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
840.86
Total PnL
-159.14 (-15.91%)
Total Trades (Win/Los)
36 (11/25)
Win Rate
30.56%
Max Drawdown
223.97 (21.86%)
Total Fees
6.52
Position avg (max), %
29.35 (43.27)
Profit Factor
0.70
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% | -10.52% | -6.20% | 3.30% | 12.15% | -6.38% | -10.80% |
| 2025 | -4.68% | -0.59% | 0.51% | 0.41% | 3.52% | -3.07% | 0.25% | -2.51% | -1.16% | -1.56% | 4.82% | -1.91% | -6.19% |
| 2026 | 2.12% | 4.22% | -5.12% | -0.33% | -0.15% | 0.00% | — | — | — | — | — | — | 0.50% |
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 | 840.86 |
| Min balance | 800.38 |
| Max balance | 1024.34 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.58 |
| Average monthly return (arithmetic), % | -0.48 |
| Best month, % | 12.15 |
| Worst month, % | -10.52 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -159.14 |
| Total PnL, % | -15.91 |
| Gross profit | 350.33 |
| Gross loss | 497.82 |
| Trading volume (USDT) | 18108.48 |
| Total transactions (buy/sell) | 37 |
| Total fees | 6.52 |
| Funding net | -5.13 |
| Funding accrued (received) | 12.93 |
| Funding paid | 18.07 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 36 |
| Win Trades | 11 |
| Los Trades | 25 |
| Win Rate, % | 30.56 |
| Expectancy per trade | -4.0969 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.35 |
| Position max, % of margin balance | 43.27 |
| Max Drawdown | 223.97 |
| Max Drawdown, % | 21.86 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7037 |
| Recovery Factor (Total PnL / Max DD) | -0.7106 |
| Sharpe ratio (monthly) | -0.3728 |
| Sortino ratio (monthly) | -0.4979 |
| CAGR, % | -6.93 |
| Calmar ratio (CAGR / Max DD%) | -0.3168 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -147.49 | Fee: 6.52 | Vol: 18108.48
Realized PnL by Symbol
Details
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