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
878.24
Total PnL
-121.76 (-12.18%)
Total Trades (Win/Los)
26 (8/18)
Win Rate
30.77%
Max Drawdown
241.20 (22.55%)
Total Fees
5.02
Position avg (max), %
29.65 (41.96)
Profit Factor
0.76
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 | -9.91% | 10.36% | 5.98% | -6.06% | -2.54% | -3.44% | -0.93% | -6.99% | -0.32% | 3.17% | 11.69% | -2.32% | -3.69% |
| 2025 | -3.00% | -1.53% | 0.70% | -0.28% | 3.25% | -2.85% | 0.92% | -0.11% | -2.76% | -1.42% | 4.38% | 0.66% | -2.29% |
| 2026 | -1.55% | 3.89% | -4.72% | -3.34% | -0.90% | 0.00% | — | — | — | — | — | — | -6.65% |
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 | 878.24 |
| Min balance | 828.40 |
| Max balance | 1069.59 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.43 |
| Average monthly return (arithmetic), % | -0.33 |
| Best month, % | 11.69 |
| Worst month, % | -9.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -121.76 |
| Total PnL, % | -12.18 |
| Gross profit | 348.99 |
| Gross loss | 457.86 |
| Trading volume (USDT) | 13947.43 |
| Total transactions (buy/sell) | 27 |
| Total fees | 5.02 |
| Funding net | -7.87 |
| Funding accrued (received) | 12.53 |
| Funding paid | 20.40 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 26 |
| Win Trades | 8 |
| Los Trades | 18 |
| Win Rate, % | 30.77 |
| Expectancy per trade | -4.1874 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.65 |
| Position max, % of margin balance | 41.96 |
| Max Drawdown | 241.20 |
| Max Drawdown, % | 22.55 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7622 |
| Recovery Factor (Total PnL / Max DD) | -0.5048 |
| Sharpe ratio (monthly) | -0.2551 |
| Sortino ratio (monthly) | -0.3796 |
| CAGR, % | -5.23 |
| Calmar ratio (CAGR / Max DD%) | -0.2321 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -108.87 | Fee: 5.02 | Vol: 13947.43
Realized PnL by Symbol
Details
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