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
987.07
Total PnL
-12.93 (-1.29%)
Total Trades (Win/Los)
50 (18/32)
Win Rate
36.00%
Max Drawdown
961.63 (57.42%)
Total Fees
32.58
Position avg (max), %
93.45 (141.21)
Profit Factor
1.02
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 | -28.67% | 43.94% | -1.39% | -4.21% | 1.45% | 6.49% | 11.16% | -8.30% | 3.62% | 3.44% | 36.07% | -22.59% | 20.56% |
| 2025 | -32.35% | 8.03% | -2.62% | 8.09% | 10.80% | -16.40% | 4.93% | -2.59% | -7.75% | -2.86% | 11.78% | -12.55% | -36.19% |
| 2026 | 5.75% | 11.83% | -7.39% | 7.91% | 8.62% | 0.00% | — | — | — | — | — | — | 28.37% |
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 | 987.07 |
| Min balance | 693.70 |
| Max balance | 1674.81 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.04 |
| Average monthly return (arithmetic), % | 1.14 |
| Best month, % | 43.94 |
| Worst month, % | -32.35 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -12.93 |
| Total PnL, % | -1.29 |
| Gross profit | 1906.28 |
| Gross loss | 1872.43 |
| Trading volume (USDT) | 90509.30 |
| Total transactions (buy/sell) | 51 |
| Total fees | 32.58 |
| Funding net | -14.20 |
| Funding accrued (received) | 46.50 |
| Funding paid | 60.70 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 50 |
| Win Trades | 18 |
| Los Trades | 32 |
| Win Rate, % | 36.00 |
| Expectancy per trade | 0.6769 |
| Max consecutive wins | 5 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.45 |
| Position max, % of margin balance | 141.21 |
| Max Drawdown | 961.63 |
| Max Drawdown, % | 57.42 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0181 |
| Recovery Factor (Total PnL / Max DD) | -0.0134 |
| Sharpe ratio (monthly) | 0.2564 |
| Sortino ratio (monthly) | 0.3935 |
| CAGR, % | -0.54 |
| Calmar ratio (CAGR / Max DD%) | -0.0094 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 33.85 | Fee: 32.58 | Vol: 90509.30
Realized PnL by Symbol
Details
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