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
730.99
Total PnL
-269.01 (-26.90%)
Total Trades (Win/Los)
172 (81/91)
Win Rate
47.09%
Max Drawdown
699.48 (50.90%)
Total Fees
82.99
Position avg (max), %
42.20 (117.12)
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 | 14.11% | 5.50% | 7.99% | -9.42% | 0.41% | -5.72% | 4.68% | -1.39% | 9.19% | 8.34% | -3.24% | -8.75% | 20.18% |
| 2025 | -2.18% | -0.11% | -8.61% | -11.97% | 0.60% | -6.95% | -10.43% | 9.16% | -6.08% | -0.78% | 6.76% | -8.33% | -34.38% |
| 2026 | 9.22% | -7.19% | -10.88% | 4.98% | -2.26% | 0.00% | — | — | — | — | — | — | -7.30% |
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 | 730.99 |
| Min balance | 674.75 |
| Max balance | 1374.23 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.04 |
| Average monthly return (arithmetic), % | -0.78 |
| Best month, % | 14.11 |
| Worst month, % | -11.97 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -269.01 |
| Total PnL, % | -26.90 |
| Gross profit | 2063.11 |
| Gross loss | 2248.33 |
| Trading volume (USDT) | 231844.95 |
| Total transactions (buy/sell) | 173 |
| Total fees | 82.99 |
| Funding net | -0.79 |
| Funding accrued (received) | 24.00 |
| Funding paid | 24.79 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 172 |
| Win Trades | 81 |
| Los Trades | 91 |
| Win Rate, % | 47.09 |
| Expectancy per trade | -1.0769 |
| Max consecutive wins | 6 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 42.20 |
| Position max, % of margin balance | 117.12 |
| Max Drawdown | 699.48 |
| Max Drawdown, % | 50.90 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9176 |
| Recovery Factor (Total PnL / Max DD) | -0.3846 |
| Sharpe ratio (monthly) | -0.3735 |
| Sortino ratio (monthly) | -0.5000 |
| CAGR, % | -12.17 |
| Calmar ratio (CAGR / Max DD%) | -0.2391 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -185.22 | Fee: 82.99 | Vol: 231844.95
Realized PnL by Symbol
Details
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"tg_notification": {
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},
"exchange": {
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"main_timer": 5000,
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"bybit_transfer_profit": "",
"signal": {
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}
},
"basic": {
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"zigzag": {
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"detection": 5,
"detection_source": "default"
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"mz": null,
"tv": null,
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"p2p_bybit": null,
"SmartProfit": null,
"shadow_overlap": null
}