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
906.56
Total PnL
-93.44 (-9.34%)
Total Trades (Win/Los)
38 (12/26)
Win Rate
31.58%
Max Drawdown
201.11 (19.08%)
Total Fees
7.35
Position avg (max), %
29.13 (42.39)
Profit Factor
0.84
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 | -12.31% | 10.65% | 6.13% | -2.66% | -1.19% | 1.21% | -0.12% | -2.61% | -1.69% | -3.87% | 11.20% | -10.46% | -8.25% |
| 2025 | -3.08% | 3.30% | 0.71% | 1.21% | 3.21% | -1.83% | 0.98% | -2.07% | -2.39% | -3.13% | 4.43% | -4.64% | -3.74% |
| 2026 | 0.58% | 4.06% | -2.79% | 0.14% | 0.78% | 0.00% | — | — | — | — | — | — | 2.67% |
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 | 906.56 |
| Min balance | 852.87 |
| Max balance | 1053.98 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.33 |
| Average monthly return (arithmetic), % | -0.21 |
| Best month, % | 11.20 |
| Worst month, % | -12.31 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -93.44 |
| Total PnL, % | -9.34 |
| Gross profit | 431.33 |
| Gross loss | 513.62 |
| Trading volume (USDT) | 20426.05 |
| Total transactions (buy/sell) | 39 |
| Total fees | 7.35 |
| Funding net | -3.80 |
| Funding accrued (received) | 14.40 |
| Funding paid | 18.20 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 38 |
| Win Trades | 12 |
| Los Trades | 26 |
| Win Rate, % | 31.58 |
| Expectancy per trade | -2.1654 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.13 |
| Position max, % of margin balance | 42.39 |
| Max Drawdown | 201.11 |
| Max Drawdown, % | 19.08 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8398 |
| Recovery Factor (Total PnL / Max DD) | -0.4646 |
| Sharpe ratio (monthly) | -0.1511 |
| Sortino ratio (monthly) | -0.2108 |
| CAGR, % | -3.98 |
| Calmar ratio (CAGR / Max DD%) | -0.2086 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -82.29 | Fee: 7.35 | Vol: 20426.05
Realized PnL by Symbol
Details
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