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
881.50
Total PnL
-118.50 (-11.85%)
Total Trades (Win/Los)
40 (12/28)
Win Rate
30.00%
Max Drawdown
229.10 (21.96%)
Total Fees
7.57
Position avg (max), %
30.05 (43.27)
Profit Factor
0.78
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% | 2.88% | 6.27% | -2.72% | -1.22% | 1.23% | -0.12% | -1.48% | -6.91% | -1.15% | 11.62% | -5.86% | -6.65% |
| 2025 | -3.09% | -0.20% | -1.27% | -1.54% | 3.42% | -2.99% | 0.45% | -1.96% | -1.24% | -3.35% | 4.74% | -1.88% | -8.87% |
| 2026 | 2.20% | 4.15% | -2.44% | 0.14% | -0.33% | 0.00% | — | — | — | — | — | — | 3.64% |
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 | 881.50 |
| Min balance | 814.22 |
| Max balance | 1043.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.42 |
| Average monthly return (arithmetic), % | -0.35 |
| Best month, % | 11.62 |
| Worst month, % | -7.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -118.50 |
| Total PnL, % | -11.85 |
| Gross profit | 392.19 |
| Gross loss | 499.78 |
| Trading volume (USDT) | 21038.54 |
| Total transactions (buy/sell) | 41 |
| Total fees | 7.57 |
| Funding net | -3.35 |
| Funding accrued (received) | 14.66 |
| Funding paid | 18.00 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 40 |
| Win Trades | 12 |
| Los Trades | 28 |
| Win Rate, % | 30.00 |
| Expectancy per trade | -2.6897 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.05 |
| Position max, % of margin balance | 43.27 |
| Max Drawdown | 229.10 |
| Max Drawdown, % | 21.96 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7847 |
| Recovery Factor (Total PnL / Max DD) | -0.5173 |
| Sharpe ratio (monthly) | -0.3134 |
| Sortino ratio (monthly) | -0.4611 |
| CAGR, % | -5.09 |
| Calmar ratio (CAGR / Max DD%) | -0.2318 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -107.59 | Fee: 7.57 | Vol: 21038.54
Realized PnL by Symbol
Details
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