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
987.94
Total PnL
-12.06 (-1.21%)
Total Trades (Win/Los)
49 (13/36)
Win Rate
26.53%
Max Drawdown
279.03 (23.47%)
Total Fees
10.02
Position avg (max), %
29.21 (43.69)
Profit Factor
1.01
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 | -9.16% | 10.50% | 5.92% | -2.58% | -0.98% | 1.46% | 3.80% | -1.34% | -2.78% | -1.25% | 12.61% | -3.91% | 10.71% |
| 2025 | -7.31% | -3.45% | -1.20% | 2.71% | 2.99% | -2.56% | 1.61% | -1.69% | -3.31% | -5.24% | 2.69% | -2.32% | -16.32% |
| 2026 | 2.27% | 2.46% | -0.37% | 2.33% | -0.16% | 0.00% | — | — | — | — | — | — | 6.67% |
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 | 987.94 |
| Min balance | 899.39 |
| Max balance | 1188.84 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.04 |
| Average monthly return (arithmetic), % | 0.06 |
| Best month, % | 12.61 |
| Worst month, % | -9.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -12.06 |
| Total PnL, % | -1.21 |
| Gross profit | 548.37 |
| Gross loss | 543.18 |
| Trading volume (USDT) | 27827.72 |
| Total transactions (buy/sell) | 50 |
| Total fees | 10.02 |
| Funding net | -7.23 |
| Funding accrued (received) | 13.98 |
| Funding paid | 21.21 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 49 |
| Win Trades | 13 |
| Los Trades | 36 |
| Win Rate, % | 26.53 |
| Expectancy per trade | 0.1059 |
| Max consecutive wins | 4 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.21 |
| Position max, % of margin balance | 43.69 |
| Max Drawdown | 279.03 |
| Max Drawdown, % | 23.47 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0096 |
| Recovery Factor (Total PnL / Max DD) | -0.0432 |
| Sharpe ratio (monthly) | 0.0454 |
| Sortino ratio (monthly) | 0.0722 |
| CAGR, % | -0.50 |
| Calmar ratio (CAGR / Max DD%) | -0.0213 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 5.19 | Fee: 10.02 | Vol: 27827.72
Realized PnL by Symbol
Details
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