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
630.16
Total PnL
-369.84 (-36.98%)
Total Trades (Win/Los)
38 (12/26)
Win Rate
31.58%
Max Drawdown
590.11 (53.08%)
Total Fees
19.75
Position avg (max), %
93.44 (143.35)
Profit Factor
0.76
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 | -36.77% | 36.60% | 17.21% | -7.15% | -2.08% | 4.22% | -0.53% | -7.65% | -6.07% | -11.81% | 38.89% | -28.41% | -27.43% |
| 2025 | -11.77% | 6.75% | 1.90% | 4.28% | 9.65% | -6.00% | 4.57% | -7.75% | -9.30% | -11.55% | 16.94% | -13.61% | -19.36% |
| 2026 | 1.22% | 12.18% | -7.44% | -0.21% | 2.72% | 0.00% | — | — | — | — | — | — | 7.74% |
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 | 630.16 |
| Min balance | 521.67 |
| Max balance | 1111.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.53 |
| Average monthly return (arithmetic), % | -0.37 |
| Best month, % | 38.89 |
| Worst month, % | -36.77 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -369.84 |
| Total PnL, % | -36.98 |
| Gross profit | 1067.15 |
| Gross loss | 1406.64 |
| Trading volume (USDT) | 54868.73 |
| Total transactions (buy/sell) | 39 |
| Total fees | 19.75 |
| Funding net | -10.61 |
| Funding accrued (received) | 36.72 |
| Funding paid | 47.33 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 38 |
| Win Trades | 12 |
| Los Trades | 26 |
| Win Rate, % | 31.58 |
| Expectancy per trade | -8.9339 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.44 |
| Position max, % of margin balance | 143.35 |
| Max Drawdown | 590.11 |
| Max Drawdown, % | 53.08 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7587 |
| Recovery Factor (Total PnL / Max DD) | -0.6267 |
| Sharpe ratio (monthly) | -0.0834 |
| Sortino ratio (monthly) | -0.1239 |
| CAGR, % | -17.41 |
| Calmar ratio (CAGR / Max DD%) | -0.3279 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -339.49 | Fee: 19.75 | Vol: 54868.73
Realized PnL by Symbol
Details
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