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
789.51
Total PnL
-210.49 (-21.05%)
Total Trades (Win/Los)
42 (11/31)
Win Rate
26.19%
Max Drawdown
285.00 (27.46%)
Total Fees
7.54
Position avg (max), %
29.52 (42.88)
Profit Factor
0.64
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 | -6.83% | 2.85% | 6.21% | -2.07% | -1.20% | 1.72% | -0.12% | -13.54% | -4.24% | 3.27% | 12.06% | -5.97% | -9.85% |
| 2025 | -4.29% | 0.46% | 0.75% | -5.04% | 3.62% | -2.75% | 0.35% | -2.22% | -3.50% | -3.17% | 5.12% | -2.02% | -12.45% |
| 2026 | 1.52% | 3.00% | -4.28% | 0.12% | -0.15% | 0.00% | — | — | — | — | — | — | 0.06% |
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 | 789.51 |
| Min balance | 752.80 |
| Max balance | 1037.80 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.78 |
| Average monthly return (arithmetic), % | -0.68 |
| Best month, % | 12.06 |
| Worst month, % | -13.54 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -210.49 |
| Total PnL, % | -21.05 |
| Gross profit | 357.44 |
| Gross loss | 555.28 |
| Trading volume (USDT) | 20960.53 |
| Total transactions (buy/sell) | 43 |
| Total fees | 7.54 |
| Funding net | -5.11 |
| Funding accrued (received) | 12.85 |
| Funding paid | 17.96 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 42 |
| Win Trades | 11 |
| Los Trades | 31 |
| Win Rate, % | 26.19 |
| Expectancy per trade | -4.7103 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.52 |
| Position max, % of margin balance | 42.88 |
| Max Drawdown | 285.00 |
| Max Drawdown, % | 27.46 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6437 |
| Recovery Factor (Total PnL / Max DD) | -0.7385 |
| Sharpe ratio (monthly) | -0.5104 |
| Sortino ratio (monthly) | -0.6505 |
| CAGR, % | -9.32 |
| Calmar ratio (CAGR / Max DD%) | -0.3395 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -197.83 | Fee: 7.54 | Vol: 20960.53
Realized PnL by Symbol
Details
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