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
876.23
Total PnL
-123.77 (-12.38%)
Total Trades (Win/Los)
130 (8/122)
Win Rate
6.15%
Max Drawdown
258.99 (24.34%)
Total Fees
25.59
Position avg (max), %
28.69 (43.33)
Profit Factor
0.81
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% | -5.94% | -5.84% | -3.57% | -6.38% | -1.06% | -0.75% | 3.30% | 12.14% | -1.41% | -6.01% |
| 2025 | 0.97% | 0.27% | 0.68% | -3.53% | -2.33% | -1.02% | 0.96% | -1.76% | -0.21% | -5.72% | 4.71% | 0.71% | -6.46% |
| 2026 | -3.16% | 4.24% | -0.34% | 0.10% | -1.01% | 0.00% | — | — | — | — | — | — | -0.32% |
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 | 876.23 |
| Min balance | 805.20 |
| Max balance | 1064.19 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.44 |
| Average monthly return (arithmetic), % | -0.34 |
| Best month, % | 12.14 |
| Worst month, % | -9.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -123.77 |
| Total PnL, % | -12.38 |
| Gross profit | 389.94 |
| Gross loss | 483.65 |
| Trading volume (USDT) | 71097.49 |
| Total transactions (buy/sell) | 132 |
| Total fees | 25.59 |
| Funding net | -4.47 |
| Funding accrued (received) | 13.28 |
| Funding paid | 17.75 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 130 |
| Win Trades | 8 |
| Los Trades | 122 |
| Win Rate, % | 6.15 |
| Expectancy per trade | -0.7209 |
| Max consecutive wins | 2 |
| Max consecutive losses | 46 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.69 |
| Position max, % of margin balance | 43.33 |
| Max Drawdown | 258.99 |
| Max Drawdown, % | 24.34 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8062 |
| Recovery Factor (Total PnL / Max DD) | -0.4779 |
| Sharpe ratio (monthly) | -0.2675 |
| Sortino ratio (monthly) | -0.3904 |
| CAGR, % | -5.32 |
| Calmar ratio (CAGR / Max DD%) | -0.2188 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -93.71 | Fee: 25.59 | Vol: 71097.49
Realized PnL by Symbol
Details
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