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
937.82
Total PnL
-62.18 (-6.22%)
Total Trades (Win/Los)
171 (95/76)
Win Rate
55.56%
Max Drawdown
550.18 (45.51%)
Total Fees
71.50
Position avg (max), %
45.19 (120.50)
Profit Factor
1.01
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 | 5.91% | 5.42% | -3.54% | -9.42% | -7.16% | 1.99% | -1.11% | 2.95% | 8.61% | 7.85% | 5.88% | -15.24% | -1.14% |
| 2025 | 0.47% | -11.56% | -3.16% | -7.32% | 1.53% | -5.65% | -10.65% | 10.29% | 6.10% | -11.01% | 11.41% | 0.28% | -20.59% |
| 2026 | 11.26% | -1.34% | 1.76% | 5.69% | 1.25% | 0.00% | — | — | — | — | — | — | 19.54% |
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 | 937.82 |
| Min balance | 658.69 |
| Max balance | 1208.87 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.21 |
| Average monthly return (arithmetic), % | 0.05 |
| Best month, % | 11.41 |
| Worst month, % | -15.24 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -62.18 |
| Total PnL, % | -6.22 |
| Gross profit | 2037.44 |
| Gross loss | 2023.94 |
| Trading volume (USDT) | 199889.27 |
| Total transactions (buy/sell) | 172 |
| Total fees | 71.50 |
| Funding net | -4.19 |
| Funding accrued (received) | 21.76 |
| Funding paid | 25.94 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 171 |
| Win Trades | 95 |
| Los Trades | 76 |
| Win Rate, % | 55.56 |
| Expectancy per trade | 0.0790 |
| Max consecutive wins | 14 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 45.19 |
| Position max, % of margin balance | 120.50 |
| Max Drawdown | 550.18 |
| Max Drawdown, % | 45.51 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0067 |
| Recovery Factor (Total PnL / Max DD) | -0.1130 |
| Sharpe ratio (monthly) | 0.0242 |
| Sortino ratio (monthly) | 0.0325 |
| CAGR, % | -2.62 |
| Calmar ratio (CAGR / Max DD%) | -0.0576 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 13.50 | Fee: 71.50 | Vol: 199889.27
Realized PnL by Symbol
Details
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