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
746.92
Total PnL
-253.08 (-25.31%)
Total Trades (Win/Los)
85 (46/39)
Win Rate
54.12%
Max Drawdown
551.28 (49.12%)
Total Fees
30.51
Position avg (max), %
37.83 (131.06)
Profit Factor
0.82
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% | 3.48% | -7.16% | 9.74% | -4.32% | 2.48% | -1.55% | 5.14% |
| 2025 | -24.42% | -6.51% | -1.85% | -8.21% | 3.51% | 1.77% | 4.21% | -5.87% | -8.74% | -8.25% | 8.69% | -3.26% | -42.08% |
| 2026 | 10.60% | -0.92% | 4.28% | 2.64% | 4.58% | 0.00% | — | — | — | — | — | — | 22.66% |
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 | 746.92 |
| Min balance | 571.08 |
| Max balance | 1122.36 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.97 |
| Average monthly return (arithmetic), % | -0.69 |
| Best month, % | 10.60 |
| Worst month, % | -24.42 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -253.08 |
| Total PnL, % | -25.31 |
| Gross profit | 1010.86 |
| Gross loss | 1236.33 |
| Trading volume (USDT) | 85356.86 |
| Total transactions (buy/sell) | 86 |
| Total fees | 30.51 |
| Funding net | 2.91 |
| Funding accrued (received) | 19.18 |
| Funding paid | 16.28 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 85 |
| Win Trades | 46 |
| Los Trades | 39 |
| Win Rate, % | 54.12 |
| Expectancy per trade | -2.6526 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 37.83 |
| Position max, % of margin balance | 131.06 |
| Max Drawdown | 551.28 |
| Max Drawdown, % | 49.12 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8176 |
| Recovery Factor (Total PnL / Max DD) | -0.4591 |
| Sharpe ratio (monthly) | -0.3280 |
| Sortino ratio (monthly) | -0.3858 |
| CAGR, % | -11.38 |
| Calmar ratio (CAGR / Max DD%) | -0.2317 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -225.47 | Fee: 30.51 | Vol: 85356.86
Realized PnL by Symbol
Details
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