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
797.87
Total PnL
-202.13 (-20.21%)
Total Trades (Win/Los)
36 (11/25)
Win Rate
30.56%
Max Drawdown
275.92 (26.49%)
Total Fees
6.60
Position avg (max), %
29.09 (43.27)
Profit Factor
0.65
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% | -2.46% | -6.98% | -2.19% | 11.87% | -6.25% | -8.80% |
| 2025 | -4.58% | 2.04% | -1.87% | -4.48% | 3.61% | -3.15% | 0.30% | -2.30% | -1.31% | -3.55% | 5.04% | -2.13% | -12.18% |
| 2026 | 2.99% | 2.92% | -2.24% | -3.69% | -0.15% | 0.00% | — | — | — | — | — | — | -0.36% |
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 | 797.87 |
| Min balance | 765.62 |
| Max balance | 1041.53 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.75 |
| Average monthly return (arithmetic), % | -0.67 |
| Best month, % | 11.87 |
| Worst month, % | -7.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -202.13 |
| Total PnL, % | -20.21 |
| Gross profit | 349.78 |
| Gross loss | 540.12 |
| Trading volume (USDT) | 18328.37 |
| Total transactions (buy/sell) | 37 |
| Total fees | 6.60 |
| Funding net | -5.18 |
| Funding accrued (received) | 12.75 |
| Funding paid | 17.93 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 36 |
| Win Trades | 11 |
| Los Trades | 25 |
| Win Rate, % | 30.56 |
| Expectancy per trade | -5.2874 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.09 |
| Position max, % of margin balance | 43.27 |
| Max Drawdown | 275.92 |
| Max Drawdown, % | 26.49 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6476 |
| Recovery Factor (Total PnL / Max DD) | -0.7326 |
| Sharpe ratio (monthly) | -0.5648 |
| Sortino ratio (monthly) | -0.7772 |
| CAGR, % | -8.93 |
| Calmar ratio (CAGR / Max DD%) | -0.3370 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -190.35 | Fee: 6.60 | Vol: 18328.37
Realized PnL by Symbol
Details
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