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
750.55
Total PnL
-249.45 (-24.94%)
Total Trades (Win/Los)
100 (51/49)
Win Rate
51.00%
Max Drawdown
680.25 (51.79%)
Total Fees
41.62
Position avg (max), %
37.32 (132.11)
Profit Factor
0.86
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 | 0.94% | 5.08% | 0.93% | 4.05% | 3.55% | 4.04% | 4.34% | -7.32% | 9.96% | -4.15% | 2.11% | -1.29% | 23.27% |
| 2025 | -27.89% | -5.09% | 4.05% | -7.41% | 4.30% | 2.03% | -5.55% | -6.78% | -6.98% | -7.14% | 8.67% | -2.86% | -43.66% |
| 2026 | -2.95% | -0.92% | 4.28% | 2.64% | 5.00% | 0.00% | — | — | — | — | — | — | 8.07% |
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 | 750.55 |
| Min balance | 633.17 |
| Max balance | 1313.42 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.95 |
| Average monthly return (arithmetic), % | -0.68 |
| Best month, % | 9.96 |
| Worst month, % | -27.89 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -249.45 |
| Total PnL, % | -24.94 |
| Gross profit | 1263.34 |
| Gross loss | 1474.58 |
| Trading volume (USDT) | 116380.05 |
| Total transactions (buy/sell) | 101 |
| Total fees | 41.62 |
| Funding net | 3.41 |
| Funding accrued (received) | 21.48 |
| Funding paid | 18.07 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 100 |
| Win Trades | 51 |
| Los Trades | 49 |
| Win Rate, % | 51.00 |
| Expectancy per trade | -2.1124 |
| Max consecutive wins | 12 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 37.32 |
| Position max, % of margin balance | 132.11 |
| Max Drawdown | 680.25 |
| Max Drawdown, % | 51.79 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8567 |
| Recovery Factor (Total PnL / Max DD) | -0.3667 |
| Sharpe ratio (monthly) | -0.3354 |
| Sortino ratio (monthly) | -0.3835 |
| CAGR, % | -11.20 |
| Calmar ratio (CAGR / Max DD%) | -0.2163 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -211.24 | Fee: 41.62 | Vol: 116380.05
Realized PnL by Symbol
Details
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