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
807.02
Total PnL
-192.98 (-19.30%)
Total Trades (Win/Los)
86 (48/38)
Win Rate
55.81%
Max Drawdown
514.23 (45.45%)
Total Fees
31.53
Position avg (max), %
37.21 (129.91)
Profit Factor
0.87
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 | -12.85% | 5.24% | 1.08% | 4.06% | 2.97% | 4.01% | 4.36% | -7.51% | 9.69% | -4.10% | 2.46% | -1.54% | 5.83% |
| 2025 | -24.37% | -6.01% | 3.75% | -8.65% | 3.30% | 1.75% | 4.09% | -5.41% | -7.52% | -8.13% | 8.94% | -3.57% | -37.77% |
| 2026 | 10.44% | -1.10% | 4.50% | 2.61% | 4.63% | 0.00% | — | — | — | — | — | — | 22.54% |
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 | 807.02 |
| Min balance | 617.21 |
| Max balance | 1131.44 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.71 |
| Average monthly return (arithmetic), % | -0.43 |
| Best month, % | 10.44 |
| Worst month, % | -24.37 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -192.98 |
| Total PnL, % | -19.30 |
| Gross profit | 1075.24 |
| Gross loss | 1239.71 |
| Trading volume (USDT) | 88232.07 |
| Total transactions (buy/sell) | 87 |
| Total fees | 31.53 |
| Funding net | 3.01 |
| Funding accrued (received) | 19.59 |
| Funding paid | 16.57 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 86 |
| Win Trades | 48 |
| Los Trades | 38 |
| Win Rate, % | 55.81 |
| Expectancy per trade | -1.9124 |
| Max consecutive wins | 12 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 37.21 |
| Position max, % of margin balance | 129.91 |
| Max Drawdown | 514.23 |
| Max Drawdown, % | 45.45 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8673 |
| Recovery Factor (Total PnL / Max DD) | -0.3753 |
| Sharpe ratio (monthly) | -0.2051 |
| Sortino ratio (monthly) | -0.2443 |
| CAGR, % | -8.50 |
| Calmar ratio (CAGR / Max DD%) | -0.1869 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -164.47 | Fee: 31.53 | Vol: 88232.07
Realized PnL by Symbol
Details
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