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
943.86
Total PnL
-56.14 (-5.61%)
Total Trades (Win/Los)
21 (8/13)
Win Rate
38.10%
Max Drawdown
186.18 (17.09%)
Total Fees
4.15
Position avg (max), %
28.79 (44.13)
Profit Factor
0.86
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 | -9.76% | 2.94% | 6.40% | -4.19% | -2.65% | 0.54% | -0.69% | 2.57% | -3.30% | 2.97% | 10.98% | -1.29% | 2.99% |
| 2025 | -4.33% | -2.71% | 0.68% | -0.27% | 3.12% | -3.41% | -0.15% | -0.10% | -1.12% | -3.03% | 4.28% | 0.65% | -6.56% |
| 2026 | -2.97% | 3.86% | -4.63% | 3.36% | -1.25% | 0.00% | — | — | — | — | — | — | -1.90% |
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 | 943.86 |
| Min balance | 852.95 |
| Max balance | 1089.63 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.19 |
| Average monthly return (arithmetic), % | -0.12 |
| Best month, % | 10.98 |
| Worst month, % | -9.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -56.14 |
| Total PnL, % | -5.61 |
| Gross profit | 288.49 |
| Gross loss | 334.40 |
| Trading volume (USDT) | 11546.10 |
| Total transactions (buy/sell) | 22 |
| Total fees | 4.15 |
| Funding net | -6.07 |
| Funding accrued (received) | 13.35 |
| Funding paid | 19.42 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 8 |
| Los Trades | 13 |
| Win Rate, % | 38.10 |
| Expectancy per trade | -2.1863 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.79 |
| Position max, % of margin balance | 44.13 |
| Max Drawdown | 186.18 |
| Max Drawdown, % | 17.09 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8627 |
| Recovery Factor (Total PnL / Max DD) | -0.3015 |
| Sharpe ratio (monthly) | -0.1038 |
| Sortino ratio (monthly) | -0.1515 |
| CAGR, % | -2.36 |
| Calmar ratio (CAGR / Max DD%) | -0.1384 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -45.91 | Fee: 4.15 | Vol: 11546.10
Realized PnL by Symbol
Details
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