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
875.93
Total PnL
-124.07 (-12.41%)
Total Trades (Win/Los)
44 (13/31)
Win Rate
29.55%
Max Drawdown
249.88 (23.63%)
Total Fees
8.13
Position avg (max), %
29.60 (42.50)
Profit Factor
0.79
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 | -5.92% | 2.82% | 6.15% | -1.17% | -1.00% | 1.64% | -0.12% | -13.28% | -3.62% | 3.18% | 11.73% | -5.82% | -7.43% |
| 2025 | -3.61% | 1.58% | 0.71% | -4.09% | 3.43% | -3.29% | 1.05% | -2.10% | -3.03% | -2.29% | 4.78% | -1.38% | -8.35% |
| 2026 | 2.66% | 4.14% | -3.23% | 0.14% | -0.33% | 0.00% | — | — | — | — | — | — | 3.26% |
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 | 875.93 |
| Min balance | 807.50 |
| Max balance | 1057.37 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.44 |
| Average monthly return (arithmetic), % | -0.34 |
| Best month, % | 11.73 |
| Worst month, % | -13.28 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -124.07 |
| Total PnL, % | -12.41 |
| Gross profit | 413.96 |
| Gross loss | 525.09 |
| Trading volume (USDT) | 22582.25 |
| Total transactions (buy/sell) | 45 |
| Total fees | 8.13 |
| Funding net | -4.81 |
| Funding accrued (received) | 13.70 |
| Funding paid | 18.51 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 44 |
| Win Trades | 13 |
| Los Trades | 31 |
| Win Rate, % | 29.55 |
| Expectancy per trade | -2.5258 |
| Max consecutive wins | 4 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.60 |
| Position max, % of margin balance | 42.50 |
| Max Drawdown | 249.88 |
| Max Drawdown, % | 23.63 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7884 |
| Recovery Factor (Total PnL / Max DD) | -0.4965 |
| Sharpe ratio (monthly) | -0.2667 |
| Sortino ratio (monthly) | -0.3547 |
| CAGR, % | -5.34 |
| Calmar ratio (CAGR / Max DD%) | -0.2259 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -111.13 | Fee: 8.13 | Vol: 22582.25
Realized PnL by Symbol
Details
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