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
952.99
Total PnL
-47.01 (-4.70%)
Total Trades (Win/Los)
69 (8/61)
Win Rate
11.59%
Max Drawdown
227.35 (21.36%)
Total Fees
13.59
Position avg (max), %
28.69 (41.77)
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 | -9.16% | 8.85% | 6.01% | -2.93% | -5.65% | -3.46% | -6.16% | -1.03% | -0.07% | 3.15% | 11.63% | -1.36% | -2.29% |
| 2025 | 1.77% | 1.58% | 0.64% | -1.19% | 2.99% | -2.26% | 1.27% | 1.68% | -3.98% | -4.48% | 4.11% | 0.62% | 2.37% |
| 2026 | -2.78% | 3.71% | -4.58% | 0.29% | -1.23% | 0.00% | — | — | — | — | — | — | -4.71% |
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 | 952.99 |
| Min balance | 836.84 |
| Max balance | 1064.19 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.16 |
| Average monthly return (arithmetic), % | -0.07 |
| Best month, % | 11.63 |
| Worst month, % | -9.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -47.01 |
| Total PnL, % | -4.70 |
| Gross profit | 496.17 |
| Gross loss | 523.92 |
| Trading volume (USDT) | 37769.73 |
| Total transactions (buy/sell) | 70 |
| Total fees | 13.59 |
| Funding net | -5.67 |
| Funding accrued (received) | 13.81 |
| Funding paid | 19.48 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 69 |
| Win Trades | 8 |
| Los Trades | 61 |
| Win Rate, % | 11.59 |
| Expectancy per trade | -0.4022 |
| Max consecutive wins | 1 |
| Max consecutive losses | 12 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.69 |
| Position max, % of margin balance | 41.77 |
| Max Drawdown | 227.35 |
| Max Drawdown, % | 21.36 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9470 |
| Recovery Factor (Total PnL / Max DD) | -0.2068 |
| Sharpe ratio (monthly) | -0.0540 |
| Sortino ratio (monthly) | -0.0809 |
| CAGR, % | -1.97 |
| Calmar ratio (CAGR / Max DD%) | -0.0924 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -27.75 | Fee: 13.59 | Vol: 37769.73
Realized PnL by Symbol
Details
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