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
984.08
Total PnL
-15.92 (-1.59%)
Total Trades (Win/Los)
30 (11/19)
Win Rate
36.67%
Max Drawdown
200.45 (17.57%)
Total Fees
6.21
Position avg (max), %
29.74 (47.45)
Profit Factor
1.00
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% | -3.27% | -1.20% | 0.93% | -0.12% | -5.07% | -2.31% | 3.68% | 13.52% | -2.55% | 5.54% |
| 2025 | -2.74% | -1.39% | 0.64% | -0.15% | 2.95% | -2.53% | 1.26% | -0.51% | -4.07% | -3.31% | 4.12% | 0.62% | -5.31% |
| 2026 | 0.81% | 3.58% | -4.61% | -1.84% | 0.74% | 0.00% | — | — | — | — | — | — | -1.51% |
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 | 984.08 |
| Min balance | 867.76 |
| Max balance | 1140.90 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.05 |
| Average monthly return (arithmetic), % | 0.06 |
| Best month, % | 13.52 |
| Worst month, % | -12.31 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -15.92 |
| Total PnL, % | -1.59 |
| Gross profit | 443.32 |
| Gross loss | 444.99 |
| Trading volume (USDT) | 17261.21 |
| Total transactions (buy/sell) | 31 |
| Total fees | 6.21 |
| Funding net | -8.03 |
| Funding accrued (received) | 13.66 |
| Funding paid | 21.69 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 11 |
| Los Trades | 19 |
| Win Rate, % | 36.67 |
| Expectancy per trade | -0.0558 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.74 |
| Position max, % of margin balance | 47.45 |
| Max Drawdown | 200.45 |
| Max Drawdown, % | 17.57 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9962 |
| Recovery Factor (Total PnL / Max DD) | -0.0794 |
| Sharpe ratio (monthly) | 0.0412 |
| Sortino ratio (monthly) | 0.0645 |
| CAGR, % | -0.66 |
| Calmar ratio (CAGR / Max DD%) | -0.0377 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -1.67 | Fee: 6.21 | Vol: 17261.21
Realized PnL by Symbol
Details
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