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
785.70
Total PnL
-214.30 (-21.43%)
Total Trades (Win/Los)
40 (11/29)
Win Rate
27.50%
Max Drawdown
274.18 (26.77%)
Total Fees
7.09
Position avg (max), %
29.31 (43.27)
Profit Factor
0.63
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% | 1.23% | -0.12% | -10.02% | -4.16% | 3.21% | 11.83% | -6.23% | -8.54% |
| 2025 | -4.57% | 0.46% | 0.74% | -5.27% | 3.59% | -3.13% | 0.35% | -2.56% | -3.49% | -3.62% | 5.14% | -2.06% | -14.02% |
| 2026 | 1.70% | 3.01% | -4.57% | 0.12% | -0.16% | 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 | 785.70 |
| Min balance | 750.16 |
| Max balance | 1024.34 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.80 |
| Average monthly return (arithmetic), % | -0.70 |
| Best month, % | 11.83 |
| Worst month, % | -10.02 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -214.30 |
| Total PnL, % | -21.43 |
| Gross profit | 342.65 |
| Gross loss | 544.50 |
| Trading volume (USDT) | 19700.72 |
| Total transactions (buy/sell) | 41 |
| Total fees | 7.09 |
| Funding net | -5.35 |
| Funding accrued (received) | 12.64 |
| Funding paid | 17.99 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 40 |
| Win Trades | 11 |
| Los Trades | 29 |
| Win Rate, % | 27.50 |
| Expectancy per trade | -5.0464 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.31 |
| Position max, % of margin balance | 43.27 |
| Max Drawdown | 274.18 |
| Max Drawdown, % | 26.77 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6293 |
| Recovery Factor (Total PnL / Max DD) | -0.7816 |
| Sharpe ratio (monthly) | -0.5558 |
| Sortino ratio (monthly) | -0.7234 |
| CAGR, % | -9.50 |
| Calmar ratio (CAGR / Max DD%) | -0.3551 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -201.86 | Fee: 7.09 | Vol: 19700.72
Realized PnL by Symbol
Details
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