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
957.58
Total PnL
-42.42 (-4.24%)
Total Trades (Win/Los)
94 (51/43)
Win Rate
54.26%
Max Drawdown
599.00 (44.20%)
Total Fees
41.73
Position avg (max), %
35.98 (135.31)
Profit Factor
1.00
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 | 5.73% | 5.00% | 0.89% | 3.89% | 3.48% | 4.11% | 3.30% | -7.47% | 10.15% | -2.39% | 2.00% | -1.32% | 29.68% |
| 2025 | -27.72% | -5.40% | 3.86% | -7.16% | 4.26% | 2.35% | 4.31% | -5.14% | -7.23% | -7.03% | 8.32% | -3.21% | -37.04% |
| 2026 | 6.09% | -1.35% | 4.34% | 2.51% | 4.77% | 0.00% | — | — | — | — | — | — | 17.29% |
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 | 957.58 |
| Min balance | 756.34 |
| Max balance | 1355.34 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.14 |
| Average monthly return (arithmetic), % | 0.13 |
| Best month, % | 10.15 |
| Worst month, % | -27.72 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -42.42 |
| Total PnL, % | -4.24 |
| Gross profit | 1357.18 |
| Gross loss | 1362.15 |
| Trading volume (USDT) | 116758.16 |
| Total transactions (buy/sell) | 95 |
| Total fees | 41.73 |
| Funding net | 4.27 |
| Funding accrued (received) | 23.33 |
| Funding paid | 19.06 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 94 |
| Win Trades | 51 |
| Los Trades | 43 |
| Win Rate, % | 54.26 |
| Expectancy per trade | -0.0528 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 35.98 |
| Position max, % of margin balance | 135.31 |
| Max Drawdown | 599.00 |
| Max Drawdown, % | 44.20 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9964 |
| Recovery Factor (Total PnL / Max DD) | -0.0708 |
| Sharpe ratio (monthly) | 0.0651 |
| Sortino ratio (monthly) | 0.0773 |
| CAGR, % | -1.78 |
| Calmar ratio (CAGR / Max DD%) | -0.0403 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -4.97 | Fee: 41.73 | Vol: 116758.16
Realized PnL by Symbol
Details
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