hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-btc-1d-notp-100 | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
980.19
Total PnL
-19.81 (-1.98%)
Total Trades (Win/Los)
19 (7/12)
Win Rate
36.84%
Max Drawdown
635.31 (44.59%)
Total Fees
12.42
Position avg (max), %
88.92 (154.52)
Profit Factor
1.00
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 | -23.80% | 8.16% | 19.24% | -8.09% | -6.60% | 5.41% | -1.62% | 6.09% | -8.35% | 10.36% | 35.73% | -3.43% | 23.05% |
| 2025 | -11.16% | -8.51% | 2.59% | -2.01% | 9.96% | -9.60% | 0.96% | -0.81% | -4.28% | -11.98% | 18.62% | 2.47% | -16.70% |
| 2026 | -4.72% | 13.55% | -1.01% | -7.67% | -3.23% | 0.00% | — | — | — | — | — | — | -4.31% |
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 | 980.19 |
| Min balance | 621.51 |
| Max balance | 1424.70 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.06 |
| Average monthly return (arithmetic), % | 0.54 |
| Best month, % | 35.73 |
| Worst month, % | -23.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -19.81 |
| Total PnL, % | -1.98 |
| Gross profit | 941.16 |
| Gross loss | 942.89 |
| Trading volume (USDT) | 34515.51 |
| Total transactions (buy/sell) | 20 |
| Total fees | 12.42 |
| Funding net | -5.67 |
| Funding accrued (received) | 49.10 |
| Funding paid | 54.77 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 19 |
| Win Trades | 7 |
| Los Trades | 12 |
| Win Rate, % | 36.84 |
| Expectancy per trade | -0.0907 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.92 |
| Position max, % of margin balance | 154.52 |
| Max Drawdown | 635.31 |
| Max Drawdown, % | 44.59 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9982 |
| Recovery Factor (Total PnL / Max DD) | -0.0312 |
| Sharpe ratio (monthly) | 0.1663 |
| Sortino ratio (monthly) | 0.2845 |
| CAGR, % | -0.83 |
| Calmar ratio (CAGR / Max DD%) | -0.0185 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -1.72 | Fee: 12.42 | Vol: 34515.51
Realized PnL by Symbol
Details
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