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
969.09
Total PnL
-30.91 (-3.09%)
Total Trades (Win/Los)
12 (5/7)
Win Rate
41.67%
Max Drawdown
232.43 (21.58%)
Total Fees
2.34
Position avg (max), %
29.06 (42.14)
Profit Factor
0.93
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% | -5.04% | -5.09% | -3.56% | -4.12% | 3.15% | 11.60% | -1.36% | -2.08% |
| 2025 | 3.44% | -3.98% | 0.67% | -3.45% | -4.08% | 0.46% | 1.78% | -1.72% | -0.34% | -2.37% | 4.43% | 0.67% | -4.82% |
| 2026 | 1.99% | 2.53% | -0.21% | 0.89% | -1.21% | 0.00% | — | — | — | — | — | — | 4.00% |
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 | 969.09 |
| Min balance | 844.48 |
| Max balance | 1076.91 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.10 |
| Average monthly return (arithmetic), % | -0.03 |
| Best month, % | 11.60 |
| Worst month, % | -6.21 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -30.91 |
| Total PnL, % | -3.09 |
| Gross profit | 253.28 |
| Gross loss | 272.50 |
| Trading volume (USDT) | 6499.89 |
| Total transactions (buy/sell) | 13 |
| Total fees | 2.34 |
| Funding net | -9.35 |
| Funding accrued (received) | 11.55 |
| Funding paid | 20.90 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 5 |
| Los Trades | 7 |
| Win Rate, % | 41.67 |
| Expectancy per trade | -1.6016 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.06 |
| Position max, % of margin balance | 42.14 |
| Max Drawdown | 232.43 |
| Max Drawdown, % | 21.58 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9295 |
| Recovery Factor (Total PnL / Max DD) | -0.1330 |
| Sharpe ratio (monthly) | -0.0313 |
| Sortino ratio (monthly) | -0.0482 |
| CAGR, % | -1.29 |
| Calmar ratio (CAGR / Max DD%) | -0.0598 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -19.22 | Fee: 2.34 | Vol: 6499.89
Realized PnL by Symbol
Details
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