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
967.97
Total PnL
-32.03 (-3.20%)
Total Trades (Win/Los)
88 (47/41)
Win Rate
53.41%
Max Drawdown
529.47 (39.90%)
Total Fees
40.31
Position avg (max), %
38.24 (129.17)
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 | 3.46% | 4.96% | 0.91% | 3.97% | 3.21% | 3.96% | 3.54% | -7.25% | 9.84% | -2.44% | 2.05% | -1.73% | 26.16% |
| 2025 | -23.19% | -5.22% | -3.15% | 6.75% | 4.13% | 2.60% | 4.20% | -5.18% | -7.31% | -6.81% | 8.19% | -10.70% | -33.71% |
| 2026 | 4.56% | -1.34% | 4.64% | 2.51% | 4.61% | 0.00% | — | — | — | — | — | — | 15.75% |
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 | 967.97 |
| Min balance | 797.49 |
| Max balance | 1326.96 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.11 |
| Average monthly return (arithmetic), % | 0.12 |
| Best month, % | 9.84 |
| Worst month, % | -23.19 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -32.03 |
| Total PnL, % | -3.20 |
| Gross profit | 1328.10 |
| Gross loss | 1323.98 |
| Trading volume (USDT) | 112802.55 |
| Total transactions (buy/sell) | 89 |
| Total fees | 40.31 |
| Funding net | 4.16 |
| Funding accrued (received) | 25.30 |
| Funding paid | 21.14 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 88 |
| Win Trades | 47 |
| Los Trades | 41 |
| Win Rate, % | 53.41 |
| Expectancy per trade | 0.0468 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 38.24 |
| Position max, % of margin balance | 129.17 |
| Max Drawdown | 529.47 |
| Max Drawdown, % | 39.90 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0031 |
| Recovery Factor (Total PnL / Max DD) | -0.0605 |
| Sharpe ratio (monthly) | 0.0658 |
| Sortino ratio (monthly) | 0.0799 |
| CAGR, % | -1.34 |
| Calmar ratio (CAGR / Max DD%) | -0.0336 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 4.12 | Fee: 40.31 | Vol: 112802.55
Realized PnL by Symbol
Details
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