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
947.46
Total PnL
-52.54 (-5.25%)
Total Trades (Win/Los)
111 (61/50)
Win Rate
54.95%
Max Drawdown
506.92 (42.96%)
Total Fees
46.43
Position avg (max), %
39.97 (119.25)
Profit Factor
0.99
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% | -2.18% | 4.40% | -7.13% | 9.95% | -4.31% | 2.35% | -1.78% | 10.41% |
| 2025 | -17.36% | -6.53% | -3.20% | -8.27% | 4.30% | 2.14% | -2.05% | 6.72% | 3.37% | -4.08% | 8.44% | -3.47% | -20.71% |
| 2026 | -4.14% | -1.39% | 4.49% | 5.45% | 3.91% | 0.00% | — | — | — | — | — | — | 8.24% |
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 | 947.46 |
| Min balance | 672.99 |
| Max balance | 1179.91 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.18 |
| Average monthly return (arithmetic), % | -0.01 |
| Best month, % | 9.95 |
| Worst month, % | -17.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -52.54 |
| Total PnL, % | -5.25 |
| Gross profit | 1462.16 |
| Gross loss | 1470.74 |
| Trading volume (USDT) | 129870.81 |
| Total transactions (buy/sell) | 112 |
| Total fees | 46.43 |
| Funding net | 2.48 |
| Funding accrued (received) | 23.18 |
| Funding paid | 20.70 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 111 |
| Win Trades | 61 |
| Los Trades | 50 |
| Win Rate, % | 54.95 |
| Expectancy per trade | -0.0773 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 39.97 |
| Position max, % of margin balance | 119.25 |
| Max Drawdown | 506.92 |
| Max Drawdown, % | 42.96 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9942 |
| Recovery Factor (Total PnL / Max DD) | -0.1036 |
| Sharpe ratio (monthly) | -0.0073 |
| Sortino ratio (monthly) | -0.0096 |
| CAGR, % | -2.21 |
| Calmar ratio (CAGR / Max DD%) | -0.0514 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -8.58 | Fee: 46.43 | Vol: 129870.81
Realized PnL by Symbol
Details
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}