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
856.81
Total PnL
-143.19 (-14.32%)
Total Trades (Win/Los)
100 (54/46)
Win Rate
54.00%
Max Drawdown
559.60 (43.89%)
Total Fees
41.39
Position avg (max), %
37.92 (137.95)
Profit Factor
0.93
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 | -1.11% | 4.93% | 0.96% | 3.87% | 3.08% | 4.11% | 4.26% | -7.30% | 9.71% | -4.15% | 2.17% | -1.72% | 19.17% |
| 2025 | -24.06% | -6.58% | 3.82% | -8.55% | 4.36% | 2.39% | -1.75% | 7.05% | -7.24% | -7.07% | 8.33% | -4.19% | -32.28% |
| 2026 | -4.43% | -1.28% | 4.46% | 3.68% | 3.92% | 0.00% | — | — | — | — | — | — | 6.17% |
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 | 856.81 |
| Min balance | 715.55 |
| Max balance | 1275.15 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.51 |
| Average monthly return (arithmetic), % | -0.28 |
| Best month, % | 9.71 |
| Worst month, % | -24.06 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -143.19 |
| Total PnL, % | -14.32 |
| Gross profit | 1331.25 |
| Gross loss | 1438.11 |
| Trading volume (USDT) | 115801.74 |
| Total transactions (buy/sell) | 101 |
| Total fees | 41.39 |
| Funding net | 5.07 |
| Funding accrued (received) | 23.44 |
| Funding paid | 18.37 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 100 |
| Win Trades | 54 |
| Los Trades | 46 |
| Win Rate, % | 54.00 |
| Expectancy per trade | -1.0687 |
| Max consecutive wins | 12 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 37.92 |
| Position max, % of margin balance | 137.95 |
| Max Drawdown | 559.60 |
| Max Drawdown, % | 43.89 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9257 |
| Recovery Factor (Total PnL / Max DD) | -0.2559 |
| Sharpe ratio (monthly) | -0.1464 |
| Sortino ratio (monthly) | -0.1748 |
| CAGR, % | -6.20 |
| Calmar ratio (CAGR / Max DD%) | -0.1413 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -106.87 | Fee: 41.39 | Vol: 115801.74
Realized PnL by Symbol
Details
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