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
995.74
Total PnL
-4.26 (-0.43%)
Total Trades (Win/Los)
102 (53/49)
Win Rate
51.96%
Max Drawdown
474.32 (36.01%)
Total Fees
47.84
Position avg (max), %
35.33 (115.69)
Profit Factor
1.03
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 | 1.02% | 5.38% | 0.93% | 4.04% | 3.54% | 4.02% | 4.32% | -6.66% | 9.86% | -3.00% | 2.07% | -1.06% | 26.16% |
| 2025 | -15.12% | -5.70% | 4.58% | -7.12% | 4.21% | 2.45% | -5.11% | 3.53% | -7.50% | -6.84% | 8.49% | -2.79% | -25.90% |
| 2026 | -3.63% | -1.30% | 4.50% | 2.56% | 4.49% | 0.00% | — | — | — | — | — | — | 6.52% |
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 | 995.74 |
| Min balance | 842.97 |
| Max balance | 1317.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.01 |
| Average monthly return (arithmetic), % | 0.14 |
| Best month, % | 9.86 |
| Worst month, % | -15.12 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -4.26 |
| Total PnL, % | -0.43 |
| Gross profit | 1498.81 |
| Gross loss | 1458.06 |
| Trading volume (USDT) | 133818.92 |
| Total transactions (buy/sell) | 103 |
| Total fees | 47.84 |
| Funding net | 2.83 |
| Funding accrued (received) | 23.35 |
| Funding paid | 20.51 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 102 |
| Win Trades | 53 |
| Los Trades | 49 |
| Win Rate, % | 51.96 |
| Expectancy per trade | 0.3995 |
| Max consecutive wins | 12 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 35.33 |
| Position max, % of margin balance | 115.69 |
| Max Drawdown | 474.32 |
| Max Drawdown, % | 36.01 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0279 |
| Recovery Factor (Total PnL / Max DD) | -0.0090 |
| Sharpe ratio (monthly) | 0.0879 |
| Sortino ratio (monthly) | 0.1152 |
| CAGR, % | -0.18 |
| Calmar ratio (CAGR / Max DD%) | -0.0049 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 40.75 | Fee: 47.84 | Vol: 133818.92
Realized PnL by Symbol
Details
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