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
915.53
Total PnL
-84.47 (-8.45%)
Total Trades (Win/Los)
36 (11/25)
Win Rate
30.56%
Max Drawdown
264.25 (23.58%)
Total Fees
7.28
Position avg (max), %
30.25 (46.13)
Profit Factor
0.86
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% | -6.06% | -4.66% | -3.88% | 11.24% | -7.62% | -5.62% |
| 2025 | -3.06% | 2.91% | -2.53% | -1.06% | 3.31% | -2.89% | 1.02% | -2.87% | -1.21% | -1.46% | 4.51% | -2.60% | -6.16% |
| 2026 | 2.87% | 3.96% | -2.65% | 0.13% | -0.81% | 0.00% | — | — | — | — | — | — | 3.40% |
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 | 915.53 |
| Min balance | 856.55 |
| Max balance | 1120.81 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.29 |
| Average monthly return (arithmetic), % | -0.19 |
| Best month, % | 11.98 |
| Worst month, % | -7.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -84.47 |
| Total PnL, % | -8.45 |
| Gross profit | 427.59 |
| Gross loss | 495.13 |
| Trading volume (USDT) | 20219.20 |
| Total transactions (buy/sell) | 37 |
| Total fees | 7.28 |
| Funding net | -9.65 |
| Funding accrued (received) | 12.41 |
| Funding paid | 22.07 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 36 |
| Win Trades | 11 |
| Los Trades | 25 |
| Win Rate, % | 30.56 |
| Expectancy per trade | -1.8761 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.25 |
| Position max, % of margin balance | 46.13 |
| Max Drawdown | 264.25 |
| Max Drawdown, % | 23.58 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8636 |
| Recovery Factor (Total PnL / Max DD) | -0.3197 |
| Sharpe ratio (monthly) | -0.1430 |
| Sortino ratio (monthly) | -0.2258 |
| CAGR, % | -3.59 |
| Calmar ratio (CAGR / Max DD%) | -0.1522 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -67.54 | Fee: 7.28 | Vol: 20219.20
Realized PnL by Symbol
Details
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