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
977.91
Total PnL
-22.09 (-2.21%)
Total Trades (Win/Los)
19 (7/12)
Win Rate
36.84%
Max Drawdown
185.82 (16.42%)
Total Fees
3.87
Position avg (max), %
28.30 (43.27)
Profit Factor
0.95
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% | -3.34% | -2.72% | 2.14% | -0.66% | 2.46% | -3.16% | 2.84% | 10.51% | -1.24% | 7.15% |
| 2025 | -4.16% | -2.60% | 0.65% | -0.25% | 2.99% | -3.27% | 0.32% | -0.52% | -1.07% | -2.90% | 4.09% | -2.85% | -9.50% |
| 2026 | 1.05% | 3.68% | -0.30% | -2.26% | -1.20% | 0.00% | — | — | — | — | — | — | 0.86% |
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 | 977.91 |
| Min balance | 872.95 |
| Max balance | 1131.30 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.07 |
| Average monthly return (arithmetic), % | -0.01 |
| Best month, % | 10.51 |
| Worst month, % | -7.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -22.09 |
| Total PnL, % | -2.21 |
| Gross profit | 287.94 |
| Gross loss | 302.11 |
| Trading volume (USDT) | 10748.54 |
| Total transactions (buy/sell) | 20 |
| Total fees | 3.87 |
| Funding net | -4.05 |
| Funding accrued (received) | 14.71 |
| Funding paid | 18.76 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 19 |
| Win Trades | 7 |
| Los Trades | 12 |
| Win Rate, % | 36.84 |
| Expectancy per trade | -0.7458 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.30 |
| Position max, % of margin balance | 43.27 |
| Max Drawdown | 185.82 |
| Max Drawdown, % | 16.42 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9531 |
| Recovery Factor (Total PnL / Max DD) | -0.1189 |
| Sharpe ratio (monthly) | -0.0131 |
| Sortino ratio (monthly) | -0.0205 |
| CAGR, % | -0.92 |
| Calmar ratio (CAGR / Max DD%) | -0.0561 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -14.17 | Fee: 3.87 | Vol: 10748.54
Realized PnL by Symbol
Details
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