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
846.71
Total PnL
-153.29 (-15.33%)
Total Trades (Win/Los)
92 (51/41)
Win Rate
55.43%
Max Drawdown
566.61 (44.48%)
Total Fees
37.17
Position avg (max), %
37.05 (139.19)
Profit Factor
0.91
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 | -1.17% | 4.93% | 0.96% | 3.87% | 3.08% | 4.06% | 4.26% | -7.31% | 9.72% | -4.15% | 2.18% | -1.72% | 19.04% |
| 2025 | -24.55% | -6.77% | 3.86% | -8.35% | 4.26% | 2.41% | 4.18% | -5.69% | -7.31% | -7.29% | 8.81% | -2.59% | -36.01% |
| 2026 | 0.09% | -1.05% | 4.29% | 2.64% | 4.85% | 0.00% | — | — | — | — | — | — | 11.17% |
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 | 846.71 |
| Min balance | 707.29 |
| Max balance | 1273.91 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.55 |
| Average monthly return (arithmetic), % | -0.32 |
| Best month, % | 9.72 |
| Worst month, % | -24.55 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -153.29 |
| Total PnL, % | -15.33 |
| Gross profit | 1254.77 |
| Gross loss | 1373.65 |
| Trading volume (USDT) | 104011.20 |
| Total transactions (buy/sell) | 93 |
| Total fees | 37.17 |
| Funding net | 2.76 |
| Funding accrued (received) | 21.53 |
| Funding paid | 18.77 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 92 |
| Win Trades | 51 |
| Los Trades | 41 |
| Win Rate, % | 55.43 |
| Expectancy per trade | -1.2922 |
| Max consecutive wins | 12 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 37.05 |
| Position max, % of margin balance | 139.19 |
| Max Drawdown | 566.61 |
| Max Drawdown, % | 44.48 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9135 |
| Recovery Factor (Total PnL / Max DD) | -0.2705 |
| Sharpe ratio (monthly) | -0.1662 |
| Sortino ratio (monthly) | -0.1958 |
| CAGR, % | -6.66 |
| Calmar ratio (CAGR / Max DD%) | -0.1497 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -118.88 | Fee: 37.17 | Vol: 104011.20
Realized PnL by Symbol
Details
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