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
858.96
Total PnL
-141.04 (-14.10%)
Total Trades (Win/Los)
60 (20/40)
Win Rate
33.33%
Max Drawdown
692.12 (54.89%)
Total Fees
31.24
Position avg (max), %
92.28 (133.07)
Profit Factor
0.94
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 | -26.59% | 31.03% | -0.01% | -9.50% | -13.80% | 2.90% | 11.46% | -6.84% | 3.92% | 3.61% | 35.87% | -19.63% | -5.73% |
| 2025 | -30.95% | -2.81% | -1.40% | 8.87% | 9.44% | -12.25% | 4.79% | -2.44% | -3.62% | 0.95% | 12.33% | -9.70% | -30.20% |
| 2026 | 6.21% | 6.63% | -1.33% | 7.53% | 8.70% | 0.00% | — | — | — | — | — | — | 30.62% |
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 | 858.96 |
| Min balance | 568.84 |
| Max balance | 1260.96 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.50 |
| Average monthly return (arithmetic), % | 0.45 |
| Best month, % | 35.87 |
| Worst month, % | -30.95 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -141.04 |
| Total PnL, % | -14.10 |
| Gross profit | 1553.41 |
| Gross loss | 1655.08 |
| Trading volume (USDT) | 86808.60 |
| Total transactions (buy/sell) | 61 |
| Total fees | 31.24 |
| Funding net | -8.13 |
| Funding accrued (received) | 38.58 |
| Funding paid | 46.71 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 60 |
| Win Trades | 20 |
| Los Trades | 40 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -1.6945 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.28 |
| Position max, % of margin balance | 133.07 |
| Max Drawdown | 692.12 |
| Max Drawdown, % | 54.89 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9386 |
| Recovery Factor (Total PnL / Max DD) | -0.2038 |
| Sharpe ratio (monthly) | 0.1128 |
| Sortino ratio (monthly) | 0.1643 |
| CAGR, % | -6.10 |
| Calmar ratio (CAGR / Max DD%) | -0.1112 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -101.67 | Fee: 31.24 | Vol: 86808.60
Realized PnL by Symbol
Details
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