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
517.93
Total PnL
-482.07 (-48.21%)
Total Trades (Win/Los)
44 (12/32)
Win Rate
27.27%
Max Drawdown
756.89 (65.18%)
Total Fees
20.50
Position avg (max), %
93.61 (137.40)
Profit Factor
0.69
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 | -33.47% | 44.34% | -1.81% | -6.15% | -5.13% | 4.27% | -0.54% | -7.82% | -6.11% | -11.61% | 38.74% | -27.51% | -33.01% |
| 2025 | -11.32% | 8.96% | -6.49% | 0.70% | 9.86% | -4.31% | 4.78% | -4.44% | -8.63% | -21.30% | 11.06% | -11.16% | -32.05% |
| 2026 | 2.63% | 12.87% | -7.63% | -0.39% | 6.81% | 0.00% | — | — | — | — | — | — | 13.85% |
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 | 517.93 |
| Min balance | 404.41 |
| Max balance | 1161.30 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.17 |
| Average monthly return (arithmetic), % | -1.03 |
| Best month, % | 44.34 |
| Worst month, % | -33.47 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -482.07 |
| Total PnL, % | -48.21 |
| Gross profit | 1032.01 |
| Gross loss | 1486.22 |
| Trading volume (USDT) | 56941.07 |
| Total transactions (buy/sell) | 45 |
| Total fees | 20.50 |
| Funding net | -7.37 |
| Funding accrued (received) | 34.21 |
| Funding paid | 41.58 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 44 |
| Win Trades | 12 |
| Los Trades | 32 |
| Win Rate, % | 27.27 |
| Expectancy per trade | -10.3228 |
| Max consecutive wins | 2 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.61 |
| Position max, % of margin balance | 137.40 |
| Max Drawdown | 756.89 |
| Max Drawdown, % | 65.18 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6944 |
| Recovery Factor (Total PnL / Max DD) | -0.6369 |
| Sharpe ratio (monthly) | -0.2312 |
| Sortino ratio (monthly) | -0.3499 |
| CAGR, % | -23.85 |
| Calmar ratio (CAGR / Max DD%) | -0.3659 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -454.20 | Fee: 20.50 | Vol: 56941.07
Realized PnL by Symbol
Details
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