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
963.45
Total PnL
-36.55 (-3.66%)
Total Trades (Win/Los)
38 (11/27)
Win Rate
28.95%
Max Drawdown
191.94 (17.76%)
Total Fees
7.46
Position avg (max), %
28.83 (41.36)
Profit Factor
0.95
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 | -9.73% | 10.34% | 5.97% | -2.60% | -0.98% | 1.04% | -0.11% | -3.18% | -1.66% | -3.60% | 10.94% | -7.44% | -3.15% |
| 2025 | -2.98% | 2.83% | -2.17% | -1.03% | 3.21% | -1.30% | 1.01% | -1.80% | -1.05% | -3.94% | 2.84% | -2.52% | -7.00% |
| 2026 | 3.37% | 3.88% | -2.60% | 0.13% | 2.17% | 0.00% | — | — | — | — | — | — | 6.99% |
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 | 963.45 |
| Min balance | 888.69 |
| Max balance | 1080.63 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.12 |
| Average monthly return (arithmetic), % | -0.03 |
| Best month, % | 10.94 |
| Worst month, % | -9.73 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -36.55 |
| Total PnL, % | -3.66 |
| Gross profit | 445.06 |
| Gross loss | 467.17 |
| Trading volume (USDT) | 20727.83 |
| Total transactions (buy/sell) | 39 |
| Total fees | 7.46 |
| Funding net | -6.98 |
| Funding accrued (received) | 13.09 |
| Funding paid | 20.07 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 38 |
| Win Trades | 11 |
| Los Trades | 27 |
| Win Rate, % | 28.95 |
| Expectancy per trade | -0.5819 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.83 |
| Position max, % of margin balance | 41.36 |
| Max Drawdown | 191.94 |
| Max Drawdown, % | 17.76 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9527 |
| Recovery Factor (Total PnL / Max DD) | -0.1904 |
| Sharpe ratio (monthly) | -0.0259 |
| Sortino ratio (monthly) | -0.0400 |
| CAGR, % | -1.53 |
| Calmar ratio (CAGR / Max DD%) | -0.0862 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -22.11 | Fee: 7.46 | Vol: 20727.83
Realized PnL by Symbol
Details
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