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
939.85
Total PnL
-60.15 (-6.02%)
Total Trades (Win/Los)
23 (9/14)
Win Rate
39.13%
Max Drawdown
208.13 (18.20%)
Total Fees
4.78
Position avg (max), %
29.15 (43.27)
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 | -7.76% | 2.88% | 6.27% | -2.72% | -1.22% | 1.23% | -0.65% | 2.43% | -3.12% | 2.80% | 10.38% | -1.23% | 8.40% |
| 2025 | -4.12% | -2.57% | 0.64% | -0.25% | 2.96% | -3.23% | 0.32% | -0.51% | -1.06% | -2.94% | 6.07% | -2.54% | -7.43% |
| 2026 | 1.97% | 3.53% | -6.51% | -3.87% | -1.25% | 0.00% | — | — | — | — | — | — | -6.32% |
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 | 939.85 |
| Min balance | 872.95 |
| Max balance | 1143.78 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.21 |
| Average monthly return (arithmetic), % | -0.14 |
| Best month, % | 10.38 |
| Worst month, % | -7.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -60.15 |
| Total PnL, % | -6.02 |
| Gross profit | 330.66 |
| Gross loss | 380.20 |
| Trading volume (USDT) | 13278.31 |
| Total transactions (buy/sell) | 24 |
| Total fees | 4.78 |
| Funding net | -5.84 |
| Funding accrued (received) | 14.48 |
| Funding paid | 20.31 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 9 |
| Los Trades | 14 |
| Win Rate, % | 39.13 |
| Expectancy per trade | -2.1538 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.15 |
| Position max, % of margin balance | 43.27 |
| Max Drawdown | 208.13 |
| Max Drawdown, % | 18.20 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8697 |
| Recovery Factor (Total PnL / Max DD) | -0.2890 |
| Sharpe ratio (monthly) | -0.1257 |
| Sortino ratio (monthly) | -0.1873 |
| CAGR, % | -2.54 |
| Calmar ratio (CAGR / Max DD%) | -0.1394 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -49.54 | Fee: 4.78 | Vol: 13278.31
Realized PnL by Symbol
Details
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