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
942.44
Total PnL
-57.56 (-5.76%)
Total Trades (Win/Los)
102 (7/95)
Win Rate
6.86%
Max Drawdown
223.01 (20.69%)
Total Fees
20.19
Position avg (max), %
28.60 (41.27)
Profit Factor
0.92
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% | 10.36% | 5.93% | -3.17% | -2.99% | -3.33% | -4.54% | -4.27% | -0.97% | 3.11% | 11.47% | -1.34% | -1.04% |
| 2025 | 0.09% | -0.30% | 0.66% | -3.40% | -2.06% | -1.65% | 1.07% | -1.70% | -0.20% | -5.52% | 4.53% | 0.68% | -7.85% |
| 2026 | 0.07% | 3.95% | -0.32% | 0.94% | -1.25% | 0.00% | — | — | — | — | — | — | 3.37% |
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 | 942.44 |
| Min balance | 854.93 |
| Max balance | 1077.94 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.20 |
| Average monthly return (arithmetic), % | -0.11 |
| Best month, % | 11.47 |
| Worst month, % | -9.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -57.56 |
| Total PnL, % | -5.76 |
| Gross profit | 376.08 |
| Gross loss | 407.07 |
| Trading volume (USDT) | 56093.53 |
| Total transactions (buy/sell) | 104 |
| Total fees | 20.19 |
| Funding net | -6.38 |
| Funding accrued (received) | 13.02 |
| Funding paid | 19.40 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 102 |
| Win Trades | 7 |
| Los Trades | 95 |
| Win Rate, % | 6.86 |
| Expectancy per trade | -0.3038 |
| Max consecutive wins | 2 |
| Max consecutive losses | 56 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.60 |
| Position max, % of margin balance | 41.27 |
| Max Drawdown | 223.01 |
| Max Drawdown, % | 20.69 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9239 |
| Recovery Factor (Total PnL / Max DD) | -0.2581 |
| Sharpe ratio (monthly) | -0.0903 |
| Sortino ratio (monthly) | -0.1440 |
| CAGR, % | -2.42 |
| Calmar ratio (CAGR / Max DD%) | -0.1172 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -30.99 | Fee: 20.19 | Vol: 56093.53
Realized PnL by Symbol
Details
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