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
690.04
Total PnL
-309.96 (-31.00%)
Total Trades (Win/Los)
34 (11/23)
Win Rate
32.35%
Max Drawdown
528.75 (47.59%)
Total Fees
18.99
Position avg (max), %
95.30 (137.07)
Profit Factor
0.80
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% | 4.13% | -0.54% | -10.06% | -6.10% | -14.00% | 41.00% | -6.14% | -8.38% |
| 2025 | -6.50% | -5.00% | 2.39% | -1.18% | 9.73% | -6.11% | 4.26% | -7.98% | -12.92% | -12.14% | 18.92% | -8.72% | -26.24% |
| 2026 | 9.41% | 13.01% | -13.80% | -5.98% | 1.95% | 0.00% | — | — | — | — | — | — | 2.17% |
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 | 690.04 |
| Min balance | 582.21 |
| Max balance | 1110.96 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.23 |
| Average monthly return (arithmetic), % | -0.15 |
| Best month, % | 41.00 |
| Worst month, % | -36.77 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -309.96 |
| Total PnL, % | -31.00 |
| Gross profit | 1069.13 |
| Gross loss | 1342.03 |
| Trading volume (USDT) | 52755.71 |
| Total transactions (buy/sell) | 35 |
| Total fees | 18.99 |
| Funding net | -18.07 |
| Funding accrued (received) | 37.34 |
| Funding paid | 55.41 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 34 |
| Win Trades | 11 |
| Los Trades | 23 |
| Win Rate, % | 32.35 |
| Expectancy per trade | -8.0265 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 95.30 |
| Position max, % of margin balance | 137.07 |
| Max Drawdown | 528.75 |
| Max Drawdown, % | 47.59 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7967 |
| Recovery Factor (Total PnL / Max DD) | -0.5862 |
| Sharpe ratio (monthly) | -0.0356 |
| Sortino ratio (monthly) | -0.0572 |
| CAGR, % | -14.24 |
| Calmar ratio (CAGR / Max DD%) | -0.2992 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -272.90 | Fee: 18.99 | Vol: 52755.71
Realized PnL by Symbol
Details
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