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
998.66
Total PnL
-1.34 (-0.13%)
Total Trades (Win/Los)
149 (77/72)
Win Rate
51.68%
Max Drawdown
429.26 (34.89%)
Total Fees
70.02
Position avg (max), %
37.42 (115.62)
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 | -0.71% | 0.45% | 0.99% | 2.47% | 1.10% | -2.19% | 4.41% | 2.16% | 10.08% | -0.21% | -3.46% | -8.04% | 6.19% |
| 2025 | -7.83% | -1.99% | -2.02% | -5.28% | -0.47% | 8.41% | -6.52% | 9.81% | 6.87% | -1.65% | 7.28% | -2.50% | 2.08% |
| 2026 | 5.04% | -10.20% | -6.19% | -0.08% | 4.22% | 0.00% | — | — | — | — | — | — | -7.86% |
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 | 998.66 |
| Min balance | 801.19 |
| Max balance | 1230.45 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.00 |
| Average monthly return (arithmetic), % | 0.13 |
| Best month, % | 10.08 |
| Worst month, % | -10.20 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -1.34 |
| Total PnL, % | -0.13 |
| Gross profit | 1937.69 |
| Gross loss | 1873.99 |
| Trading volume (USDT) | 195719.66 |
| Total transactions (buy/sell) | 150 |
| Total fees | 70.02 |
| Funding net | 4.98 |
| Funding accrued (received) | 24.93 |
| Funding paid | 19.95 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 149 |
| Win Trades | 77 |
| Los Trades | 72 |
| Win Rate, % | 51.68 |
| Expectancy per trade | 0.4275 |
| Max consecutive wins | 6 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 37.42 |
| Position max, % of margin balance | 115.62 |
| Max Drawdown | 429.26 |
| Max Drawdown, % | 34.89 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0340 |
| Recovery Factor (Total PnL / Max DD) | -0.0031 |
| Sharpe ratio (monthly) | 0.0873 |
| Sortino ratio (monthly) | 0.1293 |
| CAGR, % | -0.06 |
| Calmar ratio (CAGR / Max DD%) | -0.0016 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 63.70 | Fee: 70.02 | Vol: 195719.66
Realized PnL by Symbol
Details
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