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
988.99
Total PnL
-11.01 (-1.10%)
Total Trades (Win/Los)
48 (15/33)
Win Rate
31.25%
Max Drawdown
268.42 (22.77%)
Total Fees
9.69
Position avg (max), %
29.21 (46.42)
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 | -10.32% | 14.39% | -0.49% | -1.30% | -0.35% | 1.64% | 2.86% | -1.44% | -1.42% | -0.66% | 12.73% | -9.05% | 3.88% |
| 2025 | -9.45% | 2.25% | -0.82% | 2.18% | 3.08% | -1.62% | 1.46% | -0.79% | -2.23% | -3.20% | 2.71% | -3.91% | -10.54% |
| 2026 | 2.02% | 3.81% | -2.55% | 0.60% | 2.53% | 0.00% | — | — | — | — | — | — | 6.44% |
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 | 988.99 |
| Min balance | 892.03 |
| Max balance | 1178.85 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.04 |
| Average monthly return (arithmetic), % | 0.09 |
| Best month, % | 14.39 |
| Worst month, % | -10.32 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -11.01 |
| Total PnL, % | -1.10 |
| Gross profit | 576.58 |
| Gross loss | 574.26 |
| Trading volume (USDT) | 26927.18 |
| Total transactions (buy/sell) | 49 |
| Total fees | 9.69 |
| Funding net | -3.63 |
| Funding accrued (received) | 15.47 |
| Funding paid | 19.10 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 48 |
| Win Trades | 15 |
| Los Trades | 33 |
| Win Rate, % | 31.25 |
| Expectancy per trade | 0.0481 |
| Max consecutive wins | 4 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.21 |
| Position max, % of margin balance | 46.42 |
| Max Drawdown | 268.42 |
| Max Drawdown, % | 22.77 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0040 |
| Recovery Factor (Total PnL / Max DD) | -0.0410 |
| Sharpe ratio (monthly) | 0.0608 |
| Sortino ratio (monthly) | 0.0929 |
| CAGR, % | -0.46 |
| Calmar ratio (CAGR / Max DD%) | -0.0201 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 2.31 | Fee: 9.69 | Vol: 26927.18
Realized PnL by Symbol
Details
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