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
814.22
Total PnL
-185.78 (-18.58%)
Total Trades (Win/Los)
34 (11/23)
Win Rate
32.35%
Max Drawdown
451.92 (40.65%)
Total Fees
20.34
Position avg (max), %
94.29 (137.07)
Profit Factor
0.89
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% | -10.05% | -6.09% | -10.85% | 39.51% | -6.12% | -5.90% |
| 2025 | -7.29% | 2.21% | 2.18% | 3.67% | 9.54% | -6.07% | 4.15% | -7.96% | -9.61% | -11.92% | 18.52% | -8.57% | -14.57% |
| 2026 | 8.88% | 12.37% | -13.83% | -5.84% | 2.10% | 0.00% | — | — | — | — | — | — | 1.35% |
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 | 814.22 |
| Min balance | 607.45 |
| Max balance | 1129.58 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.68 |
| Average monthly return (arithmetic), % | 0.35 |
| Best month, % | 39.51 |
| Worst month, % | -36.77 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -185.78 |
| Total PnL, % | -18.58 |
| Gross profit | 1194.97 |
| Gross loss | 1346.32 |
| Trading volume (USDT) | 56528.38 |
| Total transactions (buy/sell) | 35 |
| Total fees | 20.34 |
| Funding net | -14.08 |
| Funding accrued (received) | 42.46 |
| Funding paid | 56.54 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 34 |
| Win Trades | 11 |
| Los Trades | 23 |
| Win Rate, % | 32.35 |
| Expectancy per trade | -4.4515 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.29 |
| Position max, % of margin balance | 137.07 |
| Max Drawdown | 451.92 |
| Max Drawdown, % | 40.65 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8876 |
| Recovery Factor (Total PnL / Max DD) | -0.4111 |
| Sharpe ratio (monthly) | 0.0830 |
| Sortino ratio (monthly) | 0.1350 |
| CAGR, % | -8.16 |
| Calmar ratio (CAGR / Max DD%) | -0.2007 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -151.35 | Fee: 20.34 | Vol: 56528.38
Realized PnL by Symbol
Details
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