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
960.94
Total PnL
-39.06 (-3.91%)
Total Trades (Win/Los)
68 (24/44)
Win Rate
35.29%
Max Drawdown
287.78 (26.31%)
Total Fees
12.92
Position avg (max), %
28.98 (40.52)
Profit Factor
0.96
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 | -7.26% | 9.81% | 0.94% | -1.43% | -3.74% | 0.94% | 0.60% | -7.00% | 1.35% | 1.00% | 7.25% | -8.67% | -7.65% |
| 2025 | -9.94% | -0.54% | -0.40% | 3.22% | 4.35% | -2.48% | 1.29% | 0.42% | -0.61% | 1.06% | -0.41% | -0.90% | -5.50% |
| 2026 | 2.15% | 2.62% | -0.39% | 2.48% | 2.93% | 0.00% | — | — | — | — | — | — | 10.13% |
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 | 960.94 |
| Min balance | 806.00 |
| Max balance | 1093.78 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.13 |
| Average monthly return (arithmetic), % | -0.05 |
| Best month, % | 9.81 |
| Worst month, % | -9.94 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -39.06 |
| Total PnL, % | -3.91 |
| Gross profit | 588.42 |
| Gross loss | 610.61 |
| Trading volume (USDT) | 35907.73 |
| Total transactions (buy/sell) | 69 |
| Total fees | 12.92 |
| Funding net | -3.94 |
| Funding accrued (received) | 13.94 |
| Funding paid | 17.88 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 68 |
| Win Trades | 24 |
| Los Trades | 44 |
| Win Rate, % | 35.29 |
| Expectancy per trade | -0.3264 |
| Max consecutive wins | 3 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.98 |
| Position max, % of margin balance | 40.52 |
| Max Drawdown | 287.78 |
| Max Drawdown, % | 26.31 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9637 |
| Recovery Factor (Total PnL / Max DD) | -0.1357 |
| Sharpe ratio (monthly) | -0.0383 |
| Sortino ratio (monthly) | -0.0500 |
| CAGR, % | -1.64 |
| Calmar ratio (CAGR / Max DD%) | -0.0622 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -22.19 | Fee: 12.92 | Vol: 35907.73
Realized PnL by Symbol
Details
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