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
974.22
Total PnL
-25.78 (-2.58%)
Total Trades (Win/Los)
17 (6/11)
Win Rate
35.29%
Max Drawdown
186.18 (17.11%)
Total Fees
3.39
Position avg (max), %
28.42 (43.27)
Profit Factor
0.95
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% | -6.54% | 4.22% | -5.78% | -0.69% | 2.58% | -3.30% | 2.98% | 10.99% | -1.29% | 2.85% |
| 2025 | -4.34% | -2.71% | 0.68% | -0.27% | 3.13% | -3.41% | -0.15% | -0.10% | -1.12% | -3.04% | 4.29% | 0.65% | -6.57% |
| 2026 | 1.93% | 2.46% | -0.20% | -1.52% | -1.21% | 0.00% | — | — | — | — | — | — | 1.40% |
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 | 974.22 |
| Min balance | 872.95 |
| Max balance | 1088.25 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.09 |
| Average monthly return (arithmetic), % | -0.01 |
| Best month, % | 10.99 |
| Worst month, % | -7.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -25.78 |
| Total PnL, % | -2.58 |
| Gross profit | 274.23 |
| Gross loss | 289.22 |
| Trading volume (USDT) | 9431.93 |
| Total transactions (buy/sell) | 18 |
| Total fees | 3.39 |
| Funding net | -7.40 |
| Funding accrued (received) | 12.65 |
| Funding paid | 20.05 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 6 |
| Los Trades | 11 |
| Win Rate, % | 35.29 |
| Expectancy per trade | -0.8819 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.42 |
| Position max, % of margin balance | 43.27 |
| Max Drawdown | 186.18 |
| Max Drawdown, % | 17.11 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9482 |
| Recovery Factor (Total PnL / Max DD) | -0.1385 |
| Sharpe ratio (monthly) | -0.0119 |
| Sortino ratio (monthly) | -0.0177 |
| CAGR, % | -1.08 |
| Calmar ratio (CAGR / Max DD%) | -0.0629 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -14.99 | Fee: 3.39 | Vol: 9431.93
Realized PnL by Symbol
Details
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