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
939.15
Total PnL
-60.85 (-6.09%)
Total Trades (Win/Los)
134 (70/64)
Win Rate
52.24%
Max Drawdown
536.50 (40.28%)
Total Fees
63.30
Position avg (max), %
38.69 (121.75)
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 | -0.95% | 6.15% | 0.94% | 2.23% | 4.60% | -2.39% | 4.28% | 2.59% | 9.97% | -1.42% | 2.01% | -11.34% | 16.19% |
| 2025 | -14.07% | -3.35% | -1.87% | -6.22% | -0.47% | 8.34% | -8.99% | 6.93% | 3.41% | -4.07% | 8.21% | -2.72% | -16.24% |
| 2026 | 5.08% | -10.54% | -0.13% | -1.09% | 3.93% | 0.00% | — | — | — | — | — | — | -3.49% |
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 | 939.15 |
| Min balance | 795.28 |
| Max balance | 1331.78 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.21 |
| Average monthly return (arithmetic), % | -0.03 |
| Best month, % | 9.97 |
| Worst month, % | -14.07 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -60.85 |
| Total PnL, % | -6.09 |
| Gross profit | 1776.31 |
| Gross loss | 1778.19 |
| Trading volume (USDT) | 176936.36 |
| Total transactions (buy/sell) | 135 |
| Total fees | 63.30 |
| Funding net | 4.33 |
| Funding accrued (received) | 25.37 |
| Funding paid | 21.04 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 134 |
| Win Trades | 70 |
| Los Trades | 64 |
| Win Rate, % | 52.24 |
| Expectancy per trade | -0.0140 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 38.69 |
| Position max, % of margin balance | 121.75 |
| Max Drawdown | 536.50 |
| Max Drawdown, % | 40.28 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9989 |
| Recovery Factor (Total PnL / Max DD) | -0.1134 |
| Sharpe ratio (monthly) | -0.0186 |
| Sortino ratio (monthly) | -0.0243 |
| CAGR, % | -2.57 |
| Calmar ratio (CAGR / Max DD%) | -0.0637 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -1.88 | Fee: 63.30 | Vol: 176936.36
Realized PnL by Symbol
Details
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