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
925.59
Total PnL
-74.41 (-7.44%)
Total Trades (Win/Los)
23 (8/15)
Win Rate
34.78%
Max Drawdown
207.95 (20.10%)
Total Fees
4.37
Position avg (max), %
29.53 (42.84)
Profit Factor
0.83
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 | -6.74% | 2.85% | 6.20% | -6.27% | -6.47% | -4.31% | -0.75% | 2.79% | -3.05% | 3.21% | 11.83% | -1.38% | -3.80% |
| 2025 | -2.60% | -2.85% | 0.71% | -3.71% | 3.40% | -2.97% | 0.96% | 0.55% | -1.19% | -2.23% | 4.52% | 0.68% | -4.99% |
| 2026 | -1.56% | 4.01% | -0.33% | 0.53% | -1.27% | 0.00% | — | — | — | — | — | — | 1.29% |
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 | 925.59 |
| Min balance | 826.59 |
| Max balance | 1034.54 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.26 |
| Average monthly return (arithmetic), % | -0.18 |
| Best month, % | 11.83 |
| Worst month, % | -6.74 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -74.41 |
| Total PnL, % | -7.44 |
| Gross profit | 308.19 |
| Gross loss | 372.75 |
| Trading volume (USDT) | 12147.46 |
| Total transactions (buy/sell) | 24 |
| Total fees | 4.37 |
| Funding net | -5.48 |
| Funding accrued (received) | 13.36 |
| Funding paid | 18.83 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 8 |
| Los Trades | 15 |
| Win Rate, % | 34.78 |
| Expectancy per trade | -2.8072 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.53 |
| Position max, % of margin balance | 42.84 |
| Max Drawdown | 207.95 |
| Max Drawdown, % | 20.10 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8268 |
| Recovery Factor (Total PnL / Max DD) | -0.3578 |
| Sharpe ratio (monthly) | -0.1605 |
| Sortino ratio (monthly) | -0.2402 |
| CAGR, % | -3.15 |
| Calmar ratio (CAGR / Max DD%) | -0.1568 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -64.57 | Fee: 4.37 | Vol: 12147.46
Realized PnL by Symbol
Details
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