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
974.52
Total PnL
-25.48 (-2.55%)
Total Trades (Win/Los)
96 (54/42)
Win Rate
56.25%
Max Drawdown
563.80 (44.41%)
Total Fees
39.41
Position avg (max), %
36.48 (139.95)
Profit Factor
1.01
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% | 9.67% | -4.13% | 2.19% | -1.72% | 18.56% |
| 2025 | -24.65% | -6.81% | 3.82% | -8.40% | 4.29% | 2.43% | -1.77% | 6.94% | -7.35% | -7.58% | 8.35% | -3.35% | -32.80% |
| 2026 | 10.81% | -1.32% | 4.59% | 3.31% | 3.53% | 0.00% | — | — | — | — | — | — | 22.33% |
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 | 974.52 |
| Min balance | 705.71 |
| Max balance | 1269.52 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.09 |
| Average monthly return (arithmetic), % | 0.17 |
| Best month, % | 10.81 |
| Worst month, % | -24.65 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -25.48 |
| Total PnL, % | -2.55 |
| Gross profit | 1348.10 |
| Gross loss | 1338.03 |
| Trading volume (USDT) | 110297.18 |
| Total transactions (buy/sell) | 97 |
| Total fees | 39.41 |
| Funding net | 3.85 |
| Funding accrued (received) | 22.29 |
| Funding paid | 18.44 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 96 |
| Win Trades | 54 |
| Los Trades | 42 |
| Win Rate, % | 56.25 |
| Expectancy per trade | 0.1049 |
| Max consecutive wins | 12 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 36.48 |
| Position max, % of margin balance | 139.95 |
| Max Drawdown | 563.80 |
| Max Drawdown, % | 44.41 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0075 |
| Recovery Factor (Total PnL / Max DD) | -0.0452 |
| Sharpe ratio (monthly) | 0.0862 |
| Sortino ratio (monthly) | 0.1070 |
| CAGR, % | -1.06 |
| Calmar ratio (CAGR / Max DD%) | -0.0239 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 10.07 | Fee: 39.41 | Vol: 110297.18
Realized PnL by Symbol
Details
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