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
882.88
Total PnL
-117.12 (-11.71%)
Total Trades (Win/Los)
96 (33/63)
Win Rate
34.38%
Max Drawdown
1134.14 (61.04%)
Total Fees
67.28
Position avg (max), %
95.35 (131.47)
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 | -5.62% | 30.39% | 4.79% | -15.41% | -10.47% | 9.03% | 7.84% | -0.10% | 8.40% | 5.01% | 35.92% | -24.39% | 34.20% |
| 2025 | -26.14% | -2.07% | -2.06% | -8.04% | 10.11% | -6.33% | 0.25% | -2.31% | -2.60% | 1.50% | 15.98% | -22.88% | -41.81% |
| 2026 | 5.56% | -3.47% | -1.35% | 9.73% | 2.54% | 0.00% | — | — | — | — | — | — | 13.12% |
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 | 882.88 |
| Min balance | 723.95 |
| Max balance | 1858.09 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.41 |
| Average monthly return (arithmetic), % | 0.46 |
| Best month, % | 35.92 |
| Worst month, % | -26.14 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -117.12 |
| Total PnL, % | -11.71 |
| Gross profit | 2446.21 |
| Gross loss | 2479.91 |
| Trading volume (USDT) | 186916.85 |
| Total transactions (buy/sell) | 97 |
| Total fees | 67.28 |
| Funding net | -16.14 |
| Funding accrued (received) | 50.27 |
| Funding paid | 66.40 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 96 |
| Win Trades | 33 |
| Los Trades | 63 |
| Win Rate, % | 34.38 |
| Expectancy per trade | -0.3510 |
| Max consecutive wins | 4 |
| Max consecutive losses | 12 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 95.35 |
| Position max, % of margin balance | 131.47 |
| Max Drawdown | 1134.14 |
| Max Drawdown, % | 61.04 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9864 |
| Recovery Factor (Total PnL / Max DD) | -0.1033 |
| Sharpe ratio (monthly) | 0.1204 |
| Sortino ratio (monthly) | 0.1817 |
| CAGR, % | -5.03 |
| Calmar ratio (CAGR / Max DD%) | -0.0824 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -33.70 | Fee: 67.28 | Vol: 186916.85
Realized PnL by Symbol
Details
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