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
508.72
Total PnL
-491.28 (-49.13%)
Total Trades (Win/Los)
48 (13/35)
Win Rate
27.08%
Max Drawdown
767.15 (65.31%)
Total Fees
21.65
Position avg (max), %
91.19 (130.33)
Profit Factor
0.70
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 | -32.14% | 43.47% | -1.79% | -6.07% | -5.06% | 5.95% | 3.88% | -4.69% | -5.98% | -10.64% | 37.77% | -27.82% | -25.26% |
| 2025 | -26.89% | -3.16% | -3.75% | 3.51% | 9.50% | -4.05% | 4.66% | -2.02% | -8.70% | -14.93% | 11.56% | -11.50% | -41.71% |
| 2026 | 5.06% | 10.51% | -6.74% | -0.40% | 8.34% | 0.00% | — | — | — | — | — | — | 16.84% |
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 | 508.72 |
| Min balance | 407.49 |
| Max balance | 1174.64 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.23 |
| Average monthly return (arithmetic), % | -1.07 |
| Best month, % | 43.47 |
| Worst month, % | -32.14 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -491.28 |
| Total PnL, % | -49.13 |
| Gross profit | 1073.37 |
| Gross loss | 1534.83 |
| Trading volume (USDT) | 60153.14 |
| Total transactions (buy/sell) | 49 |
| Total fees | 21.65 |
| Funding net | -8.17 |
| Funding accrued (received) | 32.56 |
| Funding paid | 40.73 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 48 |
| Win Trades | 13 |
| Los Trades | 35 |
| Win Rate, % | 27.08 |
| Expectancy per trade | -9.6137 |
| Max consecutive wins | 4 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.19 |
| Position max, % of margin balance | 130.33 |
| Max Drawdown | 767.15 |
| Max Drawdown, % | 65.31 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6993 |
| Recovery Factor (Total PnL / Max DD) | -0.6404 |
| Sharpe ratio (monthly) | -0.2412 |
| Sortino ratio (monthly) | -0.3540 |
| CAGR, % | -24.41 |
| Calmar ratio (CAGR / Max DD%) | -0.3738 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -461.46 | Fee: 21.65 | Vol: 60153.14
Realized PnL by Symbol
Details
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