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
713.02
Total PnL
-286.98 (-28.70%)
Total Trades (Win/Los)
74 (26/48)
Win Rate
35.14%
Max Drawdown
767.74 (58.93%)
Total Fees
40.18
Position avg (max), %
92.24 (132.65)
Profit Factor
0.87
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 | -20.35% | 30.29% | 2.68% | -3.20% | -11.75% | 3.51% | 4.25% | -13.13% | 3.98% | 4.25% | 30.69% | -22.37% | -6.16% |
| 2025 | -29.71% | -2.77% | 3.83% | -7.38% | 13.19% | -9.15% | 5.20% | 3.24% | -1.95% | -1.97% | 9.83% | -25.59% | -42.34% |
| 2026 | 13.28% | 7.61% | -1.23% | 7.19% | 2.15% | 0.00% | — | — | — | — | — | — | 31.84% |
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 | 713.02 |
| Min balance | 535.09 |
| Max balance | 1302.83 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.12 |
| Average monthly return (arithmetic), % | -0.18 |
| Best month, % | 30.69 |
| Worst month, % | -29.71 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -286.98 |
| Total PnL, % | -28.70 |
| Gross profit | 1657.96 |
| Gross loss | 1895.90 |
| Trading volume (USDT) | 111624.95 |
| Total transactions (buy/sell) | 75 |
| Total fees | 40.18 |
| Funding net | -8.87 |
| Funding accrued (received) | 39.00 |
| Funding paid | 47.86 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 74 |
| Win Trades | 26 |
| Los Trades | 48 |
| Win Rate, % | 35.14 |
| Expectancy per trade | -3.2153 |
| Max consecutive wins | 3 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.24 |
| Position max, % of margin balance | 132.65 |
| Max Drawdown | 767.74 |
| Max Drawdown, % | 58.93 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8745 |
| Recovery Factor (Total PnL / Max DD) | -0.3738 |
| Sharpe ratio (monthly) | -0.0459 |
| Sortino ratio (monthly) | -0.0627 |
| CAGR, % | -13.07 |
| Calmar ratio (CAGR / Max DD%) | -0.2218 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -237.93 | Fee: 40.18 | Vol: 111624.95
Realized PnL by Symbol
Details
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