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
889.90
Total PnL
-110.10 (-11.01%)
Total Trades (Win/Los)
98 (54/44)
Win Rate
55.10%
Max Drawdown
563.00 (44.35%)
Total Fees
40.10
Position avg (max), %
37.24 (139.83)
Profit Factor
0.95
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 | -1.86% | 4.96% | 0.96% | 3.89% | 3.26% | 4.07% | 4.28% | -7.28% | 9.74% | -4.13% | 2.18% | -1.72% | 18.64% |
| 2025 | -24.63% | -6.81% | 3.82% | -8.39% | 4.29% | 2.42% | -1.77% | 6.92% | -7.34% | -7.42% | 8.46% | -3.34% | -32.60% |
| 2026 | 0.16% | -1.23% | 4.57% | 3.59% | 3.85% | 0.00% | — | — | — | — | — | — | 11.29% |
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 | 889.90 |
| Min balance | 706.51 |
| Max balance | 1269.52 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.39 |
| Average monthly return (arithmetic), % | -0.15 |
| Best month, % | 9.74 |
| Worst month, % | -24.63 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -110.10 |
| Total PnL, % | -11.01 |
| Gross profit | 1335.85 |
| Gross loss | 1409.02 |
| Trading volume (USDT) | 112221.29 |
| Total transactions (buy/sell) | 99 |
| Total fees | 40.10 |
| Funding net | 3.17 |
| Funding accrued (received) | 22.09 |
| Funding paid | 18.91 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 98 |
| Win Trades | 54 |
| Los Trades | 44 |
| Win Rate, % | 55.10 |
| Expectancy per trade | -0.7467 |
| Max consecutive wins | 12 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 37.24 |
| Position max, % of margin balance | 139.83 |
| Max Drawdown | 563.00 |
| Max Drawdown, % | 44.35 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9481 |
| Recovery Factor (Total PnL / Max DD) | -0.1956 |
| Sharpe ratio (monthly) | -0.0777 |
| Sortino ratio (monthly) | -0.0928 |
| CAGR, % | -4.72 |
| Calmar ratio (CAGR / Max DD%) | -0.1063 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -73.17 | Fee: 40.10 | Vol: 112221.29
Realized PnL by Symbol
Details
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