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
942.01
Total PnL
-57.99 (-5.80%)
Total Trades (Win/Los)
36 (11/25)
Win Rate
30.56%
Max Drawdown
242.70 (21.65%)
Total Fees
7.28
Position avg (max), %
29.78 (46.13)
Profit Factor
0.91
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% | 1.08% | -0.21% | -4.71% | -4.39% | -3.63% | 11.02% | -7.48% | -3.79% |
| 2025 | -3.00% | 2.85% | -2.48% | -1.04% | 3.24% | -2.84% | 0.80% | -2.37% | -1.09% | -1.43% | 4.40% | -2.54% | -5.71% |
| 2026 | 3.34% | 3.85% | -2.58% | 0.13% | -0.78% | 0.00% | — | — | — | — | — | — | 3.86% |
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 | 942.01 |
| Min balance | 878.10 |
| Max balance | 1120.81 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.20 |
| Average monthly return (arithmetic), % | -0.10 |
| Best month, % | 11.98 |
| Worst month, % | -7.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -57.99 |
| Total PnL, % | -5.80 |
| Gross profit | 431.80 |
| Gross loss | 473.48 |
| Trading volume (USDT) | 20239.73 |
| Total transactions (buy/sell) | 37 |
| Total fees | 7.28 |
| Funding net | -9.03 |
| Funding accrued (received) | 12.73 |
| Funding paid | 21.76 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 36 |
| Win Trades | 11 |
| Los Trades | 25 |
| Win Rate, % | 30.56 |
| Expectancy per trade | -1.1576 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.78 |
| Position max, % of margin balance | 46.13 |
| Max Drawdown | 242.70 |
| Max Drawdown, % | 21.65 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9120 |
| Recovery Factor (Total PnL / Max DD) | -0.2389 |
| Sharpe ratio (monthly) | -0.0771 |
| Sortino ratio (monthly) | -0.1254 |
| CAGR, % | -2.44 |
| Calmar ratio (CAGR / Max DD%) | -0.1128 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -41.68 | Fee: 7.28 | Vol: 20239.73
Realized PnL by Symbol
Details
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