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
932.67
Total PnL
-67.33 (-6.73%)
Total Trades (Win/Los)
38 (11/27)
Win Rate
28.95%
Max Drawdown
246.92 (21.98%)
Total Fees
7.75
Position avg (max), %
29.67 (46.13)
Profit Factor
0.90
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 | -7.76% | 11.98% | 6.72% | -3.14% | -0.95% | 1.38% | -0.20% | -3.05% | -2.86% | -3.37% | 10.60% | -6.83% | 0.33% |
| 2025 | -2.88% | 2.73% | -2.10% | -1.74% | 3.12% | -3.41% | 0.83% | -2.23% | -1.05% | -4.18% | 1.60% | -2.56% | -11.55% |
| 2026 | 4.04% | 3.91% | -2.62% | 0.13% | -0.29% | 0.00% | — | — | — | — | — | — | 5.11% |
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 | 932.67 |
| Min balance | 876.23 |
| Max balance | 1123.16 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.23 |
| Average monthly return (arithmetic), % | -0.14 |
| Best month, % | 11.98 |
| Worst month, % | -7.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -67.33 |
| Total PnL, % | -6.73 |
| Gross profit | 435.28 |
| Gross loss | 486.01 |
| Trading volume (USDT) | 21534.22 |
| Total transactions (buy/sell) | 39 |
| Total fees | 7.75 |
| Funding net | -8.85 |
| Funding accrued (received) | 13.00 |
| Funding paid | 21.85 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 38 |
| Win Trades | 11 |
| Los Trades | 27 |
| Win Rate, % | 28.95 |
| Expectancy per trade | -1.3349 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.67 |
| Position max, % of margin balance | 46.13 |
| Max Drawdown | 246.92 |
| Max Drawdown, % | 21.98 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8956 |
| Recovery Factor (Total PnL / Max DD) | -0.2727 |
| Sharpe ratio (monthly) | -0.1113 |
| Sortino ratio (monthly) | -0.1822 |
| CAGR, % | -2.85 |
| Calmar ratio (CAGR / Max DD%) | -0.1294 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -50.73 | Fee: 7.75 | Vol: 21534.22
Realized PnL by Symbol
Details
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