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
964.95
Total PnL
-35.05 (-3.50%)
Total Trades (Win/Los)
96 (8/88)
Win Rate
8.33%
Max Drawdown
253.82 (23.44%)
Total Fees
19.46
Position avg (max), %
29.10 (42.08)
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 | -10.30% | 12.33% | 5.90% | -4.02% | -5.62% | -3.72% | -6.14% | -2.34% | -0.07% | 3.18% | 11.73% | -1.37% | -3.06% |
| 2025 | 0.94% | 1.40% | 0.65% | -1.06% | 3.04% | -1.45% | 1.28% | 1.69% | -4.10% | -3.48% | 4.10% | -2.94% | -0.30% |
| 2026 | 0.74% | 3.71% | -4.09% | 0.88% | -1.22% | 0.00% | — | — | — | — | — | — | -0.14% |
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 | 964.95 |
| Min balance | 829.19 |
| Max balance | 1083.01 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.12 |
| Average monthly return (arithmetic), % | -0.01 |
| Best month, % | 12.33 |
| Worst month, % | -10.30 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -35.05 |
| Total PnL, % | -3.50 |
| Gross profit | 496.73 |
| Gross loss | 506.66 |
| Trading volume (USDT) | 54074.75 |
| Total transactions (buy/sell) | 98 |
| Total fees | 19.46 |
| Funding net | -5.66 |
| Funding accrued (received) | 13.98 |
| Funding paid | 19.64 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 96 |
| Win Trades | 8 |
| Los Trades | 88 |
| Win Rate, % | 8.33 |
| Expectancy per trade | -0.1035 |
| Max consecutive wins | 1 |
| Max consecutive losses | 41 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.10 |
| Position max, % of margin balance | 42.08 |
| Max Drawdown | 253.82 |
| Max Drawdown, % | 23.44 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9804 |
| Recovery Factor (Total PnL / Max DD) | -0.1381 |
| Sharpe ratio (monthly) | -0.0080 |
| Sortino ratio (monthly) | -0.0125 |
| CAGR, % | -1.47 |
| Calmar ratio (CAGR / Max DD%) | -0.0626 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -9.93 | Fee: 19.46 | Vol: 54074.75
Realized PnL by Symbol
Details
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