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
896.90
Total PnL
-103.10 (-10.31%)
Total Trades (Win/Los)
25 (9/16)
Win Rate
36.00%
Max Drawdown
260.77 (22.61%)
Total Fees
5.00
Position avg (max), %
28.30 (42.88)
Profit Factor
0.78
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% | -2.69% | -1.21% | 1.22% | -0.65% | 2.41% | -3.05% | 2.78% | 10.28% | -1.22% | 9.37% |
| 2025 | -4.08% | -2.54% | 0.63% | -5.24% | 3.08% | -3.37% | -0.04% | 0.20% | -1.10% | -2.98% | 4.21% | -2.40% | -13.20% |
| 2026 | 2.16% | 3.72% | -6.59% | -3.26% | -1.31% | 0.00% | — | — | — | — | — | — | -5.50% |
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 | 896.90 |
| Min balance | 882.25 |
| Max balance | 1153.48 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.36 |
| Average monthly return (arithmetic), % | -0.29 |
| Best month, % | 10.28 |
| Worst month, % | -6.83 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -103.10 |
| Total PnL, % | -10.31 |
| Gross profit | 318.35 |
| Gross loss | 409.92 |
| Trading volume (USDT) | 13890.72 |
| Total transactions (buy/sell) | 26 |
| Total fees | 5.00 |
| Funding net | -6.53 |
| Funding accrued (received) | 13.37 |
| Funding paid | 19.90 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 9 |
| Los Trades | 16 |
| Win Rate, % | 36.00 |
| Expectancy per trade | -3.6626 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.30 |
| Position max, % of margin balance | 42.88 |
| Max Drawdown | 260.77 |
| Max Drawdown, % | 22.61 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7766 |
| Recovery Factor (Total PnL / Max DD) | -0.3954 |
| Sharpe ratio (monthly) | -0.2747 |
| Sortino ratio (monthly) | -0.3937 |
| CAGR, % | -4.41 |
| Calmar ratio (CAGR / Max DD%) | -0.1949 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -91.56 | Fee: 5.00 | Vol: 13890.72
Realized PnL by Symbol
Details
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