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
978.14
Total PnL
-21.86 (-2.19%)
Total Trades (Win/Los)
53 (13/40)
Win Rate
24.53%
Max Drawdown
318.86 (26.30%)
Total Fees
10.97
Position avg (max), %
29.71 (45.97)
Profit Factor
0.99
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 | -7.92% | 12.61% | 6.69% | -3.12% | 0.01% | 1.39% | 3.63% | -4.13% | -1.86% | -1.22% | 12.33% | -3.56% | 13.39% |
| 2025 | -7.70% | -3.38% | -0.62% | -2.26% | 3.06% | -2.62% | 1.65% | -1.73% | -2.91% | -6.19% | 4.38% | -2.35% | -19.39% |
| 2026 | 2.58% | 2.49% | -0.37% | 2.36% | -0.17% | 0.00% | — | — | — | — | — | — | 7.03% |
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 | 978.14 |
| Min balance | 893.53 |
| Max balance | 1212.39 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.07 |
| Average monthly return (arithmetic), % | 0.04 |
| Best month, % | 12.61 |
| Worst month, % | -7.92 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -21.86 |
| Total PnL, % | -2.19 |
| Gross profit | 580.32 |
| Gross loss | 583.31 |
| Trading volume (USDT) | 30493.78 |
| Total transactions (buy/sell) | 54 |
| Total fees | 10.97 |
| Funding net | -7.90 |
| Funding accrued (received) | 14.09 |
| Funding paid | 21.99 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 53 |
| Win Trades | 13 |
| Los Trades | 40 |
| Win Rate, % | 24.53 |
| Expectancy per trade | -0.0565 |
| Max consecutive wins | 4 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.71 |
| Position max, % of margin balance | 45.97 |
| Max Drawdown | 318.86 |
| Max Drawdown, % | 26.30 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9949 |
| Recovery Factor (Total PnL / Max DD) | -0.0686 |
| Sharpe ratio (monthly) | 0.0259 |
| Sortino ratio (monthly) | 0.0427 |
| CAGR, % | -0.91 |
| Calmar ratio (CAGR / Max DD%) | -0.0346 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -2.99 | Fee: 10.97 | Vol: 30493.78
Realized PnL by Symbol
Details
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