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
878.83
Total PnL
-121.17 (-12.12%)
Total Trades (Win/Los)
38 (11/27)
Win Rate
28.95%
Max Drawdown
213.02 (20.23%)
Total Fees
7.30
Position avg (max), %
29.25 (42.39)
Profit Factor
0.79
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% | -3.40% | -1.70% | -3.90% | 11.30% | -10.54% | -9.04% |
| 2025 | -3.11% | 2.86% | 0.71% | 1.22% | 3.25% | -1.86% | 0.91% | -2.10% | -2.44% | -3.18% | 4.49% | -4.71% | -4.33% |
| 2026 | 0.58% | 4.12% | -4.21% | 0.14% | 0.55% | 0.00% | — | — | — | — | — | — | 1.02% |
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 | 878.83 |
| Min balance | 839.86 |
| Max balance | 1052.88 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.43 |
| Average monthly return (arithmetic), % | -0.31 |
| Best month, % | 11.30 |
| Worst month, % | -12.31 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -121.17 |
| Total PnL, % | -12.12 |
| Gross profit | 422.91 |
| Gross loss | 532.93 |
| Trading volume (USDT) | 20285.50 |
| Total transactions (buy/sell) | 39 |
| Total fees | 7.30 |
| Funding net | -3.85 |
| Funding accrued (received) | 14.29 |
| Funding paid | 18.14 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 38 |
| Win Trades | 11 |
| Los Trades | 27 |
| Win Rate, % | 28.95 |
| Expectancy per trade | -2.8953 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.25 |
| Position max, % of margin balance | 42.39 |
| Max Drawdown | 213.02 |
| Max Drawdown, % | 20.23 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7936 |
| Recovery Factor (Total PnL / Max DD) | -0.5688 |
| Sharpe ratio (monthly) | -0.2207 |
| Sortino ratio (monthly) | -0.3041 |
| CAGR, % | -5.21 |
| Calmar ratio (CAGR / Max DD%) | -0.2574 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -110.02 | Fee: 7.30 | Vol: 20285.50
Realized PnL by Symbol
Details
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