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
970.23
Total PnL
-29.77 (-2.98%)
Total Trades (Win/Los)
23 (8/15)
Win Rate
34.78%
Max Drawdown
179.83 (17.34%)
Total Fees
4.50
Position avg (max), %
29.35 (42.74)
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 | -6.50% | 2.84% | 6.18% | -2.69% | -6.22% | -4.28% | -0.90% | 3.35% | -3.50% | 3.08% | 11.36% | -1.33% | -0.16% |
| 2025 | -2.45% | -2.74% | 0.68% | -3.30% | 3.26% | -2.48% | 0.92% | 0.52% | -1.14% | -2.06% | 4.30% | 0.65% | -4.08% |
| 2026 | -1.44% | 3.82% | -2.92% | 3.26% | -1.21% | 0.00% | — | — | — | — | — | — | 1.33% |
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 | 970.23 |
| Min balance | 857.07 |
| Max balance | 1058.16 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.10 |
| Average monthly return (arithmetic), % | -0.03 |
| Best month, % | 11.36 |
| Worst month, % | -6.50 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -29.77 |
| Total PnL, % | -2.98 |
| Gross profit | 341.28 |
| Gross loss | 361.07 |
| Trading volume (USDT) | 12513.06 |
| Total transactions (buy/sell) | 24 |
| Total fees | 4.50 |
| Funding net | -5.48 |
| Funding accrued (received) | 13.84 |
| Funding paid | 19.32 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 8 |
| Los Trades | 15 |
| Win Rate, % | 34.78 |
| Expectancy per trade | -0.8604 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.35 |
| Position max, % of margin balance | 42.74 |
| Max Drawdown | 179.83 |
| Max Drawdown, % | 17.34 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9452 |
| Recovery Factor (Total PnL / Max DD) | -0.1655 |
| Sharpe ratio (monthly) | -0.0285 |
| Sortino ratio (monthly) | -0.0450 |
| CAGR, % | -1.24 |
| Calmar ratio (CAGR / Max DD%) | -0.0717 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -19.79 | Fee: 4.50 | Vol: 12513.06
Realized PnL by Symbol
Details
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