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
849.30
Total PnL
-150.70 (-15.07%)
Total Trades (Win/Los)
92 (51/41)
Win Rate
55.43%
Max Drawdown
501.83 (44.35%)
Total Fees
33.72
Position avg (max), %
37.58 (130.96)
Profit Factor
0.90
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 | -12.85% | 5.24% | 1.08% | 4.06% | 2.97% | 4.01% | 4.36% | -7.51% | 9.69% | -4.10% | 2.46% | -2.14% | 5.20% |
| 2025 | -24.40% | -6.51% | 3.74% | -8.51% | 3.33% | 2.18% | -1.70% | 6.78% | -8.30% | -8.03% | 8.65% | -3.36% | -34.16% |
| 2026 | 10.58% | -1.29% | 4.49% | 3.44% | 3.95% | 0.00% | — | — | — | — | — | — | 22.64% |
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 | 849.30 |
| Min balance | 629.61 |
| Max balance | 1131.44 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.54 |
| Average monthly return (arithmetic), % | -0.26 |
| Best month, % | 10.58 |
| Worst month, % | -24.40 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -150.70 |
| Total PnL, % | -15.07 |
| Gross profit | 1140.34 |
| Gross loss | 1260.72 |
| Trading volume (USDT) | 94358.87 |
| Total transactions (buy/sell) | 93 |
| Total fees | 33.72 |
| Funding net | 3.40 |
| Funding accrued (received) | 20.20 |
| Funding paid | 16.80 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 92 |
| Win Trades | 51 |
| Los Trades | 41 |
| Win Rate, % | 55.43 |
| Expectancy per trade | -1.3084 |
| Max consecutive wins | 12 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 37.58 |
| Position max, % of margin balance | 130.96 |
| Max Drawdown | 501.83 |
| Max Drawdown, % | 44.35 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9045 |
| Recovery Factor (Total PnL / Max DD) | -0.3003 |
| Sharpe ratio (monthly) | -0.1214 |
| Sortino ratio (monthly) | -0.1463 |
| CAGR, % | -6.54 |
| Calmar ratio (CAGR / Max DD%) | -0.1475 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -120.38 | Fee: 33.72 | Vol: 94358.87
Realized PnL by Symbol
Details
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