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
925.02
Total PnL
-74.98 (-7.50%)
Total Trades (Win/Los)
95 (51/44)
Win Rate
53.68%
Max Drawdown
612.81 (47.67%)
Total Fees
39.03
Position avg (max), %
35.88 (136.07)
Profit Factor
0.97
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 | 0.49% | 5.00% | 0.94% | 4.07% | 3.02% | 4.09% | 3.28% | -7.57% | 10.17% | -3.87% | 2.15% | -1.69% | 20.68% |
| 2025 | -28.48% | -8.27% | 3.74% | -7.51% | 4.29% | 2.13% | 4.27% | 2.71% | -7.06% | -7.10% | 8.32% | -3.13% | -34.94% |
| 2026 | 6.19% | -1.18% | 4.39% | 2.59% | 4.83% | 0.00% | — | — | — | — | — | — | 17.81% |
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 | 925.02 |
| Min balance | 672.69 |
| Max balance | 1285.50 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.26 |
| Average monthly return (arithmetic), % | 0.03 |
| Best month, % | 10.17 |
| Worst month, % | -28.48 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -74.98 |
| Total PnL, % | -7.50 |
| Gross profit | 1306.69 |
| Gross loss | 1347.44 |
| Trading volume (USDT) | 109214.10 |
| Total transactions (buy/sell) | 96 |
| Total fees | 39.03 |
| Funding net | 4.80 |
| Funding accrued (received) | 22.22 |
| Funding paid | 17.42 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 95 |
| Win Trades | 51 |
| Los Trades | 44 |
| Win Rate, % | 53.68 |
| Expectancy per trade | -0.4290 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 35.88 |
| Position max, % of margin balance | 136.07 |
| Max Drawdown | 612.81 |
| Max Drawdown, % | 47.67 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9698 |
| Recovery Factor (Total PnL / Max DD) | -0.1224 |
| Sharpe ratio (monthly) | 0.0135 |
| Sortino ratio (monthly) | 0.0158 |
| CAGR, % | -3.18 |
| Calmar ratio (CAGR / Max DD%) | -0.0666 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -40.75 | Fee: 39.03 | Vol: 109214.10
Realized PnL by Symbol
Details
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