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
869.79
Total PnL
-130.21 (-13.02%)
Total Trades (Win/Los)
89 (49/40)
Win Rate
55.06%
Max Drawdown
604.57 (47.76%)
Total Fees
35.74
Position avg (max), %
36.80 (140.48)
Profit Factor
0.93
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% | 3.50% | -7.30% | 9.79% | -4.14% | 2.19% | -1.78% | 18.23% |
| 2025 | -24.72% | -6.84% | -1.85% | -8.06% | 4.31% | 2.16% | 4.33% | -5.26% | -7.27% | -7.73% | 8.49% | -3.39% | -40.21% |
| 2026 | 11.02% | -1.26% | 4.42% | 2.65% | 4.72% | 0.00% | — | — | — | — | — | — | 23.05% |
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 | 869.79 |
| Min balance | 661.28 |
| Max balance | 1265.85 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.46 |
| Average monthly return (arithmetic), % | -0.21 |
| Best month, % | 11.02 |
| Worst month, % | -24.72 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -130.21 |
| Total PnL, % | -13.02 |
| Gross profit | 1208.16 |
| Gross loss | 1306.03 |
| Trading volume (USDT) | 100019.24 |
| Total transactions (buy/sell) | 90 |
| Total fees | 35.74 |
| Funding net | 3.40 |
| Funding accrued (received) | 21.33 |
| Funding paid | 17.94 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 89 |
| Win Trades | 49 |
| Los Trades | 40 |
| Win Rate, % | 55.06 |
| Expectancy per trade | -1.0996 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 36.80 |
| Position max, % of margin balance | 140.48 |
| Max Drawdown | 604.57 |
| Max Drawdown, % | 47.76 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9251 |
| Recovery Factor (Total PnL / Max DD) | -0.2154 |
| Sharpe ratio (monthly) | -0.1053 |
| Sortino ratio (monthly) | -0.1283 |
| CAGR, % | -5.61 |
| Calmar ratio (CAGR / Max DD%) | -0.1175 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -97.87 | Fee: 35.74 | Vol: 100019.24
Realized PnL by Symbol
Details
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