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
827.37
Total PnL
-172.63 (-17.26%)
Total Trades (Win/Los)
118 (58/60)
Win Rate
49.15%
Max Drawdown
579.77 (47.13%)
Total Fees
48.42
Position avg (max), %
39.52 (136.23)
Profit Factor
0.92
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 | 0.45% | 5.11% | 0.94% | 1.84% | 4.60% | -2.39% | 4.28% | -7.37% | 9.70% | -4.16% | 5.52% | 1.55% | 20.58% |
| 2025 | -28.35% | -5.68% | -2.92% | -7.73% | 4.36% | 2.28% | -10.64% | 4.60% | 3.16% | -4.34% | 8.81% | -3.03% | -37.12% |
| 2026 | -3.10% | -1.09% | 3.85% | 5.97% | 3.47% | 0.00% | — | — | — | — | — | — | 9.13% |
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 | 827.37 |
| Min balance | 650.39 |
| Max balance | 1230.16 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.63 |
| Average monthly return (arithmetic), % | -0.34 |
| Best month, % | 9.70 |
| Worst month, % | -28.35 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -172.63 |
| Total PnL, % | -17.26 |
| Gross profit | 1429.46 |
| Gross loss | 1555.86 |
| Trading volume (USDT) | 135396.20 |
| Total transactions (buy/sell) | 119 |
| Total fees | 48.42 |
| Funding net | 2.20 |
| Funding accrued (received) | 21.89 |
| Funding paid | 19.69 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 118 |
| Win Trades | 58 |
| Los Trades | 60 |
| Win Rate, % | 49.15 |
| Expectancy per trade | -1.0712 |
| Max consecutive wins | 6 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 39.52 |
| Position max, % of margin balance | 136.23 |
| Max Drawdown | 579.77 |
| Max Drawdown, % | 47.13 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9188 |
| Recovery Factor (Total PnL / Max DD) | -0.2977 |
| Sharpe ratio (monthly) | -0.1676 |
| Sortino ratio (monthly) | -0.1942 |
| CAGR, % | -7.55 |
| Calmar ratio (CAGR / Max DD%) | -0.1601 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -126.40 | Fee: 48.42 | Vol: 135396.20
Realized PnL by Symbol
Details
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