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
887.54
Total PnL
-112.46 (-11.25%)
Total Trades (Win/Los)
30 (11/19)
Win Rate
36.67%
Max Drawdown
193.43 (18.50%)
Total Fees
5.78
Position avg (max), %
29.98 (42.39)
Profit Factor
0.78
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% | -6.20% | -1.24% | 0.53% | -0.18% | -4.60% | 0.49% | -4.82% | 11.82% | -2.35% | -4.62% |
| 2025 | -3.03% | -1.54% | 0.71% | -0.28% | 3.29% | -1.88% | 0.92% | -2.51% | -2.77% | -1.46% | 4.49% | -3.12% | -7.26% |
| 2026 | 2.32% | 3.99% | -4.83% | -1.43% | 0.54% | 0.00% | — | — | — | — | — | — | 0.35% |
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 | 887.54 |
| Min balance | 852.19 |
| Max balance | 1045.62 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.40 |
| Average monthly return (arithmetic), % | -0.29 |
| Best month, % | 11.82 |
| Worst month, % | -12.31 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -112.46 |
| Total PnL, % | -11.25 |
| Gross profit | 361.66 |
| Gross loss | 461.32 |
| Trading volume (USDT) | 16064.52 |
| Total transactions (buy/sell) | 31 |
| Total fees | 5.78 |
| Funding net | -7.01 |
| Funding accrued (received) | 13.01 |
| Funding paid | 20.02 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 11 |
| Los Trades | 19 |
| Win Rate, % | 36.67 |
| Expectancy per trade | -3.3222 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.98 |
| Position max, % of margin balance | 42.39 |
| Max Drawdown | 193.43 |
| Max Drawdown, % | 18.50 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7840 |
| Recovery Factor (Total PnL / Max DD) | -0.5814 |
| Sharpe ratio (monthly) | -0.2148 |
| Sortino ratio (monthly) | -0.3122 |
| CAGR, % | -4.82 |
| Calmar ratio (CAGR / Max DD%) | -0.2606 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -99.67 | Fee: 5.78 | Vol: 16064.52
Realized PnL by Symbol
Details
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