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
784.85
Total PnL
-215.15 (-21.52%)
Total Trades (Win/Los)
106 (53/53)
Win Rate
50.00%
Max Drawdown
641.47 (49.32%)
Total Fees
43.80
Position avg (max), %
37.93 (132.51)
Profit Factor
0.88
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 | 0.28% | 5.12% | 0.94% | 4.08% | 3.03% | 4.09% | 4.36% | -6.96% | 10.02% | -4.27% | 2.12% | -1.36% | 22.34% |
| 2025 | -27.57% | -5.59% | 4.09% | -7.70% | 4.35% | 2.06% | -10.31% | 5.27% | -7.57% | -7.59% | 8.89% | -3.14% | -40.49% |
| 2026 | -3.06% | -1.14% | 4.36% | 3.70% | 3.94% | 0.00% | — | — | — | — | — | — | 7.81% |
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 | 784.85 |
| Min balance | 659.19 |
| Max balance | 1300.65 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.80 |
| Average monthly return (arithmetic), % | -0.52 |
| Best month, % | 10.02 |
| Worst month, % | -27.57 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -215.15 |
| Total PnL, % | -21.52 |
| Gross profit | 1319.18 |
| Gross loss | 1493.41 |
| Trading volume (USDT) | 122481.17 |
| Total transactions (buy/sell) | 107 |
| Total fees | 43.80 |
| Funding net | 2.88 |
| Funding accrued (received) | 21.69 |
| Funding paid | 18.81 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 106 |
| Win Trades | 53 |
| Los Trades | 53 |
| Win Rate, % | 50.00 |
| Expectancy per trade | -1.6436 |
| Max consecutive wins | 12 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 37.93 |
| Position max, % of margin balance | 132.51 |
| Max Drawdown | 641.47 |
| Max Drawdown, % | 49.32 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8833 |
| Recovery Factor (Total PnL / Max DD) | -0.3354 |
| Sharpe ratio (monthly) | -0.2507 |
| Sortino ratio (monthly) | -0.2888 |
| CAGR, % | -9.55 |
| Calmar ratio (CAGR / Max DD%) | -0.1935 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -174.23 | Fee: 43.80 | Vol: 122481.17
Realized PnL by Symbol
Details
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