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
546.42
Total PnL
-453.58 (-45.36%)
Total Trades (Win/Los)
42 (12/30)
Win Rate
28.57%
Max Drawdown
732.96 (63.12%)
Total Fees
19.33
Position avg (max), %
94.47 (143.46)
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 | -33.47% | 44.34% | -6.46% | -6.04% | -4.81% | 3.96% | -0.51% | -7.52% | -6.10% | -11.19% | 40.27% | -28.28% | -35.54% |
| 2025 | -11.76% | 6.96% | -7.34% | 0.10% | 10.65% | -4.62% | 3.13% | -5.51% | -8.51% | -10.14% | 16.46% | -13.29% | -25.26% |
| 2026 | 1.13% | 12.34% | -7.35% | 0.42% | 7.34% | 0.00% | — | — | — | — | — | — | 13.47% |
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 | 546.42 |
| Min balance | 428.34 |
| Max balance | 1161.30 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.99 |
| Average monthly return (arithmetic), % | -0.86 |
| Best month, % | 44.34 |
| Worst month, % | -33.47 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -453.58 |
| Total PnL, % | -45.36 |
| Gross profit | 992.41 |
| Gross loss | 1420.35 |
| Trading volume (USDT) | 53701.02 |
| Total transactions (buy/sell) | 43 |
| Total fees | 19.33 |
| Funding net | -6.31 |
| Funding accrued (received) | 33.96 |
| Funding paid | 40.27 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 42 |
| Win Trades | 12 |
| Los Trades | 30 |
| Win Rate, % | 28.57 |
| Expectancy per trade | -10.1891 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.47 |
| Position max, % of margin balance | 143.46 |
| Max Drawdown | 732.96 |
| Max Drawdown, % | 63.12 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6987 |
| Recovery Factor (Total PnL / Max DD) | -0.6188 |
| Sharpe ratio (monthly) | -0.1934 |
| Sortino ratio (monthly) | -0.3035 |
| CAGR, % | -22.14 |
| Calmar ratio (CAGR / Max DD%) | -0.3508 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -427.94 | Fee: 19.33 | Vol: 53701.02
Realized PnL by Symbol
Details
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