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
963.09
Total PnL
-36.91 (-3.69%)
Total Trades (Win/Los)
36 (11/25)
Win Rate
30.56%
Max Drawdown
194.30 (18.13%)
Total Fees
7.13
Position avg (max), %
29.30 (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% | -3.19% | -0.99% | 0.77% | -0.12% | -4.93% | -1.70% | -3.89% | 11.29% | -7.65% | -6.00% |
| 2025 | -3.07% | 2.92% | -2.54% | -1.07% | 3.32% | -1.34% | 0.81% | -1.87% | -1.09% | -1.24% | 4.41% | -2.54% | -3.59% |
| 2026 | 2.80% | 3.87% | -2.60% | 0.13% | 2.06% | 0.00% | — | — | — | — | — | — | 6.29% |
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 | 963.09 |
| Min balance | 877.17 |
| Max balance | 1071.47 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.12 |
| Average monthly return (arithmetic), % | -0.03 |
| Best month, % | 11.29 |
| Worst month, % | -9.73 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -36.91 |
| Total PnL, % | -3.69 |
| Gross profit | 436.95 |
| Gross loss | 460.32 |
| Trading volume (USDT) | 19809.09 |
| Total transactions (buy/sell) | 37 |
| Total fees | 7.13 |
| Funding net | -6.41 |
| Funding accrued (received) | 13.37 |
| Funding paid | 19.78 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 36 |
| Win Trades | 11 |
| Los Trades | 25 |
| Win Rate, % | 30.56 |
| Expectancy per trade | -0.6493 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.30 |
| Position max, % of margin balance | 41.36 |
| Max Drawdown | 194.30 |
| Max Drawdown, % | 18.13 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9492 |
| Recovery Factor (Total PnL / Max DD) | -0.1900 |
| Sharpe ratio (monthly) | -0.0227 |
| Sortino ratio (monthly) | -0.0350 |
| CAGR, % | -1.55 |
| Calmar ratio (CAGR / Max DD%) | -0.0852 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -23.37 | Fee: 7.13 | Vol: 19809.09
Realized PnL by Symbol
Details
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