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
806.12
Total PnL
-193.88 (-19.39%)
Total Trades (Win/Los)
102 (54/48)
Win Rate
52.94%
Max Drawdown
625.27 (48.67%)
Total Fees
41.19
Position avg (max), %
38.23 (136.91)
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 | -0.71% | 4.91% | 0.95% | 4.13% | 3.06% | 4.14% | 4.41% | -7.57% | 10.18% | -3.96% | 2.15% | -1.70% | 20.49% |
| 2025 | -28.90% | -9.09% | 3.77% | -8.20% | 4.39% | 2.24% | -1.31% | 6.69% | -7.34% | -7.33% | 8.64% | -3.05% | -37.42% |
| 2026 | -3.85% | -1.11% | 4.52% | 3.64% | 3.80% | 0.00% | — | — | — | — | — | — | 6.92% |
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 | 806.12 |
| Min balance | 659.38 |
| Max balance | 1284.66 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.72 |
| Average monthly return (arithmetic), % | -0.42 |
| Best month, % | 10.18 |
| Worst month, % | -28.90 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -193.88 |
| Total PnL, % | -19.39 |
| Gross profit | 1301.00 |
| Gross loss | 1457.33 |
| Trading volume (USDT) | 115219.50 |
| Total transactions (buy/sell) | 103 |
| Total fees | 41.19 |
| Funding net | 3.64 |
| Funding accrued (received) | 22.03 |
| Funding paid | 18.39 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 102 |
| Win Trades | 54 |
| Los Trades | 48 |
| Win Rate, % | 52.94 |
| Expectancy per trade | -1.5326 |
| Max consecutive wins | 12 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 38.23 |
| Position max, % of margin balance | 136.91 |
| Max Drawdown | 625.27 |
| Max Drawdown, % | 48.67 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8927 |
| Recovery Factor (Total PnL / Max DD) | -0.3101 |
| Sharpe ratio (monthly) | -0.1983 |
| Sortino ratio (monthly) | -0.2288 |
| CAGR, % | -8.54 |
| Calmar ratio (CAGR / Max DD%) | -0.1754 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -156.33 | Fee: 41.19 | Vol: 115219.50
Realized PnL by Symbol
Details
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