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
927.91
Total PnL
-72.09 (-7.21%)
Total Trades (Win/Los)
36 (11/25)
Win Rate
30.56%
Max Drawdown
226.92 (21.18%)
Total Fees
6.98
Position avg (max), %
29.21 (41.36)
Profit Factor
0.88
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% | -3.93% | -1.00% | 0.77% | -0.12% | -6.40% | -1.74% | -3.99% | 11.57% | -7.82% | -8.22% |
| 2025 | -3.08% | 1.99% | -2.30% | -1.10% | 3.43% | -1.38% | 1.04% | -2.39% | -1.23% | -1.48% | 4.58% | -2.64% | -4.81% |
| 2026 | 2.64% | 4.02% | -2.70% | 0.13% | 2.11% | 0.00% | — | — | — | — | — | — | 6.23% |
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 | 927.91 |
| Min balance | 844.55 |
| Max balance | 1071.47 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.25 |
| Average monthly return (arithmetic), % | -0.15 |
| Best month, % | 11.57 |
| Worst month, % | -9.73 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -72.09 |
| Total PnL, % | -7.21 |
| Gross profit | 418.95 |
| Gross loss | 476.41 |
| Trading volume (USDT) | 19396.41 |
| Total transactions (buy/sell) | 37 |
| Total fees | 6.98 |
| Funding net | -7.66 |
| Funding accrued (received) | 12.33 |
| Funding paid | 19.99 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 36 |
| Win Trades | 11 |
| Los Trades | 25 |
| Win Rate, % | 30.56 |
| Expectancy per trade | -1.5960 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.21 |
| Position max, % of margin balance | 41.36 |
| Max Drawdown | 226.92 |
| Max Drawdown, % | 21.18 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8794 |
| Recovery Factor (Total PnL / Max DD) | -0.3177 |
| Sharpe ratio (monthly) | -0.1126 |
| Sortino ratio (monthly) | -0.1688 |
| CAGR, % | -3.05 |
| Calmar ratio (CAGR / Max DD%) | -0.1441 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -57.46 | Fee: 6.98 | Vol: 19396.41
Realized PnL by Symbol
Details
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