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
981.14
Total PnL
-18.86 (-1.89%)
Total Trades (Win/Los)
107 (54/53)
Win Rate
50.47%
Max Drawdown
494.29 (37.40%)
Total Fees
50.58
Position avg (max), %
36.09 (117.87)
Profit Factor
1.02
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 | 1.44% | 5.36% | 0.93% | 4.02% | 3.52% | 4.01% | 4.31% | -6.64% | 9.82% | -3.17% | 2.06% | -1.05% | 26.35% |
| 2025 | -14.94% | -5.53% | 4.56% | -7.71% | 4.11% | 2.99% | -10.54% | 7.14% | -7.28% | -6.65% | 8.27% | -2.98% | -27.55% |
| 2026 | -3.30% | -1.32% | 4.58% | 3.78% | 3.49% | 0.00% | — | — | — | — | — | — | 7.19% |
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 | 981.14 |
| Min balance | 827.26 |
| Max balance | 1321.55 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.06 |
| Average monthly return (arithmetic), % | 0.11 |
| Best month, % | 9.82 |
| Worst month, % | -14.94 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -18.86 |
| Total PnL, % | -1.89 |
| Gross profit | 1532.36 |
| Gross loss | 1503.91 |
| Trading volume (USDT) | 141441.53 |
| Total transactions (buy/sell) | 108 |
| Total fees | 50.58 |
| Funding net | 3.25 |
| Funding accrued (received) | 23.84 |
| Funding paid | 20.58 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 107 |
| Win Trades | 54 |
| Los Trades | 53 |
| Win Rate, % | 50.47 |
| Expectancy per trade | 0.2660 |
| Max consecutive wins | 12 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 36.09 |
| Position max, % of margin balance | 117.87 |
| Max Drawdown | 494.29 |
| Max Drawdown, % | 37.40 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0189 |
| Recovery Factor (Total PnL / Max DD) | -0.0382 |
| Sharpe ratio (monthly) | 0.0654 |
| Sortino ratio (monthly) | 0.0848 |
| CAGR, % | -0.79 |
| Calmar ratio (CAGR / Max DD%) | -0.0210 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 4h zigzag | PnL: 28.46 | Fee: 50.58 | Vol: 141441.53
Realized PnL by Symbol
Details
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