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
968.54
Total PnL
-31.46 (-3.15%)
Total Trades (Win/Los)
85 (46/39)
Win Rate
54.12%
Max Drawdown
584.82 (43.33%)
Total Fees
38.18
Position avg (max), %
36.77 (138.13)
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 | 4.92% | 5.23% | 0.90% | 3.91% | 3.55% | 4.13% | 3.31% | -7.50% | 9.99% | -2.40% | 2.02% | -1.65% | 28.46% |
| 2025 | -28.48% | -8.73% | -3.12% | 6.57% | 3.16% | 2.35% | 4.31% | -5.36% | -3.82% | -0.55% | 8.04% | -10.26% | -34.85% |
| 2026 | 4.56% | -1.33% | 4.63% | 2.51% | 4.60% | 0.00% | — | — | — | — | — | — | 15.74% |
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 | 968.54 |
| Min balance | 764.93 |
| Max balance | 1349.75 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.11 |
| Average monthly return (arithmetic), % | 0.18 |
| Best month, % | 9.99 |
| Worst month, % | -28.48 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -31.46 |
| Total PnL, % | -3.15 |
| Gross profit | 1278.25 |
| Gross loss | 1276.29 |
| Trading volume (USDT) | 106838.47 |
| Total transactions (buy/sell) | 86 |
| Total fees | 38.18 |
| Funding net | 4.77 |
| Funding accrued (received) | 24.05 |
| Funding paid | 19.28 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 85 |
| Win Trades | 46 |
| Los Trades | 39 |
| Win Rate, % | 54.12 |
| Expectancy per trade | 0.0230 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 36.77 |
| Position max, % of margin balance | 138.13 |
| Max Drawdown | 584.82 |
| Max Drawdown, % | 43.33 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0015 |
| Recovery Factor (Total PnL / Max DD) | -0.0538 |
| Sharpe ratio (monthly) | 0.0884 |
| Sortino ratio (monthly) | 0.1038 |
| CAGR, % | -1.31 |
| Calmar ratio (CAGR / Max DD%) | -0.0303 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 1.95 | Fee: 38.18 | Vol: 106838.47
Realized PnL by Symbol
Details
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}