 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2956 |
| Recovery Factor (Total PnL / Max DD) | 1.6365 |
| Sharpe ratio (monthly) | 0.7739 |
| Sortino ratio (monthly) | 1.1098 |
| CAGR, % | 17.29 |
| Calmar ratio (CAGR / Max DD%) | 0.9290 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 569.00 | Fee: 98.98 | Vol: 276535.95
Realized PnL by Symbol
Details
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