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
995.33
Total PnL
-4.67 (-0.47%)
Total Trades (Win/Los)
109 (61/48)
Win Rate
55.96%
Max Drawdown
495.65 (42.49%)
Total Fees
45.23
Position avg (max), %
40.47 (119.25)
Profit Factor
1.03
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 | -4.35% | 6.09% | 0.98% | 2.10% | 4.82% | -3.00% | 4.41% | -7.16% | 10.07% | -3.94% | 2.37% | -1.79% | 9.61% |
| 2025 | -16.69% | -6.52% | -3.52% | -8.29% | 4.31% | 2.14% | -1.58% | 6.70% | 3.36% | -4.27% | 8.44% | -1.98% | -18.89% |
| 2026 | -0.37% | -1.32% | 4.55% | 4.97% | 3.78% | 0.00% | — | — | — | — | — | — | 11.97% |
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 | 995.33 |
| Min balance | 670.91 |
| Max balance | 1166.57 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.02 |
| Average monthly return (arithmetic), % | 0.14 |
| Best month, % | 10.07 |
| Worst month, % | -16.69 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -4.67 |
| Total PnL, % | -0.47 |
| Gross profit | 1463.40 |
| Gross loss | 1425.27 |
| Trading volume (USDT) | 126522.54 |
| Total transactions (buy/sell) | 110 |
| Total fees | 45.23 |
| Funding net | 2.42 |
| Funding accrued (received) | 23.59 |
| Funding paid | 21.17 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 109 |
| Win Trades | 61 |
| Los Trades | 48 |
| Win Rate, % | 55.96 |
| Expectancy per trade | 0.3499 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 40.47 |
| Position max, % of margin balance | 119.25 |
| Max Drawdown | 495.65 |
| Max Drawdown, % | 42.49 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0268 |
| Recovery Factor (Total PnL / Max DD) | -0.0094 |
| Sharpe ratio (monthly) | 0.0898 |
| Sortino ratio (monthly) | 0.1192 |
| CAGR, % | -0.19 |
| Calmar ratio (CAGR / Max DD%) | -0.0046 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 38.14 | Fee: 45.23 | Vol: 126522.54
Realized PnL by Symbol
Details
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