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
930.52
Total PnL
-69.48 (-6.95%)
Total Trades (Win/Los)
17 (6/11)
Win Rate
35.29%
Max Drawdown
175.97 (17.06%)
Total Fees
3.24
Position avg (max), %
29.28 (44.13)
Profit Factor
0.81
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% | -7.47% | 2.75% | -3.52% | 3.17% | 11.70% | -1.37% | -2.84% |
| 2025 | -4.59% | -2.88% | 0.72% | -0.28% | 3.32% | -2.91% | 0.23% | -0.11% | -1.18% | -3.20% | 4.52% | 0.68% | -5.90% |
| 2026 | 2.03% | 2.58% | -0.21% | -1.60% | -0.95% | 0.00% | — | — | — | — | — | — | 1.79% |
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 | 930.52 |
| Min balance | 836.91 |
| Max balance | 1031.37 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.24 |
| Average monthly return (arithmetic), % | -0.15 |
| Best month, % | 11.70 |
| Worst month, % | -9.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -69.48 |
| Total PnL, % | -6.95 |
| Gross profit | 252.60 |
| Gross loss | 310.73 |
| Trading volume (USDT) | 9015.24 |
| Total transactions (buy/sell) | 18 |
| Total fees | 3.24 |
| Funding net | -8.11 |
| Funding accrued (received) | 12.02 |
| Funding paid | 20.13 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 6 |
| Los Trades | 11 |
| Win Rate, % | 35.29 |
| Expectancy per trade | -3.4192 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.28 |
| Position max, % of margin balance | 44.13 |
| Max Drawdown | 175.97 |
| Max Drawdown, % | 17.06 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8129 |
| Recovery Factor (Total PnL / Max DD) | -0.3948 |
| Sharpe ratio (monthly) | -0.1224 |
| Sortino ratio (monthly) | -0.1719 |
| CAGR, % | -2.94 |
| Calmar ratio (CAGR / Max DD%) | -0.1722 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -58.13 | Fee: 3.24 | Vol: 9015.24
Realized PnL by Symbol
Details
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