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
983.27
Total PnL
-16.73 (-1.67%)
Total Trades (Win/Los)
10 (4/6)
Win Rate
40.00%
Max Drawdown
187.98 (17.10%)
Total Fees
2.05
Position avg (max), %
29.61 (42.14)
Profit Factor
0.97
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 | -1.86% | 2.05% | 5.94% | -6.21% | 4.00% | -2.94% | -7.72% | 3.20% | -3.88% | 2.95% | 10.90% | -1.28% | 3.62% |
| 2025 | 3.25% | -3.77% | 0.63% | -3.26% | -6.36% | 0.67% | 2.58% | -0.54% | -1.11% | -3.01% | 4.25% | 0.64% | -6.39% |
| 2026 | 1.91% | 2.43% | -0.20% | -1.50% | -1.20% | 0.00% | — | — | — | — | — | — | 1.39% |
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 | 983.27 |
| Min balance | 900.00 |
| Max balance | 1099.11 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.06 |
| Average monthly return (arithmetic), % | 0.02 |
| Best month, % | 10.90 |
| Worst month, % | -7.72 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -16.73 |
| Total PnL, % | -1.67 |
| Gross profit | 210.88 |
| Gross loss | 217.51 |
| Trading volume (USDT) | 5714.79 |
| Total transactions (buy/sell) | 11 |
| Total fees | 2.05 |
| Funding net | -8.05 |
| Funding accrued (received) | 13.04 |
| Funding paid | 21.09 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 4 |
| Los Trades | 6 |
| Win Rate, % | 40.00 |
| Expectancy per trade | -0.6623 |
| Max consecutive wins | 1 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.61 |
| Position max, % of margin balance | 42.14 |
| Max Drawdown | 187.98 |
| Max Drawdown, % | 17.10 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9695 |
| Recovery Factor (Total PnL / Max DD) | -0.0890 |
| Sharpe ratio (monthly) | 0.0164 |
| Sortino ratio (monthly) | 0.0242 |
| CAGR, % | -0.70 |
| Calmar ratio (CAGR / Max DD%) | -0.0407 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -6.62 | Fee: 2.05 | Vol: 5714.79
Realized PnL by Symbol
Details
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