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
888.06
Total PnL
-111.94 (-11.19%)
Total Trades (Win/Los)
119 (60/59)
Win Rate
50.42%
Max Drawdown
500.61 (42.27%)
Total Fees
49.91
Position avg (max), %
39.41 (118.36)
Profit Factor
0.96
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 | -3.26% | 6.02% | 0.97% | 2.10% | 4.83% | -2.46% | 4.38% | -6.47% | 9.84% | -4.05% | 2.32% | -1.44% | 12.17% |
| 2025 | -20.59% | -5.08% | -2.20% | -7.07% | 4.34% | 2.11% | -9.79% | 6.72% | 3.13% | -4.44% | 8.79% | -3.28% | -27.12% |
| 2026 | -3.34% | -1.25% | 4.26% | 5.11% | 3.85% | 0.00% | — | — | — | — | — | — | 8.64% |
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 | 888.06 |
| Min balance | 683.71 |
| Max balance | 1184.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.39 |
| Average monthly return (arithmetic), % | -0.20 |
| Best month, % | 9.84 |
| Worst month, % | -20.59 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -111.94 |
| Total PnL, % | -11.19 |
| Gross profit | 1427.41 |
| Gross loss | 1490.58 |
| Trading volume (USDT) | 139497.20 |
| Total transactions (buy/sell) | 120 |
| Total fees | 49.91 |
| Funding net | 1.13 |
| Funding accrued (received) | 21.78 |
| Funding paid | 20.64 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 119 |
| Win Trades | 60 |
| Los Trades | 59 |
| Win Rate, % | 50.42 |
| Expectancy per trade | -0.5308 |
| Max consecutive wins | 6 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 39.41 |
| Position max, % of margin balance | 118.36 |
| Max Drawdown | 500.61 |
| Max Drawdown, % | 42.27 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9576 |
| Recovery Factor (Total PnL / Max DD) | -0.2236 |
| Sharpe ratio (monthly) | -0.1121 |
| Sortino ratio (monthly) | -0.1397 |
| CAGR, % | -4.80 |
| Calmar ratio (CAGR / Max DD%) | -0.1135 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -63.17 | Fee: 49.91 | Vol: 139497.20
Realized PnL by Symbol
Details
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