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
985.58
Total PnL
-14.42 (-1.44%)
Total Trades (Win/Los)
19 (8/11)
Win Rate
42.11%
Max Drawdown
185.21 (16.82%)
Total Fees
3.77
Position avg (max), %
28.09 (43.27)
Profit Factor
0.97
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 | -7.76% | 2.88% | 6.27% | -6.33% | -2.81% | 2.21% | -0.68% | 2.54% | -3.26% | 2.93% | 10.85% | -1.28% | 4.14% |
| 2025 | -4.28% | -2.68% | 0.67% | -0.26% | 3.08% | -3.37% | -0.04% | -0.10% | -1.11% | -2.99% | 4.22% | 0.64% | -6.39% |
| 2026 | -1.55% | 3.76% | -0.31% | 0.50% | -1.19% | 0.00% | — | — | — | — | — | — | 1.13% |
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 | 985.58 |
| Min balance | 872.95 |
| Max balance | 1101.12 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.05 |
| Average monthly return (arithmetic), % | 0.02 |
| Best month, % | 10.85 |
| Worst month, % | -7.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -14.42 |
| Total PnL, % | -1.44 |
| Gross profit | 291.89 |
| Gross loss | 299.92 |
| Trading volume (USDT) | 10477.04 |
| Total transactions (buy/sell) | 20 |
| Total fees | 3.77 |
| Funding net | -2.61 |
| Funding accrued (received) | 14.92 |
| Funding paid | 17.54 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 19 |
| Win Trades | 8 |
| Los Trades | 11 |
| Win Rate, % | 42.11 |
| Expectancy per trade | -0.4230 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.09 |
| Position max, % of margin balance | 43.27 |
| Max Drawdown | 185.21 |
| Max Drawdown, % | 16.82 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9732 |
| Recovery Factor (Total PnL / Max DD) | -0.0779 |
| Sharpe ratio (monthly) | 0.0173 |
| Sortino ratio (monthly) | 0.0263 |
| CAGR, % | -0.60 |
| Calmar ratio (CAGR / Max DD%) | -0.0357 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -8.04 | Fee: 3.77 | Vol: 10477.04
Realized PnL by Symbol
Details
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