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
786.51
Total PnL
-213.49 (-21.35%)
Total Trades (Win/Los)
119 (57/62)
Win Rate
47.90%
Max Drawdown
586.79 (46.60%)
Total Fees
50.48
Position avg (max), %
39.51 (132.35)
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 | 1.11% | 5.07% | 0.93% | 1.83% | 4.57% | -2.37% | 4.43% | -6.54% | 10.09% | -3.93% | 5.74% | 1.17% | 23.10% |
| 2025 | -27.93% | -5.42% | -2.79% | -7.22% | 4.31% | 2.14% | -9.47% | 5.35% | 3.13% | -4.18% | 8.36% | -2.89% | -35.04% |
| 2026 | -2.98% | -1.27% | 3.70% | -1.20% | 0.23% | 0.00% | — | — | — | — | — | — | -1.63% |
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 | 786.51 |
| Min balance | 672.48 |
| Max balance | 1259.27 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.80 |
| Average monthly return (arithmetic), % | -0.53 |
| Best month, % | 10.09 |
| Worst month, % | -27.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -213.49 |
| Total PnL, % | -21.35 |
| Gross profit | 1446.61 |
| Gross loss | 1612.16 |
| Trading volume (USDT) | 141103.69 |
| Total transactions (buy/sell) | 120 |
| Total fees | 50.48 |
| Funding net | 2.54 |
| Funding accrued (received) | 22.61 |
| Funding paid | 20.07 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 119 |
| Win Trades | 57 |
| Los Trades | 62 |
| Win Rate, % | 47.90 |
| Expectancy per trade | -1.3911 |
| Max consecutive wins | 6 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 39.51 |
| Position max, % of margin balance | 132.35 |
| Max Drawdown | 586.79 |
| Max Drawdown, % | 46.60 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8973 |
| Recovery Factor (Total PnL / Max DD) | -0.3638 |
| Sharpe ratio (monthly) | -0.2704 |
| Sortino ratio (monthly) | -0.3113 |
| CAGR, % | -9.47 |
| Calmar ratio (CAGR / Max DD%) | -0.2031 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -165.55 | Fee: 50.48 | Vol: 141103.69
Realized PnL by Symbol
Details
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