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
885.14
Total PnL
-114.86 (-11.49%)
Total Trades (Win/Los)
36 (11/25)
Win Rate
30.56%
Max Drawdown
246.22 (23.33%)
Total Fees
6.65
Position avg (max), %
28.83 (41.99)
Profit Factor
0.80
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 | -11.32% | 10.53% | 6.07% | -4.86% | -1.21% | 0.94% | -0.12% | -8.05% | -2.09% | -3.02% | 12.00% | -7.15% | -10.54% |
| 2025 | -3.16% | 1.86% | -2.37% | -1.26% | 3.53% | -1.42% | 1.07% | -2.62% | -2.20% | -1.55% | 4.77% | -2.35% | -5.90% |
| 2026 | 2.60% | 4.18% | -2.52% | 0.14% | 0.80% | 0.00% | — | — | — | — | — | — | 5.17% |
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 | 885.14 |
| Min balance | 809.36 |
| Max balance | 1055.58 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.41 |
| Average monthly return (arithmetic), % | -0.29 |
| Best month, % | 12.00 |
| Worst month, % | -11.32 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -114.86 |
| Total PnL, % | -11.49 |
| Gross profit | 396.58 |
| Gross loss | 498.14 |
| Trading volume (USDT) | 18468.50 |
| Total transactions (buy/sell) | 37 |
| Total fees | 6.65 |
| Funding net | -6.66 |
| Funding accrued (received) | 12.15 |
| Funding paid | 18.81 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 36 |
| Win Trades | 11 |
| Los Trades | 25 |
| Win Rate, % | 30.56 |
| Expectancy per trade | -2.8210 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.83 |
| Position max, % of margin balance | 41.99 |
| Max Drawdown | 246.22 |
| Max Drawdown, % | 23.33 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7961 |
| Recovery Factor (Total PnL / Max DD) | -0.4665 |
| Sharpe ratio (monthly) | -0.2124 |
| Sortino ratio (monthly) | -0.3065 |
| CAGR, % | -4.93 |
| Calmar ratio (CAGR / Max DD%) | -0.2112 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -101.55 | Fee: 6.65 | Vol: 18468.50
Realized PnL by Symbol
Details
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