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
851.63
Total PnL
-148.37 (-14.84%)
Total Trades (Win/Los)
118 (41/77)
Win Rate
34.75%
Max Drawdown
1213.96 (59.05%)
Total Fees
100.24
Position avg (max), %
95.16 (127.25)
Profit Factor
0.99
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 | -1.44% | 35.17% | 4.83% | -14.96% | -9.73% | 10.00% | 9.20% | 5.21% | 8.83% | -1.99% | 35.84% | -21.27% | 54.57% |
| 2025 | -21.85% | 6.32% | 1.06% | -5.21% | -0.94% | -7.08% | 6.02% | -0.71% | -0.16% | 2.62% | 18.32% | -19.39% | -24.63% |
| 2026 | -3.81% | -19.40% | -4.92% | 11.72% | -11.18% | 0.00% | — | — | — | — | — | — | -26.85% |
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 | 851.63 |
| Min balance | 841.80 |
| Max balance | 2055.76 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.53 |
| Average monthly return (arithmetic), % | 0.37 |
| Best month, % | 35.84 |
| Worst month, % | -21.85 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -148.37 |
| Total PnL, % | -14.84 |
| Gross profit | 2968.93 |
| Gross loss | 3002.26 |
| Trading volume (USDT) | 278465.80 |
| Total transactions (buy/sell) | 119 |
| Total fees | 100.24 |
| Funding net | -14.80 |
| Funding accrued (received) | 62.71 |
| Funding paid | 77.50 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 118 |
| Win Trades | 41 |
| Los Trades | 77 |
| Win Rate, % | 34.75 |
| Expectancy per trade | -0.2825 |
| Max consecutive wins | 4 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 95.16 |
| Position max, % of margin balance | 127.25 |
| Max Drawdown | 1213.96 |
| Max Drawdown, % | 59.05 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9889 |
| Recovery Factor (Total PnL / Max DD) | -0.1222 |
| Sharpe ratio (monthly) | 0.0937 |
| Sortino ratio (monthly) | 0.1483 |
| CAGR, % | -6.43 |
| Calmar ratio (CAGR / Max DD%) | -0.1090 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -33.33 | Fee: 100.24 | Vol: 278465.80
Realized PnL by Symbol
Details
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