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
797.40
Total PnL
-202.60 (-20.26%)
Total Trades (Win/Los)
116 (60/56)
Win Rate
51.72%
Max Drawdown
597.50 (50.71%)
Total Fees
45.79
Position avg (max), %
40.93 (119.25)
Profit Factor
0.89
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% | 4.81% | -2.32% | 4.41% | -7.14% | 9.96% | -4.31% | 2.35% | -1.78% | 10.25% |
| 2025 | -22.15% | -9.08% | -8.63% | -8.60% | 4.51% | 1.88% | -4.05% | 6.64% | 3.04% | -4.52% | 8.74% | -3.59% | -33.57% |
| 2026 | -3.66% | -1.14% | 4.34% | 5.51% | 3.84% | 0.00% | — | — | — | — | — | — | 8.88% |
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 | 797.40 |
| Min balance | 580.83 |
| Max balance | 1178.33 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.75 |
| Average monthly return (arithmetic), % | -0.53 |
| Best month, % | 9.96 |
| Worst month, % | -22.15 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -202.60 |
| Total PnL, % | -20.26 |
| Gross profit | 1320.91 |
| Gross loss | 1479.41 |
| Trading volume (USDT) | 127986.38 |
| Total transactions (buy/sell) | 117 |
| Total fees | 45.79 |
| Funding net | 1.68 |
| Funding accrued (received) | 21.41 |
| Funding paid | 19.73 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 116 |
| Win Trades | 60 |
| Los Trades | 56 |
| Win Rate, % | 51.72 |
| Expectancy per trade | -1.3663 |
| Max consecutive wins | 6 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 40.93 |
| Position max, % of margin balance | 119.25 |
| Max Drawdown | 597.50 |
| Max Drawdown, % | 50.71 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8929 |
| Recovery Factor (Total PnL / Max DD) | -0.3391 |
| Sharpe ratio (monthly) | -0.2787 |
| Sortino ratio (monthly) | -0.3359 |
| CAGR, % | -8.95 |
| Calmar ratio (CAGR / Max DD%) | -0.1765 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -158.50 | Fee: 45.79 | Vol: 127986.38
Realized PnL by Symbol
Details
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