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
907.50
Total PnL
-92.50 (-9.25%)
Total Trades (Win/Los)
98 (50/48)
Win Rate
51.02%
Max Drawdown
581.58 (44.70%)
Total Fees
43.67
Position avg (max), %
36.06 (115.92)
Profit Factor
0.96
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 | 1.02% | 5.08% | 0.93% | 4.05% | 3.55% | 4.03% | 3.25% | -6.96% | 10.02% | -2.93% | 2.09% | -1.28% | 24.16% |
| 2025 | -15.37% | -5.47% | -1.49% | -7.18% | 4.19% | 2.24% | -5.43% | -7.23% | -7.20% | -7.21% | 8.66% | -2.90% | -37.88% |
| 2026 | 6.07% | -1.20% | 4.48% | 2.72% | 4.62% | 0.00% | — | — | — | — | — | — | 17.67% |
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 | 907.50 |
| Min balance | 719.64 |
| Max balance | 1301.22 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.32 |
| Average monthly return (arithmetic), % | -0.16 |
| Best month, % | 10.02 |
| Worst month, % | -15.37 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -92.50 |
| Total PnL, % | -9.25 |
| Gross profit | 1351.22 |
| Gross loss | 1403.23 |
| Trading volume (USDT) | 122138.09 |
| Total transactions (buy/sell) | 99 |
| Total fees | 43.67 |
| Funding net | 3.18 |
| Funding accrued (received) | 22.46 |
| Funding paid | 19.28 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 98 |
| Win Trades | 50 |
| Los Trades | 48 |
| Win Rate, % | 51.02 |
| Expectancy per trade | -0.5306 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 36.06 |
| Position max, % of margin balance | 115.92 |
| Max Drawdown | 581.58 |
| Max Drawdown, % | 44.70 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9629 |
| Recovery Factor (Total PnL / Max DD) | -0.1590 |
| Sharpe ratio (monthly) | -0.0995 |
| Sortino ratio (monthly) | -0.1277 |
| CAGR, % | -3.94 |
| Calmar ratio (CAGR / Max DD%) | -0.0881 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -52.00 | Fee: 43.67 | Vol: 122138.09
Realized PnL by Symbol
Details
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"signal": {
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},
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"zigzag": {
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}