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
904.54
Total PnL
-95.46 (-9.55%)
Total Trades (Win/Los)
34 (11/23)
Win Rate
32.35%
Max Drawdown
181.10 (17.16%)
Total Fees
6.62
Position avg (max), %
29.29 (42.39)
Profit Factor
0.83
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% | 1.18% | -0.12% | -3.40% | -1.70% | -4.65% | 11.39% | -2.27% | -1.36% |
| 2025 | -2.93% | -1.49% | 0.69% | -0.16% | 3.17% | -1.81% | 0.89% | -2.05% | -3.43% | -3.13% | 4.42% | -3.07% | -8.88% |
| 2026 | 2.59% | 3.91% | -4.74% | -1.41% | 0.53% | 0.00% | — | — | — | — | — | — | 0.65% |
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 | 904.54 |
| Min balance | 867.76 |
| Max balance | 1055.64 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.33 |
| Average monthly return (arithmetic), % | -0.23 |
| Best month, % | 11.39 |
| Worst month, % | -12.31 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -95.46 |
| Total PnL, % | -9.55 |
| Gross profit | 392.42 |
| Gross loss | 473.63 |
| Trading volume (USDT) | 18389.70 |
| Total transactions (buy/sell) | 35 |
| Total fees | 6.62 |
| Funding net | -7.64 |
| Funding accrued (received) | 12.79 |
| Funding paid | 20.42 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 34 |
| Win Trades | 11 |
| Los Trades | 23 |
| Win Rate, % | 32.35 |
| Expectancy per trade | -2.3884 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.29 |
| Position max, % of margin balance | 42.39 |
| Max Drawdown | 181.10 |
| Max Drawdown, % | 17.16 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8285 |
| Recovery Factor (Total PnL / Max DD) | -0.5271 |
| Sharpe ratio (monthly) | -0.1789 |
| Sortino ratio (monthly) | -0.2660 |
| CAGR, % | -4.07 |
| Calmar ratio (CAGR / Max DD%) | -0.2372 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -81.20 | Fee: 6.62 | Vol: 18389.70
Realized PnL by Symbol
Details
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