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
957.27
Total PnL
-42.73 (-4.27%)
Total Trades (Win/Los)
107 (54/53)
Win Rate
50.47%
Max Drawdown
509.30 (38.66%)
Total Fees
49.77
Position avg (max), %
36.26 (113.96)
Profit Factor
1.00
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 | 1.02% | 5.38% | 0.93% | 4.04% | 3.54% | 4.02% | 4.32% | -6.66% | 9.86% | -4.11% | 2.09% | -1.28% | 24.46% |
| 2025 | -15.33% | -5.46% | 4.64% | -7.05% | 4.16% | 2.49% | -9.89% | 5.55% | -7.03% | -6.77% | 8.14% | -2.72% | -27.93% |
| 2026 | -3.46% | -1.35% | 4.34% | 3.55% | 3.73% | 0.00% | — | — | — | — | — | — | 6.73% |
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 | 957.27 |
| Min balance | 807.98 |
| Max balance | 1317.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.15 |
| Average monthly return (arithmetic), % | 0.02 |
| Best month, % | 9.86 |
| Worst month, % | -15.33 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -42.73 |
| Total PnL, % | -4.27 |
| Gross profit | 1513.51 |
| Gross loss | 1509.45 |
| Trading volume (USDT) | 139197.10 |
| Total transactions (buy/sell) | 108 |
| Total fees | 49.77 |
| Funding net | 2.98 |
| Funding accrued (received) | 23.41 |
| Funding paid | 20.43 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 107 |
| Win Trades | 54 |
| Los Trades | 53 |
| Win Rate, % | 50.47 |
| Expectancy per trade | 0.0379 |
| Max consecutive wins | 12 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 36.26 |
| Position max, % of margin balance | 113.96 |
| Max Drawdown | 509.30 |
| Max Drawdown, % | 38.66 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0027 |
| Recovery Factor (Total PnL / Max DD) | -0.0839 |
| Sharpe ratio (monthly) | 0.0134 |
| Sortino ratio (monthly) | 0.0173 |
| CAGR, % | -1.79 |
| Calmar ratio (CAGR / Max DD%) | -0.0464 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 4.06 | Fee: 49.77 | Vol: 139197.10
Realized PnL by Symbol
Details
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