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
926.21
Total PnL
-73.79 (-7.38%)
Total Trades (Win/Los)
134 (71/63)
Win Rate
52.99%
Max Drawdown
637.22 (43.88%)
Total Fees
64.16
Position avg (max), %
39.79 (121.39)
Profit Factor
0.99
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 | -0.95% | -0.19% | 1.00% | 2.50% | 4.57% | -1.58% | 5.48% | 6.53% | 9.78% | 8.00% | 1.84% | -11.33% | 26.72% |
| 2025 | -14.16% | -4.29% | -2.02% | -6.58% | -1.01% | 0.16% | -9.37% | 6.93% | 6.44% | -3.42% | 8.28% | -2.69% | -21.73% |
| 2026 | -3.22% | -10.39% | -0.15% | 3.89% | 3.80% | 0.00% | — | — | — | — | — | — | -6.62% |
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 | 926.21 |
| Min balance | 815.05 |
| Max balance | 1452.27 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.26 |
| Average monthly return (arithmetic), % | -0.07 |
| Best month, % | 9.78 |
| Worst month, % | -14.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -73.79 |
| Total PnL, % | -7.38 |
| Gross profit | 1817.78 |
| Gross loss | 1829.48 |
| Trading volume (USDT) | 179341.35 |
| Total transactions (buy/sell) | 135 |
| Total fees | 64.16 |
| Funding net | 2.06 |
| Funding accrued (received) | 25.08 |
| Funding paid | 23.02 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 134 |
| Win Trades | 71 |
| Los Trades | 63 |
| Win Rate, % | 52.99 |
| Expectancy per trade | -0.0873 |
| Max consecutive wins | 8 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 39.79 |
| Position max, % of margin balance | 121.39 |
| Max Drawdown | 637.22 |
| Max Drawdown, % | 43.88 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9936 |
| Recovery Factor (Total PnL / Max DD) | -0.1158 |
| Sharpe ratio (monthly) | -0.0412 |
| Sortino ratio (monthly) | -0.0541 |
| CAGR, % | -3.12 |
| Calmar ratio (CAGR / Max DD%) | -0.0712 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -11.70 | Fee: 64.16 | Vol: 179341.35
Realized PnL by Symbol
Details
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