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
941.02
Total PnL
-58.98 (-5.90%)
Total Trades (Win/Los)
25 (8/17)
Win Rate
32.00%
Max Drawdown
189.99 (18.32%)
Total Fees
4.77
Position avg (max), %
28.92 (42.74)
Profit Factor
0.87
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% | -4.94% | -5.98% | -4.13% | -0.73% | 2.73% | -1.90% | 3.10% | 11.44% | -1.34% | -0.80% |
| 2025 | -2.46% | -2.76% | 0.69% | -3.32% | 3.28% | -2.50% | 0.93% | 0.92% | -1.14% | -4.89% | 4.44% | 0.67% | -6.37% |
| 2026 | -1.47% | 3.94% | -0.32% | 0.52% | -1.25% | 0.00% | — | — | — | — | — | — | 1.34% |
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 | 941.02 |
| Min balance | 846.91 |
| Max balance | 1051.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.20 |
| Average monthly return (arithmetic), % | -0.13 |
| Best month, % | 11.44 |
| Worst month, % | -6.50 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -58.98 |
| Total PnL, % | -5.90 |
| Gross profit | 332.96 |
| Gross loss | 381.35 |
| Trading volume (USDT) | 13254.85 |
| Total transactions (buy/sell) | 26 |
| Total fees | 4.77 |
| Funding net | -5.82 |
| Funding accrued (received) | 13.24 |
| Funding paid | 19.06 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 8 |
| Los Trades | 17 |
| Win Rate, % | 32.00 |
| Expectancy per trade | -1.9356 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.92 |
| Position max, % of margin balance | 42.74 |
| Max Drawdown | 189.99 |
| Max Drawdown, % | 18.32 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8731 |
| Recovery Factor (Total PnL / Max DD) | -0.3105 |
| Sharpe ratio (monthly) | -0.1206 |
| Sortino ratio (monthly) | -0.1832 |
| CAGR, % | -2.49 |
| Calmar ratio (CAGR / Max DD%) | -0.1357 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -48.39 | Fee: 4.77 | Vol: 13254.85
Realized PnL by Symbol
Details
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