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
965.45
Total PnL
-34.55 (-3.46%)
Total Trades (Win/Los)
19 (7/12)
Win Rate
36.84%
Max Drawdown
160.92 (14.61%)
Total Fees
3.91
Position avg (max), %
29.05 (42.88)
Profit Factor
0.93
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 | -6.83% | 2.85% | 6.21% | -6.48% | 4.18% | -5.37% | -0.68% | 2.54% | -3.22% | 2.93% | 10.84% | -1.28% | 4.17% |
| 2025 | -3.35% | -2.65% | 0.66% | -0.26% | 3.05% | -3.34% | 1.31% | -0.15% | -1.08% | -2.74% | 4.12% | 0.62% | -4.06% |
| 2026 | 1.86% | 2.36% | -5.95% | -0.26% | -1.22% | 0.00% | — | — | — | — | — | — | -3.38% |
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 | 965.45 |
| Min balance | 882.25 |
| Max balance | 1101.48 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.12 |
| Average monthly return (arithmetic), % | -0.04 |
| Best month, % | 10.84 |
| Worst month, % | -6.83 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -34.55 |
| Total PnL, % | -3.46 |
| Gross profit | 300.92 |
| Gross loss | 322.16 |
| Trading volume (USDT) | 10875.20 |
| Total transactions (buy/sell) | 20 |
| Total fees | 3.91 |
| Funding net | -9.41 |
| Funding accrued (received) | 12.33 |
| Funding paid | 21.74 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 19 |
| Win Trades | 7 |
| Los Trades | 12 |
| Win Rate, % | 36.84 |
| Expectancy per trade | -1.1176 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.05 |
| Position max, % of margin balance | 42.88 |
| Max Drawdown | 160.92 |
| Max Drawdown, % | 14.61 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9341 |
| Recovery Factor (Total PnL / Max DD) | -0.2147 |
| Sharpe ratio (monthly) | -0.0397 |
| Sortino ratio (monthly) | -0.0581 |
| CAGR, % | -1.45 |
| Calmar ratio (CAGR / Max DD%) | -0.0990 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -21.24 | Fee: 3.91 | Vol: 10875.20
Realized PnL by Symbol
Details
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