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
937.67
Total PnL
-62.33 (-6.23%)
Total Trades (Win/Los)
112 (59/53)
Win Rate
52.68%
Max Drawdown
551.36 (45.18%)
Total Fees
46.88
Position avg (max), %
39.33 (137.87)
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 | -0.81% | 4.91% | 0.95% | 1.65% | 4.78% | -2.29% | 4.33% | -7.41% | 9.83% | -4.05% | 5.82% | 1.23% | 19.22% |
| 2025 | -24.05% | -6.58% | -3.34% | -7.94% | 4.33% | 2.15% | -1.58% | 6.72% | 3.37% | -4.04% | 8.45% | -4.04% | -27.04% |
| 2026 | -4.36% | -1.18% | 3.82% | 5.71% | 3.95% | 0.00% | — | — | — | — | — | — | 7.82% |
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 | 937.67 |
| Min balance | 668.93 |
| Max balance | 1220.29 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.21 |
| Average monthly return (arithmetic), % | 0.01 |
| Best month, % | 9.83 |
| Worst month, % | -24.05 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -62.33 |
| Total PnL, % | -6.23 |
| Gross profit | 1502.72 |
| Gross loss | 1522.01 |
| Trading volume (USDT) | 131150.30 |
| Total transactions (buy/sell) | 113 |
| Total fees | 46.88 |
| Funding net | 3.84 |
| Funding accrued (received) | 23.69 |
| Funding paid | 19.85 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 112 |
| Win Trades | 59 |
| Los Trades | 53 |
| Win Rate, % | 52.68 |
| Expectancy per trade | -0.1722 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 39.33 |
| Position max, % of margin balance | 137.87 |
| Max Drawdown | 551.36 |
| Max Drawdown, % | 45.18 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9873 |
| Recovery Factor (Total PnL / Max DD) | -0.1130 |
| Sharpe ratio (monthly) | 0.0058 |
| Sortino ratio (monthly) | 0.0071 |
| CAGR, % | -2.63 |
| Calmar ratio (CAGR / Max DD%) | -0.0582 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -19.28 | Fee: 46.88 | Vol: 131150.30
Realized PnL by Symbol
Details
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