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
957.18
Total PnL
-42.82 (-4.28%)
Total Trades (Win/Los)
21 (7/14)
Win Rate
33.33%
Max Drawdown
233.59 (20.34%)
Total Fees
4.22
Position avg (max), %
27.64 (42.84)
Profit Factor
0.89
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% | -2.69% | -2.67% | 2.10% | -0.65% | 2.42% | -3.07% | 2.79% | 10.34% | -1.22% | 8.84% |
| 2025 | -4.10% | -2.55% | 0.64% | -5.27% | 3.10% | -3.38% | -0.05% | 0.20% | -1.11% | -3.00% | 4.23% | 0.64% | -10.56% |
| 2026 | -1.47% | 3.76% | -0.31% | -2.31% | -1.23% | 0.00% | — | — | — | — | — | — | -1.65% |
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 | 957.18 |
| Min balance | 883.14 |
| Max balance | 1148.13 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.15 |
| Average monthly return (arithmetic), % | -0.08 |
| Best month, % | 10.34 |
| Worst month, % | -6.74 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -42.82 |
| Total PnL, % | -4.28 |
| Gross profit | 298.53 |
| Gross loss | 335.19 |
| Trading volume (USDT) | 11720.71 |
| Total transactions (buy/sell) | 22 |
| Total fees | 4.22 |
| Funding net | -1.94 |
| Funding accrued (received) | 15.30 |
| Funding paid | 17.25 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 7 |
| Los Trades | 14 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -1.7456 |
| Max consecutive wins | 1 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 27.64 |
| Position max, % of margin balance | 42.84 |
| Max Drawdown | 233.59 |
| Max Drawdown, % | 20.34 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8906 |
| Recovery Factor (Total PnL / Max DD) | -0.1833 |
| Sharpe ratio (monthly) | -0.0840 |
| Sortino ratio (monthly) | -0.1301 |
| CAGR, % | -1.80 |
| Calmar ratio (CAGR / Max DD%) | -0.0883 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -36.66 | Fee: 4.22 | Vol: 11720.71
Realized PnL by Symbol
Details
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