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
869.38
Total PnL
-130.62 (-13.06%)
Total Trades (Win/Los)
30 (8/22)
Win Rate
26.67%
Max Drawdown
186.86 (18.24%)
Total Fees
5.80
Position avg (max), %
30.14 (43.27)
Profit Factor
0.74
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% | -2.29% | -3.47% | -4.02% | -3.02% | 12.02% | -1.40% | -5.15% |
| 2025 | -4.70% | 2.94% | 0.70% | -0.27% | 3.22% | -3.51% | -0.15% | -2.84% | -1.19% | -3.21% | 4.55% | -2.98% | -7.67% |
| 2026 | 2.64% | 4.01% | -2.76% | -3.37% | -1.03% | 0.00% | — | — | — | — | — | — | -0.72% |
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 | 869.38 |
| Min balance | 837.48 |
| Max balance | 1024.34 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.46 |
| Average monthly return (arithmetic), % | -0.39 |
| Best month, % | 12.02 |
| Worst month, % | -7.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -130.62 |
| Total PnL, % | -13.06 |
| Gross profit | 343.99 |
| Gross loss | 464.63 |
| Trading volume (USDT) | 16116.79 |
| Total transactions (buy/sell) | 31 |
| Total fees | 5.80 |
| Funding net | -4.19 |
| Funding accrued (received) | 14.53 |
| Funding paid | 18.71 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 8 |
| Los Trades | 22 |
| Win Rate, % | 26.67 |
| Expectancy per trade | -4.0212 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.14 |
| Position max, % of margin balance | 43.27 |
| Max Drawdown | 186.86 |
| Max Drawdown, % | 18.24 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7404 |
| Recovery Factor (Total PnL / Max DD) | -0.6990 |
| Sharpe ratio (monthly) | -0.3510 |
| Sortino ratio (monthly) | -0.5297 |
| CAGR, % | -5.63 |
| Calmar ratio (CAGR / Max DD%) | -0.3087 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -120.64 | Fee: 5.80 | Vol: 16116.79
Realized PnL by Symbol
Details
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