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
981.62
Total PnL
-18.38 (-1.84%)
Total Trades (Win/Los)
80 (42/38)
Win Rate
52.50%
Max Drawdown
582.55 (43.88%)
Total Fees
34.39
Position avg (max), %
36.37 (136.83)
Profit Factor
1.01
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 | 3.12% | 5.18% | 0.91% | 3.98% | 3.21% | 4.11% | 3.54% | -7.24% | 2.42% | -7.94% | 2.33% | -1.77% | 11.31% |
| 2025 | -23.58% | -8.16% | 2.90% | 7.75% | 3.16% | 2.35% | 4.31% | -5.36% | -3.82% | -0.58% | 8.04% | -5.53% | -20.85% |
| 2026 | 4.33% | -1.47% | 4.41% | 2.41% | 1.42% | 0.00% | — | — | — | — | — | — | 11.48% |
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 | 981.62 |
| Min balance | 744.92 |
| Max balance | 1327.47 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.06 |
| Average monthly return (arithmetic), % | 0.15 |
| Best month, % | 8.04 |
| Worst month, % | -23.58 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -18.38 |
| Total PnL, % | -1.84 |
| Gross profit | 1199.16 |
| Gross loss | 1185.88 |
| Trading volume (USDT) | 96281.13 |
| Total transactions (buy/sell) | 81 |
| Total fees | 34.39 |
| Funding net | 2.73 |
| Funding accrued (received) | 22.60 |
| Funding paid | 19.87 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 80 |
| Win Trades | 42 |
| Los Trades | 38 |
| Win Rate, % | 52.50 |
| Expectancy per trade | 0.1660 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 36.37 |
| Position max, % of margin balance | 136.83 |
| Max Drawdown | 582.55 |
| Max Drawdown, % | 43.88 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0112 |
| Recovery Factor (Total PnL / Max DD) | -0.0316 |
| Sharpe ratio (monthly) | 0.0831 |
| Sortino ratio (monthly) | 0.0979 |
| CAGR, % | -0.77 |
| Calmar ratio (CAGR / Max DD%) | -0.0174 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 13.28 | Fee: 34.39 | Vol: 96281.13
Realized PnL by Symbol
Details
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