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
861.45
Total PnL
-138.55 (-13.85%)
Total Trades (Win/Los)
32 (9/23)
Win Rate
28.13%
Max Drawdown
226.05 (22.07%)
Total Fees
5.94
Position avg (max), %
29.32 (44.69)
Profit Factor
0.73
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% | 0.95% | -0.71% | -4.75% | -8.68% | -2.98% | 12.59% | -1.46% | -9.07% |
| 2025 | -3.60% | 2.02% | 0.48% | 0.39% | 3.33% | -2.91% | 0.03% | -2.38% | -1.21% | -3.29% | 4.65% | -2.68% | -5.43% |
| 2026 | 3.53% | 4.05% | -2.71% | -3.40% | -1.03% | 0.00% | — | — | — | — | — | — | 0.19% |
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 | 861.45 |
| Min balance | 798.29 |
| Max balance | 1024.34 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.50 |
| Average monthly return (arithmetic), % | -0.41 |
| Best month, % | 12.59 |
| Worst month, % | -8.68 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -138.55 |
| Total PnL, % | -13.85 |
| Gross profit | 349.02 |
| Gross loss | 475.83 |
| Trading volume (USDT) | 16512.25 |
| Total transactions (buy/sell) | 33 |
| Total fees | 5.94 |
| Funding net | -5.80 |
| Funding accrued (received) | 12.98 |
| Funding paid | 18.78 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 32 |
| Win Trades | 9 |
| Los Trades | 23 |
| Win Rate, % | 28.13 |
| Expectancy per trade | -3.9628 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.32 |
| Position max, % of margin balance | 44.69 |
| Max Drawdown | 226.05 |
| Max Drawdown, % | 22.07 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7335 |
| Recovery Factor (Total PnL / Max DD) | -0.6129 |
| Sharpe ratio (monthly) | -0.3443 |
| Sortino ratio (monthly) | -0.4981 |
| CAGR, % | -5.99 |
| Calmar ratio (CAGR / Max DD%) | -0.2714 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -126.81 | Fee: 5.94 | Vol: 16512.25
Realized PnL by Symbol
Details
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