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
929.89
Total PnL
-70.11 (-7.01%)
Total Trades (Win/Los)
87 (47/40)
Win Rate
54.02%
Max Drawdown
603.00 (45.92%)
Total Fees
36.52
Position avg (max), %
35.77 (135.88)
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 | 2.84% | 4.89% | 0.92% | 3.72% | 3.16% | 4.15% | 3.22% | -7.32% | 9.95% | -4.24% | 2.11% | -1.63% | 22.70% |
| 2025 | -24.74% | -6.30% | 3.76% | -8.88% | 3.11% | 2.04% | 4.14% | -5.63% | -7.55% | -7.73% | 8.78% | -3.42% | -38.22% |
| 2026 | 10.71% | -1.39% | 4.52% | 2.58% | 4.80% | 0.00% | — | — | — | — | — | — | 22.67% |
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 | 929.89 |
| Min balance | 710.29 |
| Max balance | 1313.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.24 |
| Average monthly return (arithmetic), % | 0.02 |
| Best month, % | 10.71 |
| Worst month, % | -24.74 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -70.11 |
| Total PnL, % | -7.01 |
| Gross profit | 1271.91 |
| Gross loss | 1308.33 |
| Trading volume (USDT) | 102213.97 |
| Total transactions (buy/sell) | 88 |
| Total fees | 36.52 |
| Funding net | 2.83 |
| Funding accrued (received) | 21.62 |
| Funding paid | 18.79 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 87 |
| Win Trades | 47 |
| Los Trades | 40 |
| Win Rate, % | 54.02 |
| Expectancy per trade | -0.4186 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 35.77 |
| Position max, % of margin balance | 135.88 |
| Max Drawdown | 603.00 |
| Max Drawdown, % | 45.92 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9722 |
| Recovery Factor (Total PnL / Max DD) | -0.1163 |
| Sharpe ratio (monthly) | 0.0091 |
| Sortino ratio (monthly) | 0.0111 |
| CAGR, % | -2.97 |
| Calmar ratio (CAGR / Max DD%) | -0.0646 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -36.42 | Fee: 36.52 | Vol: 102213.97
Realized PnL by Symbol
Details
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