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
710.11
Total PnL
-289.89 (-28.99%)
Total Trades (Win/Los)
48 (15/33)
Win Rate
31.25%
Max Drawdown
785.09 (58.84%)
Total Fees
25.99
Position avg (max), %
92.46 (136.76)
Profit Factor
0.84
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 | -31.21% | 42.88% | -1.77% | -6.01% | -1.41% | 5.62% | 8.85% | -4.55% | -5.40% | -2.72% | 37.12% | -25.43% | -7.61% |
| 2025 | -31.58% | 8.13% | -2.61% | 6.97% | 9.84% | -4.38% | 4.74% | -3.03% | -8.74% | -12.43% | 10.51% | -12.06% | -36.15% |
| 2026 | 5.86% | 11.55% | -7.49% | 1.51% | 8.59% | 0.00% | — | — | — | — | — | — | 20.43% |
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 | 710.11 |
| Min balance | 549.28 |
| Max balance | 1334.37 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.13 |
| Average monthly return (arithmetic), % | 0.05 |
| Best month, % | 42.88 |
| Worst month, % | -31.58 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -289.89 |
| Total PnL, % | -28.99 |
| Gross profit | 1390.57 |
| Gross loss | 1646.90 |
| Trading volume (USDT) | 72195.42 |
| Total transactions (buy/sell) | 49 |
| Total fees | 25.99 |
| Funding net | -7.58 |
| Funding accrued (received) | 40.32 |
| Funding paid | 47.91 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 48 |
| Win Trades | 15 |
| Los Trades | 33 |
| Win Rate, % | 31.25 |
| Expectancy per trade | -5.3400 |
| Max consecutive wins | 4 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.46 |
| Position max, % of margin balance | 136.76 |
| Max Drawdown | 785.09 |
| Max Drawdown, % | 58.84 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8444 |
| Recovery Factor (Total PnL / Max DD) | -0.3692 |
| Sharpe ratio (monthly) | 0.0103 |
| Sortino ratio (monthly) | 0.0153 |
| CAGR, % | -13.22 |
| Calmar ratio (CAGR / Max DD%) | -0.2246 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -256.32 | Fee: 25.99 | Vol: 72195.42
Realized PnL by Symbol
Details
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