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
810.51
Total PnL
-189.49 (-18.95%)
Total Trades (Win/Los)
46 (12/34)
Win Rate
26.09%
Max Drawdown
318.36 (29.62%)
Total Fees
8.43
Position avg (max), %
28.80 (41.23)
Profit Factor
0.71
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 | -11.11% | 12.45% | -0.82% | -1.34% | -1.71% | 1.24% | 0.42% | -2.53% | -1.73% | -3.77% | 11.46% | -10.67% | -10.32% |
| 2025 | -7.99% | 2.15% | -1.97% | 0.55% | 3.62% | -1.46% | 1.14% | -1.39% | -2.62% | -5.24% | 3.27% | -3.70% | -13.41% |
| 2026 | 0.65% | 3.08% | -2.25% | 0.12% | 2.81% | 0.00% | — | — | — | — | — | — | 4.39% |
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 | 810.51 |
| Min balance | 756.50 |
| Max balance | 1074.86 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.70 |
| Average monthly return (arithmetic), % | -0.58 |
| Best month, % | 12.45 |
| Worst month, % | -11.11 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -189.49 |
| Total PnL, % | -18.95 |
| Gross profit | 427.29 |
| Gross loss | 604.86 |
| Trading volume (USDT) | 23423.50 |
| Total transactions (buy/sell) | 47 |
| Total fees | 8.43 |
| Funding net | -3.48 |
| Funding accrued (received) | 13.40 |
| Funding paid | 16.88 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 46 |
| Win Trades | 12 |
| Los Trades | 34 |
| Win Rate, % | 26.09 |
| Expectancy per trade | -3.8604 |
| Max consecutive wins | 2 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.80 |
| Position max, % of margin balance | 41.23 |
| Max Drawdown | 318.36 |
| Max Drawdown, % | 29.62 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7064 |
| Recovery Factor (Total PnL / Max DD) | -0.5952 |
| Sharpe ratio (monthly) | -0.4096 |
| Sortino ratio (monthly) | -0.5546 |
| CAGR, % | -8.33 |
| Calmar ratio (CAGR / Max DD%) | -0.2813 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -177.58 | Fee: 8.43 | Vol: 23423.50
Realized PnL by Symbol
Details
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