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
807.13
Total PnL
-192.87 (-19.29%)
Total Trades (Win/Los)
119 (60/59)
Win Rate
50.42%
Max Drawdown
542.67 (45.83%)
Total Fees
47.77
Position avg (max), %
40.45 (118.36)
Profit Factor
0.90
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% | 2.07% | 4.83% | -2.46% | 4.38% | -7.10% | 9.91% | -4.29% | 2.34% | -1.77% | 10.82% |
| 2025 | -21.60% | -7.56% | -2.96% | -7.76% | 4.27% | 1.77% | -10.86% | 6.50% | 3.17% | -4.42% | 8.66% | -3.38% | -32.33% |
| 2026 | -4.33% | -1.12% | 4.20% | 5.21% | 3.80% | 0.00% | — | — | — | — | — | — | 7.64% |
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 | 807.13 |
| Min balance | 641.37 |
| Max balance | 1184.04 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.71 |
| Average monthly return (arithmetic), % | -0.49 |
| Best month, % | 9.91 |
| Worst month, % | -21.60 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -192.87 |
| Total PnL, % | -19.29 |
| Gross profit | 1360.29 |
| Gross loss | 1506.69 |
| Trading volume (USDT) | 133524.55 |
| Total transactions (buy/sell) | 120 |
| Total fees | 47.77 |
| Funding net | 1.31 |
| Funding accrued (received) | 21.47 |
| Funding paid | 20.17 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 119 |
| Win Trades | 60 |
| Los Trades | 59 |
| Win Rate, % | 50.42 |
| Expectancy per trade | -1.2303 |
| Max consecutive wins | 6 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 40.45 |
| Position max, % of margin balance | 118.36 |
| Max Drawdown | 542.67 |
| Max Drawdown, % | 45.83 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9028 |
| Recovery Factor (Total PnL / Max DD) | -0.3554 |
| Sharpe ratio (monthly) | -0.2655 |
| Sortino ratio (monthly) | -0.3204 |
| CAGR, % | -8.49 |
| Calmar ratio (CAGR / Max DD%) | -0.1853 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -146.40 | Fee: 47.77 | Vol: 133524.55
Realized PnL by Symbol
Details
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