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
931.47
Total PnL
-68.53 (-6.85%)
Total Trades (Win/Los)
124 (65/59)
Win Rate
52.42%
Max Drawdown
657.35 (46.46%)
Total Fees
56.19
Position avg (max), %
40.89 (119.25)
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 | -3.95% | 6.07% | 0.97% | 2.09% | 4.82% | -2.45% | 3.57% | 4.82% | 9.93% | 7.80% | 1.87% | -1.59% | 38.49% |
| 2025 | -21.51% | -8.74% | -3.15% | -8.19% | 4.23% | -5.93% | -10.97% | 6.81% | 6.30% | -3.97% | 8.41% | -4.02% | -36.91% |
| 2026 | -4.02% | -1.39% | 4.52% | 3.65% | 3.98% | 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 | 931.47 |
| Min balance | 757.51 |
| Max balance | 1414.86 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.24 |
| Average monthly return (arithmetic), % | 0.00 |
| Best month, % | 9.93 |
| Worst month, % | -21.51 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -68.53 |
| Total PnL, % | -6.85 |
| Gross profit | 1676.64 |
| Gross loss | 1690.88 |
| Trading volume (USDT) | 157105.83 |
| Total transactions (buy/sell) | 125 |
| Total fees | 56.19 |
| Funding net | 1.89 |
| Funding accrued (received) | 24.85 |
| Funding paid | 22.96 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 124 |
| Win Trades | 65 |
| Los Trades | 59 |
| Win Rate, % | 52.42 |
| Expectancy per trade | -0.1148 |
| Max consecutive wins | 7 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 40.89 |
| Position max, % of margin balance | 119.25 |
| Max Drawdown | 657.35 |
| Max Drawdown, % | 46.46 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9916 |
| Recovery Factor (Total PnL / Max DD) | -0.1043 |
| Sharpe ratio (monthly) | -0.0004 |
| Sortino ratio (monthly) | -0.0005 |
| CAGR, % | -2.90 |
| Calmar ratio (CAGR / Max DD%) | -0.0624 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -14.23 | Fee: 56.19 | Vol: 157105.83
Realized PnL by Symbol
Details
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