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
751.88
Total PnL
-248.12 (-24.81%)
Total Trades (Win/Los)
96 (51/45)
Win Rate
53.13%
Max Drawdown
647.07 (50.37%)
Total Fees
38.56
Position avg (max), %
37.97 (136.91)
Profit Factor
0.85
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 | -0.71% | 4.91% | 0.95% | 4.13% | 3.06% | 4.14% | 4.41% | -7.57% | 10.18% | -3.96% | 2.15% | -1.70% | 20.49% |
| 2025 | -28.90% | -9.09% | 3.77% | -8.20% | 4.39% | 2.24% | 4.23% | -5.34% | -7.33% | -7.53% | 8.55% | -3.14% | -41.59% |
| 2026 | -3.60% | -0.91% | 4.25% | 2.62% | 4.54% | 0.00% | — | — | — | — | — | — | 6.84% |
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 | 751.88 |
| Min balance | 637.59 |
| Max balance | 1284.66 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.95 |
| Average monthly return (arithmetic), % | -0.65 |
| Best month, % | 10.18 |
| Worst month, % | -28.90 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -248.12 |
| Total PnL, % | -24.81 |
| Gross profit | 1229.17 |
| Gross loss | 1442.44 |
| Trading volume (USDT) | 107850.79 |
| Total transactions (buy/sell) | 97 |
| Total fees | 38.56 |
| Funding net | 3.71 |
| Funding accrued (received) | 21.58 |
| Funding paid | 17.88 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 96 |
| Win Trades | 51 |
| Los Trades | 45 |
| Win Rate, % | 53.13 |
| Expectancy per trade | -2.2216 |
| Max consecutive wins | 12 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 37.97 |
| Position max, % of margin balance | 136.91 |
| Max Drawdown | 647.07 |
| Max Drawdown, % | 50.37 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8521 |
| Recovery Factor (Total PnL / Max DD) | -0.3835 |
| Sharpe ratio (monthly) | -0.3097 |
| Sortino ratio (monthly) | -0.3521 |
| CAGR, % | -11.14 |
| Calmar ratio (CAGR / Max DD%) | -0.2211 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -213.27 | Fee: 38.56 | Vol: 107850.79
Realized PnL by Symbol
Details
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"zigzag": {
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}