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
855.20
Total PnL
-144.80 (-14.48%)
Total Trades (Win/Los)
86 (47/39)
Win Rate
54.65%
Max Drawdown
605.97 (48.07%)
Total Fees
34.36
Position avg (max), %
36.29 (128.06)
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 | -1.86% | 4.96% | 0.96% | 3.89% | 3.26% | 4.07% | 3.52% | -7.33% | 9.82% | -4.23% | 2.20% | -1.78% | 17.60% |
| 2025 | -23.89% | -6.80% | -1.77% | -8.74% | 3.15% | 2.21% | 4.22% | -4.87% | -7.65% | -7.97% | 8.59% | -3.25% | -40.64% |
| 2026 | 10.48% | -1.28% | 4.46% | 2.61% | 4.80% | 0.00% | — | — | — | — | — | — | 22.52% |
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 | 855.20 |
| Min balance | 654.69 |
| Max balance | 1260.65 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.52 |
| Average monthly return (arithmetic), % | -0.27 |
| Best month, % | 10.48 |
| Worst month, % | -23.89 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -144.80 |
| Total PnL, % | -14.48 |
| Gross profit | 1175.98 |
| Gross loss | 1289.51 |
| Trading volume (USDT) | 96163.47 |
| Total transactions (buy/sell) | 87 |
| Total fees | 34.36 |
| Funding net | 3.09 |
| Funding accrued (received) | 20.79 |
| Funding paid | 17.70 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 86 |
| Win Trades | 47 |
| Los Trades | 39 |
| Win Rate, % | 54.65 |
| Expectancy per trade | -1.3201 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 36.29 |
| Position max, % of margin balance | 128.06 |
| Max Drawdown | 605.97 |
| Max Drawdown, % | 48.07 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9120 |
| Recovery Factor (Total PnL / Max DD) | -0.2390 |
| Sharpe ratio (monthly) | -0.1396 |
| Sortino ratio (monthly) | -0.1697 |
| CAGR, % | -6.27 |
| Calmar ratio (CAGR / Max DD%) | -0.1305 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -113.53 | Fee: 34.36 | Vol: 96163.47
Realized PnL by Symbol
Details
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