hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-btc-1d-notp | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
987.56
Total PnL
-12.44 (-1.24%)
Total Trades (Win/Los)
74 (26/48)
Win Rate
35.14%
Max Drawdown
249.63 (21.85%)
Total Fees
15.07
Position avg (max), %
29.23 (43.60)
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 | -6.41% | 9.46% | 1.16% | -1.11% | -3.61% | 1.14% | 1.15% | -4.00% | 1.28% | 1.51% | 10.97% | -6.48% | 3.50% |
| 2025 | -9.20% | -0.71% | 1.16% | -1.77% | 4.28% | -2.73% | 1.00% | 0.91% | -0.56% | -0.43% | 3.38% | -7.88% | -12.67% |
| 2026 | 3.98% | 2.48% | -0.37% | 2.16% | 0.76% | 0.00% | — | — | — | — | — | — | 9.29% |
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 | 987.56 |
| Min balance | 893.05 |
| Max balance | 1142.67 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.04 |
| Average monthly return (arithmetic), % | 0.05 |
| Best month, % | 10.97 |
| Worst month, % | -9.20 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -12.44 |
| Total PnL, % | -1.24 |
| Gross profit | 672.00 |
| Gross loss | 665.48 |
| Trading volume (USDT) | 41863.92 |
| Total transactions (buy/sell) | 75 |
| Total fees | 15.07 |
| Funding net | -3.89 |
| Funding accrued (received) | 15.04 |
| Funding paid | 18.92 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 74 |
| Win Trades | 26 |
| Los Trades | 48 |
| Win Rate, % | 35.14 |
| Expectancy per trade | 0.0880 |
| Max consecutive wins | 3 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.23 |
| Position max, % of margin balance | 43.60 |
| Max Drawdown | 249.63 |
| Max Drawdown, % | 21.85 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0098 |
| Recovery Factor (Total PnL / Max DD) | -0.0498 |
| Sharpe ratio (monthly) | 0.0408 |
| Sortino ratio (monthly) | 0.0580 |
| CAGR, % | -0.52 |
| Calmar ratio (CAGR / Max DD%) | -0.0237 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 6.51 | Fee: 15.07 | Vol: 41863.92
Realized PnL by Symbol
Details
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