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
933.99
Total PnL
-66.01 (-6.60%)
Total Trades (Win/Los)
25 (9/16)
Win Rate
36.00%
Max Drawdown
273.31 (22.72%)
Total Fees
5.19
Position avg (max), %
29.23 (45.00)
Profit Factor
0.87
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 | -6.74% | 2.85% | 6.20% | -2.07% | -1.20% | 1.21% | -0.64% | 2.39% | -3.21% | 3.45% | 12.70% | -1.47% | 12.84% |
| 2025 | -3.78% | -2.46% | 0.61% | -4.80% | 2.96% | -3.24% | 0.43% | -0.15% | -1.06% | -2.50% | 4.02% | -2.29% | -11.95% |
| 2026 | 2.07% | 3.56% | -6.26% | -3.89% | -1.26% | 0.00% | — | — | — | — | — | — | -5.97% |
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 | 933.99 |
| Min balance | 883.14 |
| Max balance | 1203.10 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.23 |
| Average monthly return (arithmetic), % | -0.15 |
| Best month, % | 12.70 |
| Worst month, % | -6.74 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -66.01 |
| Total PnL, % | -6.60 |
| Gross profit | 356.88 |
| Gross loss | 409.29 |
| Trading volume (USDT) | 14414.99 |
| Total transactions (buy/sell) | 26 |
| Total fees | 5.19 |
| Funding net | -8.41 |
| Funding accrued (received) | 13.49 |
| Funding paid | 21.90 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 9 |
| Los Trades | 16 |
| Win Rate, % | 36.00 |
| Expectancy per trade | -2.0964 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.23 |
| Position max, % of margin balance | 45.00 |
| Max Drawdown | 273.31 |
| Max Drawdown, % | 22.72 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8719 |
| Recovery Factor (Total PnL / Max DD) | -0.2415 |
| Sharpe ratio (monthly) | -0.1356 |
| Sortino ratio (monthly) | -0.2118 |
| CAGR, % | -2.79 |
| Calmar ratio (CAGR / Max DD%) | -0.1227 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -52.41 | Fee: 5.19 | Vol: 14414.99
Realized PnL by Symbol
Details
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