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
953.44
Total PnL
-46.56 (-4.66%)
Total Trades (Win/Los)
19 (7/12)
Win Rate
36.84%
Max Drawdown
186.18 (16.75%)
Total Fees
3.78
Position avg (max), %
28.02 (44.13)
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 | -9.76% | 2.94% | 6.40% | -3.41% | -2.78% | 2.19% | -0.68% | 2.51% | -3.23% | 2.90% | 10.73% | -1.26% | 5.15% |
| 2025 | -4.24% | -2.65% | 0.66% | -0.26% | 3.05% | -3.34% | -0.14% | -0.10% | -1.10% | -2.97% | 4.18% | 0.63% | -6.42% |
| 2026 | -2.91% | 3.78% | -0.31% | -2.32% | -1.23% | 0.00% | — | — | — | — | — | — | -3.09% |
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 | 953.44 |
| Min balance | 852.95 |
| Max balance | 1111.30 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.16 |
| Average monthly return (arithmetic), % | -0.09 |
| Best month, % | 10.73 |
| Worst month, % | -9.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -46.56 |
| Total PnL, % | -4.66 |
| Gross profit | 284.13 |
| Gross loss | 325.09 |
| Trading volume (USDT) | 10503.96 |
| Total transactions (buy/sell) | 20 |
| Total fees | 3.78 |
| Funding net | -1.82 |
| Funding accrued (received) | 15.32 |
| Funding paid | 17.14 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 19 |
| Win Trades | 7 |
| Los Trades | 12 |
| Win Rate, % | 36.84 |
| Expectancy per trade | -2.1559 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.02 |
| Position max, % of margin balance | 44.13 |
| Max Drawdown | 186.18 |
| Max Drawdown, % | 16.75 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8740 |
| Recovery Factor (Total PnL / Max DD) | -0.2501 |
| Sharpe ratio (monthly) | -0.0833 |
| Sortino ratio (monthly) | -0.1235 |
| CAGR, % | -1.96 |
| Calmar ratio (CAGR / Max DD%) | -0.1167 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -40.96 | Fee: 3.78 | Vol: 10503.96
Realized PnL by Symbol
Details
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