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
980.63
Total PnL
-19.37 (-1.94%)
Total Trades (Win/Los)
162 (86/76)
Win Rate
53.09%
Max Drawdown
750.05 (46.49%)
Total Fees
84.30
Position avg (max), %
44.04 (116.42)
Profit Factor
1.03
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% | 4.10% | 8.01% | 1.21% | -6.99% | 2.04% | 3.53% | 5.83% | 8.55% | 7.72% | 5.38% | 1.36% | 56.52% |
| 2025 | -7.70% | -16.73% | -3.09% | -8.99% | 1.18% | -5.26% | -12.91% | 10.47% | 6.54% | -12.92% | 8.31% | -2.99% | -39.05% |
| 2026 | 0.30% | -1.41% | 1.82% | -1.36% | 3.51% | 0.00% | — | — | — | — | — | — | 2.80% |
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 | 980.63 |
| Min balance | 863.39 |
| Max balance | 1613.44 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.06 |
| Average monthly return (arithmetic), % | 0.18 |
| Best month, % | 10.47 |
| Worst month, % | -16.73 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -19.37 |
| Total PnL, % | -1.94 |
| Gross profit | 2374.88 |
| Gross loss | 2306.49 |
| Trading volume (USDT) | 235675.90 |
| Total transactions (buy/sell) | 163 |
| Total fees | 84.30 |
| Funding net | -3.46 |
| Funding accrued (received) | 27.33 |
| Funding paid | 30.79 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 162 |
| Win Trades | 86 |
| Los Trades | 76 |
| Win Rate, % | 53.09 |
| Expectancy per trade | 0.4221 |
| Max consecutive wins | 11 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 44.04 |
| Position max, % of margin balance | 116.42 |
| Max Drawdown | 750.05 |
| Max Drawdown, % | 46.49 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0296 |
| Recovery Factor (Total PnL / Max DD) | -0.0258 |
| Sharpe ratio (monthly) | 0.0910 |
| Sortino ratio (monthly) | 0.1175 |
| CAGR, % | -0.81 |
| Calmar ratio (CAGR / Max DD%) | -0.0174 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 68.39 | Fee: 84.30 | Vol: 235675.90
Realized PnL by Symbol
Details
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