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
913.71
Total PnL
-86.29 (-8.63%)
Total Trades (Win/Los)
167 (86/81)
Win Rate
51.50%
Max Drawdown
760.72 (47.75%)
Total Fees
89.83
Position avg (max), %
44.33 (116.72)
Profit Factor
1.00
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 | 6.60% | 4.39% | 9.26% | 1.05% | -7.51% | 2.49% | 3.68% | 6.31% | 8.76% | 7.89% | 5.37% | -3.27% | 53.51% |
| 2025 | -7.12% | -13.54% | -2.18% | -10.82% | 1.35% | -5.59% | -12.67% | 10.43% | 6.49% | -12.68% | 8.50% | -3.78% | -37.24% |
| 2026 | -3.86% | -1.46% | -2.51% | -0.76% | 3.48% | 0.00% | — | — | — | — | — | — | -5.15% |
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 | 913.71 |
| Min balance | 832.30 |
| Max balance | 1593.02 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.30 |
| Average monthly return (arithmetic), % | -0.06 |
| Best month, % | 10.43 |
| Worst month, % | -13.54 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -86.29 |
| Total PnL, % | -8.63 |
| Gross profit | 2357.55 |
| Gross loss | 2352.59 |
| Trading volume (USDT) | 251031.35 |
| Total transactions (buy/sell) | 168 |
| Total fees | 89.83 |
| Funding net | -1.42 |
| Funding accrued (received) | 28.71 |
| Funding paid | 30.13 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 167 |
| Win Trades | 86 |
| Los Trades | 81 |
| Win Rate, % | 51.50 |
| Expectancy per trade | 0.0297 |
| Max consecutive wins | 11 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 44.33 |
| Position max, % of margin balance | 116.72 |
| Max Drawdown | 760.72 |
| Max Drawdown, % | 47.75 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0021 |
| Recovery Factor (Total PnL / Max DD) | -0.1134 |
| Sharpe ratio (monthly) | -0.0285 |
| Sortino ratio (monthly) | -0.0378 |
| CAGR, % | -3.67 |
| Calmar ratio (CAGR / Max DD%) | -0.0768 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 4.96 | Fee: 89.83 | Vol: 251031.35
Realized PnL by Symbol
Details
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}