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
814.02
Total PnL
-185.98 (-18.60%)
Total Trades (Win/Los)
86 (46/40)
Win Rate
53.49%
Max Drawdown
517.84 (46.81%)
Total Fees
30.84
Position avg (max), %
36.89 (132.43)
Profit Factor
0.87
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% | 2.75% | 3.01% | 4.06% | 3.14% | -6.96% | 9.86% | -3.94% | 2.50% | -1.57% | 4.33% |
| 2025 | -24.61% | -6.19% | -1.86% | -8.27% | 3.54% | 1.78% | 4.25% | 2.44% | -8.09% | -8.08% | 8.87% | -3.54% | -36.43% |
| 2026 | 10.74% | -1.09% | 4.46% | 2.61% | 4.55% | 0.00% | — | — | — | — | — | — | 22.74% |
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 | 814.02 |
| Min balance | 588.47 |
| Max balance | 1106.31 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.68 |
| Average monthly return (arithmetic), % | -0.41 |
| Best month, % | 10.74 |
| Worst month, % | -24.61 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -185.98 |
| Total PnL, % | -18.60 |
| Gross profit | 1042.90 |
| Gross loss | 1201.24 |
| Trading volume (USDT) | 86286.06 |
| Total transactions (buy/sell) | 87 |
| Total fees | 30.84 |
| Funding net | 3.20 |
| Funding accrued (received) | 19.28 |
| Funding paid | 16.08 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 86 |
| Win Trades | 46 |
| Los Trades | 40 |
| Win Rate, % | 53.49 |
| Expectancy per trade | -1.8412 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 36.89 |
| Position max, % of margin balance | 132.43 |
| Max Drawdown | 517.84 |
| Max Drawdown, % | 46.81 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8682 |
| Recovery Factor (Total PnL / Max DD) | -0.3591 |
| Sharpe ratio (monthly) | -0.1960 |
| Sortino ratio (monthly) | -0.2330 |
| CAGR, % | -8.17 |
| Calmar ratio (CAGR / Max DD%) | -0.1745 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: -158.34 | Fee: 30.84 | Vol: 86286.06
Realized PnL by Symbol
Details
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