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
936.81
Total PnL
-63.19 (-6.32%)
Total Trades (Win/Los)
19 (7/12)
Win Rate
36.84%
Max Drawdown
186.18 (17.01%)
Total Fees
3.77
Position avg (max), %
28.74 (44.13)
Profit Factor
0.83
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% | -5.11% | -2.83% | 2.23% | -0.69% | 2.56% | -3.28% | 2.96% | 10.92% | -1.28% | 3.47% |
| 2025 | -4.31% | -2.69% | 0.67% | -0.26% | 3.11% | -3.39% | -0.15% | -0.10% | -1.11% | -3.02% | 4.26% | -2.96% | -9.87% |
| 2026 | 0.67% | 3.84% | -0.31% | -2.36% | -1.26% | 0.00% | — | — | — | — | — | — | 0.47% |
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 | 936.81 |
| Min balance | 852.95 |
| Max balance | 1094.48 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.22 |
| Average monthly return (arithmetic), % | -0.14 |
| Best month, % | 10.92 |
| Worst month, % | -9.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -63.19 |
| Total PnL, % | -6.32 |
| Gross profit | 274.76 |
| Gross loss | 330.74 |
| Trading volume (USDT) | 10485.33 |
| Total transactions (buy/sell) | 20 |
| Total fees | 3.77 |
| Funding net | -3.44 |
| Funding accrued (received) | 14.67 |
| Funding paid | 18.11 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 19 |
| Win Trades | 7 |
| Los Trades | 12 |
| Win Rate, % | 36.84 |
| Expectancy per trade | -2.9462 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.74 |
| Position max, % of margin balance | 44.13 |
| Max Drawdown | 186.18 |
| Max Drawdown, % | 17.01 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8307 |
| Recovery Factor (Total PnL / Max DD) | -0.3394 |
| Sharpe ratio (monthly) | -0.1306 |
| Sortino ratio (monthly) | -0.1904 |
| CAGR, % | -2.67 |
| Calmar ratio (CAGR / Max DD%) | -0.1568 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -55.98 | Fee: 3.77 | Vol: 10485.33
Realized PnL by Symbol
Details
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