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
889.74
Total PnL
-110.26 (-11.03%)
Total Trades (Win/Los)
30 (10/20)
Win Rate
33.33%
Max Drawdown
203.78 (19.02%)
Total Fees
5.97
Position avg (max), %
29.95 (41.72)
Profit Factor
0.79
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 | -9.76% | 10.35% | 5.97% | -4.78% | -1.01% | 0.31% | -0.12% | -9.16% | 2.26% | -4.00% | 11.61% | -2.31% | -3.10% |
| 2025 | -2.98% | 2.04% | 0.68% | -0.15% | 3.12% | -3.40% | 0.69% | -3.62% | -2.71% | -1.43% | 4.39% | -3.05% | -6.64% |
| 2026 | 2.27% | 3.90% | -4.56% | -2.13% | -0.89% | 0.00% | — | — | — | — | — | — | -1.63% |
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 | 889.74 |
| Min balance | 867.36 |
| Max balance | 1071.14 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.39 |
| Average monthly return (arithmetic), % | -0.28 |
| Best month, % | 11.61 |
| Worst month, % | -9.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -110.26 |
| Total PnL, % | -11.03 |
| Gross profit | 367.96 |
| Gross loss | 463.28 |
| Trading volume (USDT) | 16581.59 |
| Total transactions (buy/sell) | 31 |
| Total fees | 5.97 |
| Funding net | -8.98 |
| Funding accrued (received) | 12.47 |
| Funding paid | 21.45 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 10 |
| Los Trades | 20 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -3.1773 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.95 |
| Position max, % of margin balance | 41.72 |
| Max Drawdown | 203.78 |
| Max Drawdown, % | 19.02 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7943 |
| Recovery Factor (Total PnL / Max DD) | -0.5411 |
| Sharpe ratio (monthly) | -0.2125 |
| Sortino ratio (monthly) | -0.3084 |
| CAGR, % | -4.72 |
| Calmar ratio (CAGR / Max DD%) | -0.2482 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -95.32 | Fee: 5.97 | Vol: 16581.59
Realized PnL by Symbol
Details
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