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
963.90
Total PnL
-36.10 (-3.61%)
Total Trades (Win/Los)
17 (6/11)
Win Rate
35.29%
Max Drawdown
186.18 (17.32%)
Total Fees
3.33
Position avg (max), %
28.31 (43.27)
Profit Factor
0.91
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% | -7.13% | -0.70% | 2.62% | -3.35% | 3.02% | 11.15% | -1.31% | 1.52% |
| 2025 | -4.40% | -2.75% | 0.69% | -0.27% | 3.17% | -3.46% | -0.15% | -0.11% | -1.14% | -3.08% | 4.35% | 0.66% | -6.65% |
| 2026 | 1.96% | 2.49% | -0.20% | -1.54% | -0.92% | 0.00% | — | — | — | — | — | — | 1.73% |
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 | 963.90 |
| Min balance | 872.95 |
| Max balance | 1074.95 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.12 |
| Average monthly return (arithmetic), % | -0.04 |
| Best month, % | 11.15 |
| Worst month, % | -7.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -36.10 |
| Total PnL, % | -3.61 |
| Gross profit | 266.25 |
| Gross loss | 292.09 |
| Trading volume (USDT) | 9268.92 |
| Total transactions (buy/sell) | 18 |
| Total fees | 3.33 |
| Funding net | -6.93 |
| Funding accrued (received) | 12.65 |
| Funding paid | 19.58 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 6 |
| Los Trades | 11 |
| Win Rate, % | 35.29 |
| Expectancy per trade | -1.5200 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.31 |
| Position max, % of margin balance | 43.27 |
| Max Drawdown | 186.18 |
| Max Drawdown, % | 17.32 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9115 |
| Recovery Factor (Total PnL / Max DD) | -0.1939 |
| Sharpe ratio (monthly) | -0.0394 |
| Sortino ratio (monthly) | -0.0573 |
| CAGR, % | -1.51 |
| Calmar ratio (CAGR / Max DD%) | -0.0873 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -25.84 | Fee: 3.33 | Vol: 9268.92
Realized PnL by Symbol
Details
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