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
926.98
Total PnL
-73.02 (-7.30%)
Total Trades (Win/Los)
91 (48/43)
Win Rate
52.75%
Max Drawdown
597.31 (44.90%)
Total Fees
39.35
Position avg (max), %
35.75 (129.62)
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 | 3.85% | 4.84% | 0.91% | 3.96% | 3.20% | 3.98% | 3.53% | -7.23% | 9.82% | -3.02% | 2.06% | -1.38% | 26.19% |
| 2025 | -23.47% | -5.24% | -1.86% | -7.45% | 4.04% | 2.31% | 4.29% | -5.34% | -7.00% | -6.76% | 8.39% | -4.04% | -37.57% |
| 2026 | 6.17% | -1.40% | 4.54% | 2.59% | 4.82% | 0.00% | — | — | — | — | — | — | 17.68% |
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 | 926.98 |
| Min balance | 732.88 |
| Max balance | 1330.19 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.25 |
| Average monthly return (arithmetic), % | -0.03 |
| Best month, % | 9.82 |
| Worst month, % | -23.47 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -73.02 |
| Total PnL, % | -7.30 |
| Gross profit | 1303.75 |
| Gross loss | 1339.73 |
| Trading volume (USDT) | 110099.99 |
| Total transactions (buy/sell) | 92 |
| Total fees | 39.35 |
| Funding net | 2.31 |
| Funding accrued (received) | 21.77 |
| Funding paid | 19.46 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 91 |
| Win Trades | 48 |
| Los Trades | 43 |
| Win Rate, % | 52.75 |
| Expectancy per trade | -0.3954 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 35.75 |
| Position max, % of margin balance | 129.62 |
| Max Drawdown | 597.31 |
| Max Drawdown, % | 44.90 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9731 |
| Recovery Factor (Total PnL / Max DD) | -0.1222 |
| Sharpe ratio (monthly) | -0.0160 |
| Sortino ratio (monthly) | -0.0194 |
| CAGR, % | -3.09 |
| Calmar ratio (CAGR / Max DD%) | -0.0688 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -35.98 | Fee: 39.35 | Vol: 110099.99
Realized PnL by Symbol
Details
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