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
801.97
Total PnL
-198.03 (-19.80%)
Total Trades (Win/Los)
104 (54/50)
Win Rate
51.92%
Max Drawdown
609.95 (47.41%)
Total Fees
42.24
Position avg (max), %
38.05 (136.09)
Profit Factor
0.89
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 | -0.76% | 5.14% | 0.95% | 4.12% | 3.06% | 4.13% | 4.40% | -7.56% | 10.16% | -3.95% | 2.15% | -1.69% | 20.67% |
| 2025 | -28.25% | -7.76% | 3.79% | -7.95% | 4.37% | 2.12% | -4.16% | 6.71% | -7.35% | -7.35% | 8.66% | -3.05% | -37.67% |
| 2026 | -3.86% | -1.11% | 4.19% | 3.68% | 3.82% | 0.00% | — | — | — | — | — | — | 6.64% |
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 | 801.97 |
| Min balance | 676.52 |
| Max balance | 1286.47 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.73 |
| Average monthly return (arithmetic), % | -0.45 |
| Best month, % | 10.16 |
| Worst month, % | -28.25 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -198.03 |
| Total PnL, % | -19.80 |
| Gross profit | 1306.77 |
| Gross loss | 1466.41 |
| Trading volume (USDT) | 118135.64 |
| Total transactions (buy/sell) | 105 |
| Total fees | 42.24 |
| Funding net | 3.85 |
| Funding accrued (received) | 22.12 |
| Funding paid | 18.27 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 104 |
| Win Trades | 54 |
| Los Trades | 50 |
| Win Rate, % | 51.92 |
| Expectancy per trade | -1.5350 |
| Max consecutive wins | 12 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 38.05 |
| Position max, % of margin balance | 136.09 |
| Max Drawdown | 609.95 |
| Max Drawdown, % | 47.41 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8911 |
| Recovery Factor (Total PnL / Max DD) | -0.3247 |
| Sharpe ratio (monthly) | -0.2149 |
| Sortino ratio (monthly) | -0.2492 |
| CAGR, % | -8.73 |
| Calmar ratio (CAGR / Max DD%) | -0.1842 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -159.64 | Fee: 42.24 | Vol: 118135.64
Realized PnL by Symbol
Details
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