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
889.91
Total PnL
-110.09 (-11.01%)
Total Trades (Win/Los)
30 (9/21)
Win Rate
30.00%
Max Drawdown
169.55 (16.55%)
Total Fees
5.95
Position avg (max), %
30.15 (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% | 0.95% | -1.18% | -2.07% | -3.92% | -3.68% | 11.78% | -1.37% | -3.42% |
| 2025 | -4.62% | 2.89% | 0.68% | -0.27% | 3.16% | -3.45% | -0.15% | -2.79% | -1.16% | -3.15% | 4.46% | -2.57% | -7.19% |
| 2026 | 2.83% | 3.91% | -2.62% | -3.28% | -1.33% | 0.00% | — | — | — | — | — | — | -0.70% |
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 | 889.91 |
| Min balance | 854.79 |
| Max balance | 1025.60 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.39 |
| Average monthly return (arithmetic), % | -0.32 |
| Best month, % | 11.78 |
| Worst month, % | -7.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -110.09 |
| Total PnL, % | -11.01 |
| Gross profit | 351.41 |
| Gross loss | 451.00 |
| Trading volume (USDT) | 16540.19 |
| Total transactions (buy/sell) | 31 |
| Total fees | 5.95 |
| Funding net | -4.54 |
| Funding accrued (received) | 14.61 |
| Funding paid | 19.15 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 9 |
| Los Trades | 21 |
| Win Rate, % | 30.00 |
| Expectancy per trade | -3.3197 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.15 |
| Position max, % of margin balance | 43.27 |
| Max Drawdown | 169.55 |
| Max Drawdown, % | 16.55 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7792 |
| Recovery Factor (Total PnL / Max DD) | -0.6493 |
| Sharpe ratio (monthly) | -0.2900 |
| Sortino ratio (monthly) | -0.4434 |
| CAGR, % | -4.71 |
| Calmar ratio (CAGR / Max DD%) | -0.2849 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -99.59 | Fee: 5.95 | Vol: 16540.19
Realized PnL by Symbol
Details
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