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
922.15
Total PnL
-77.85 (-7.78%)
Total Trades (Win/Los)
21 (7/14)
Win Rate
33.33%
Max Drawdown
173.98 (16.48%)
Total Fees
4.15
Position avg (max), %
29.80 (44.20)
Profit Factor
0.81
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 | -9.91% | 2.95% | 6.41% | -6.47% | -2.72% | -0.57% | -0.72% | 2.67% | -3.42% | 3.09% | 11.39% | -1.33% | -0.42% |
| 2025 | -4.48% | -1.50% | 0.69% | -0.27% | 3.19% | -3.49% | -0.17% | -0.11% | -1.15% | -3.11% | 4.39% | -3.04% | -9.03% |
| 2026 | 0.69% | 3.96% | -4.73% | 3.44% | -1.27% | 0.00% | — | — | — | — | — | — | 1.82% |
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 | 922.15 |
| Min balance | 851.40 |
| Max balance | 1055.55 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.27 |
| Average monthly return (arithmetic), % | -0.19 |
| Best month, % | 11.39 |
| Worst month, % | -9.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -77.85 |
| Total PnL, % | -7.78 |
| Gross profit | 278.96 |
| Gross loss | 344.73 |
| Trading volume (USDT) | 11523.03 |
| Total transactions (buy/sell) | 22 |
| Total fees | 4.15 |
| Funding net | -7.93 |
| Funding accrued (received) | 12.58 |
| Funding paid | 20.51 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 7 |
| Los Trades | 14 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -3.1320 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.80 |
| Position max, % of margin balance | 44.20 |
| Max Drawdown | 173.98 |
| Max Drawdown, % | 16.48 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8092 |
| Recovery Factor (Total PnL / Max DD) | -0.4474 |
| Sharpe ratio (monthly) | -0.1598 |
| Sortino ratio (monthly) | -0.2288 |
| CAGR, % | -3.30 |
| Calmar ratio (CAGR / Max DD%) | -0.2002 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -65.77 | Fee: 4.15 | Vol: 11523.03
Realized PnL by Symbol
Details
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