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
954.55
Total PnL
-45.45 (-4.55%)
Total Trades (Win/Los)
34 (11/23)
Win Rate
32.35%
Max Drawdown
160.66 (15.26%)
Total Fees
6.83
Position avg (max), %
29.42 (42.39)
Profit Factor
0.93
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% | -2.25% | -0.62% |
| 2025 | -2.91% | 0.67% | 0.67% | 1.14% | 3.04% | -2.21% | 1.29% | -2.07% | -2.43% | -2.97% | 4.20% | -2.92% | -4.76% |
| 2026 | 2.46% | 3.72% | -4.52% | -1.34% | 0.76% | 0.00% | — | — | — | — | — | — | 0.87% |
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 | 954.55 |
| Min balance | 867.76 |
| Max balance | 1063.02 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.15 |
| Average monthly return (arithmetic), % | -0.06 |
| Best month, % | 11.30 |
| Worst month, % | -12.31 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -45.45 |
| Total PnL, % | -4.55 |
| Gross profit | 422.84 |
| Gross loss | 455.40 |
| Trading volume (USDT) | 18980.21 |
| Total transactions (buy/sell) | 35 |
| Total fees | 6.83 |
| Funding net | -6.06 |
| Funding accrued (received) | 14.04 |
| Funding paid | 20.11 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 34 |
| Win Trades | 11 |
| Los Trades | 23 |
| Win Rate, % | 32.35 |
| Expectancy per trade | -0.9576 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.42 |
| Position max, % of margin balance | 42.39 |
| Max Drawdown | 160.66 |
| Max Drawdown, % | 15.26 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9285 |
| Recovery Factor (Total PnL / Max DD) | -0.2829 |
| Sharpe ratio (monthly) | -0.0443 |
| Sortino ratio (monthly) | -0.0669 |
| CAGR, % | -1.91 |
| Calmar ratio (CAGR / Max DD%) | -0.1250 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -32.56 | Fee: 6.83 | Vol: 18980.21
Realized PnL by Symbol
Details
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