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
804.65
Total PnL
-195.35 (-19.54%)
Total Trades (Win/Los)
94 (51/43)
Win Rate
54.26%
Max Drawdown
596.74 (46.80%)
Total Fees
38.53
Position avg (max), %
38.11 (137.95)
Profit Factor
0.89
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 | -1.11% | 4.93% | 0.96% | 3.87% | 3.08% | 4.11% | 4.26% | -7.30% | 9.71% | -4.15% | 2.17% | -1.72% | 19.17% |
| 2025 | -24.06% | -6.58% | 3.82% | -8.38% | 4.35% | 2.06% | 4.16% | -5.66% | -7.27% | -7.20% | 8.75% | -4.01% | -36.57% |
| 2026 | -4.08% | -1.11% | 4.52% | 2.62% | 4.65% | 0.00% | — | — | — | — | — | — | 6.47% |
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 | 804.65 |
| Min balance | 678.41 |
| Max balance | 1275.15 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.72 |
| Average monthly return (arithmetic), % | -0.49 |
| Best month, % | 9.71 |
| Worst month, % | -24.06 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -195.35 |
| Total PnL, % | -19.54 |
| Gross profit | 1248.16 |
| Gross loss | 1409.41 |
| Trading volume (USDT) | 107798.54 |
| Total transactions (buy/sell) | 95 |
| Total fees | 38.53 |
| Funding net | 4.43 |
| Funding accrued (received) | 22.85 |
| Funding paid | 18.42 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 94 |
| Win Trades | 51 |
| Los Trades | 43 |
| Win Rate, % | 54.26 |
| Expectancy per trade | -1.7155 |
| Max consecutive wins | 12 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 38.11 |
| Position max, % of margin balance | 137.95 |
| Max Drawdown | 596.74 |
| Max Drawdown, % | 46.80 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8856 |
| Recovery Factor (Total PnL / Max DD) | -0.3274 |
| Sharpe ratio (monthly) | -0.2574 |
| Sortino ratio (monthly) | -0.3024 |
| CAGR, % | -8.61 |
| Calmar ratio (CAGR / Max DD%) | -0.1839 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -161.26 | Fee: 38.53 | Vol: 107798.54
Realized PnL by Symbol
Details
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