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
860.59
Total PnL
-139.41 (-13.94%)
Total Trades (Win/Los)
99 (52/47)
Win Rate
52.53%
Max Drawdown
592.61 (45.48%)
Total Fees
41.64
Position avg (max), %
36.73 (133.99)
Profit Factor
0.93
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 | 0.49% | 5.11% | 0.94% | 4.07% | 3.02% | 4.08% | 4.37% | -7.03% | 10.01% | -4.26% | 2.12% | -1.68% | 22.09% |
| 2025 | -27.92% | -5.44% | 3.82% | -7.81% | 4.27% | 2.41% | 0.69% | 2.82% | -6.94% | -6.70% | 8.44% | -2.90% | -34.07% |
| 2026 | -3.39% | -1.27% | 4.30% | 2.46% | 4.89% | 0.00% | — | — | — | — | — | — | 6.91% |
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 | 860.59 |
| Min balance | 710.43 |
| Max balance | 1303.04 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.50 |
| Average monthly return (arithmetic), % | -0.23 |
| Best month, % | 10.01 |
| Worst month, % | -27.92 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -139.41 |
| Total PnL, % | -13.94 |
| Gross profit | 1330.97 |
| Gross loss | 1433.08 |
| Trading volume (USDT) | 116483.75 |
| Total transactions (buy/sell) | 100 |
| Total fees | 41.64 |
| Funding net | 4.34 |
| Funding accrued (received) | 22.51 |
| Funding paid | 18.17 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 99 |
| Win Trades | 52 |
| Los Trades | 47 |
| Win Rate, % | 52.53 |
| Expectancy per trade | -1.0314 |
| Max consecutive wins | 12 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 36.73 |
| Position max, % of margin balance | 133.99 |
| Max Drawdown | 592.61 |
| Max Drawdown, % | 45.48 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9287 |
| Recovery Factor (Total PnL / Max DD) | -0.2352 |
| Sharpe ratio (monthly) | -0.1181 |
| Sortino ratio (monthly) | -0.1367 |
| CAGR, % | -6.03 |
| Calmar ratio (CAGR / Max DD%) | -0.1325 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -102.11 | Fee: 41.64 | Vol: 116483.75
Realized PnL by Symbol
Details
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