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
824.50
Total PnL
-175.50 (-17.55%)
Total Trades (Win/Los)
44 (12/32)
Win Rate
27.27%
Max Drawdown
296.32 (27.57%)
Total Fees
8.09
Position avg (max), %
28.32 (41.23)
Profit Factor
0.72
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% | -0.18% | -2.44% | -1.74% | -3.98% | 11.54% | -10.75% | -10.98% |
| 2025 | -3.18% | 2.06% | -2.11% | 0.53% | 3.47% | -1.40% | 1.09% | -1.34% | -2.51% | -6.12% | 3.16% | -3.58% | -9.92% |
| 2026 | 0.22% | 2.99% | -2.30% | -0.35% | 2.34% | 0.00% | — | — | — | — | — | — | 2.84% |
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 | 824.50 |
| Min balance | 778.54 |
| Max balance | 1074.86 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.64 |
| Average monthly return (arithmetic), % | -0.53 |
| Best month, % | 12.45 |
| Worst month, % | -11.11 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -175.50 |
| Total PnL, % | -17.55 |
| Gross profit | 417.73 |
| Gross loss | 581.99 |
| Trading volume (USDT) | 22471.42 |
| Total transactions (buy/sell) | 45 |
| Total fees | 8.09 |
| Funding net | -3.15 |
| Funding accrued (received) | 13.55 |
| Funding paid | 16.70 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 44 |
| Win Trades | 12 |
| Los Trades | 32 |
| Win Rate, % | 27.27 |
| Expectancy per trade | -3.7332 |
| Max consecutive wins | 2 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.32 |
| Position max, % of margin balance | 41.23 |
| Max Drawdown | 296.32 |
| Max Drawdown, % | 27.57 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7178 |
| Recovery Factor (Total PnL / Max DD) | -0.5923 |
| Sharpe ratio (monthly) | -0.3869 |
| Sortino ratio (monthly) | -0.5368 |
| CAGR, % | -7.68 |
| Calmar ratio (CAGR / Max DD%) | -0.2786 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -164.26 | Fee: 8.09 | Vol: 22471.42
Realized PnL by Symbol
Details
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