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
983.33
Total PnL
-16.67 (-1.67%)
Total Trades (Win/Los)
21 (8/13)
Win Rate
38.10%
Max Drawdown
185.82 (16.46%)
Total Fees
4.25
Position avg (max), %
28.33 (43.27)
Profit Factor
0.98
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% | -2.46% | 0.96% | -0.66% | 2.47% | -3.17% | 2.85% | 10.54% | -1.24% | 6.90% |
| 2025 | -4.17% | -2.60% | 0.65% | -0.26% | 3.00% | -3.28% | 0.32% | -0.52% | -1.08% | -2.91% | 4.10% | 0.62% | -6.28% |
| 2026 | -2.85% | 3.71% | -4.45% | 3.22% | -1.20% | 0.00% | — | — | — | — | — | — | -1.83% |
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 | 983.33 |
| Min balance | 872.95 |
| Max balance | 1128.74 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.06 |
| Average monthly return (arithmetic), % | 0.01 |
| Best month, % | 10.54 |
| Worst month, % | -7.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -16.67 |
| Total PnL, % | -1.67 |
| Gross profit | 300.00 |
| Gross loss | 305.98 |
| Trading volume (USDT) | 11805.60 |
| Total transactions (buy/sell) | 22 |
| Total fees | 4.25 |
| Funding net | -6.44 |
| Funding accrued (received) | 13.51 |
| Funding paid | 19.95 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 8 |
| Los Trades | 13 |
| Win Rate, % | 38.10 |
| Expectancy per trade | -0.2848 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.33 |
| Position max, % of margin balance | 43.27 |
| Max Drawdown | 185.82 |
| Max Drawdown, % | 16.46 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9805 |
| Recovery Factor (Total PnL / Max DD) | -0.0897 |
| Sharpe ratio (monthly) | 0.0077 |
| Sortino ratio (monthly) | 0.0120 |
| CAGR, % | -0.69 |
| Calmar ratio (CAGR / Max DD%) | -0.0421 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -5.98 | Fee: 4.25 | Vol: 11805.60
Realized PnL by Symbol
Details
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