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
943.03
Total PnL
-56.97 (-5.70%)
Total Trades (Win/Los)
17 (6/11)
Win Rate
35.29%
Max Drawdown
175.97 (17.00%)
Total Fees
3.24
Position avg (max), %
29.46 (44.13)
Profit Factor
0.85
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 | -9.76% | 2.94% | 6.40% | -6.67% | 4.31% | -3.16% | -7.06% | 2.74% | -3.50% | 3.16% | 11.65% | -1.36% | -2.45% |
| 2025 | -4.57% | -2.86% | 0.72% | -0.28% | 3.31% | -2.89% | 0.23% | -0.11% | -1.17% | -3.18% | 4.50% | 0.68% | -5.88% |
| 2026 | 2.02% | 2.57% | -3.32% | 2.51% | -0.94% | 0.00% | — | — | — | — | — | — | 2.72% |
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 | 943.03 |
| Min balance | 840.78 |
| Max balance | 1035.24 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.19 |
| Average monthly return (arithmetic), % | -0.10 |
| Best month, % | 11.65 |
| Worst month, % | -9.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -56.97 |
| Total PnL, % | -5.70 |
| Gross profit | 258.96 |
| Gross loss | 303.10 |
| Trading volume (USDT) | 9008.90 |
| Total transactions (buy/sell) | 18 |
| Total fees | 3.24 |
| Funding net | -9.59 |
| Funding accrued (received) | 11.43 |
| Funding paid | 21.02 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 6 |
| Los Trades | 11 |
| Win Rate, % | 35.29 |
| Expectancy per trade | -2.5965 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.46 |
| Position max, % of margin balance | 44.13 |
| Max Drawdown | 175.97 |
| Max Drawdown, % | 17.00 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8544 |
| Recovery Factor (Total PnL / Max DD) | -0.3238 |
| Sharpe ratio (monthly) | -0.0846 |
| Sortino ratio (monthly) | -0.1192 |
| CAGR, % | -2.40 |
| Calmar ratio (CAGR / Max DD%) | -0.1412 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -44.14 | Fee: 3.24 | Vol: 9008.90
Realized PnL by Symbol
Details
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