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
869.07
Total PnL
-130.93 (-13.09%)
Total Trades (Win/Los)
30 (11/19)
Win Rate
36.67%
Max Drawdown
565.40 (45.02%)
Total Fees
18.26
Position avg (max), %
94.45 (137.07)
Profit Factor
0.93
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% | -8.63% | -2.12% | 3.29% | -0.61% | -14.92% | -8.19% | 11.21% | 38.35% | -5.91% | 5.10% |
| 2025 | -6.58% | -4.85% | 2.31% | -1.08% | 9.53% | -7.15% | 4.20% | -0.82% | -15.27% | -12.39% | 18.63% | 2.47% | -14.69% |
| 2026 | 3.75% | 12.93% | -13.58% | -6.06% | 1.97% | 0.00% | — | — | — | — | — | — | -3.01% |
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 | 869.07 |
| Min balance | 607.45 |
| Max balance | 1255.86 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.46 |
| Average monthly return (arithmetic), % | 0.58 |
| Best month, % | 38.35 |
| Worst month, % | -36.77 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -130.93 |
| Total PnL, % | -13.09 |
| Gross profit | 1212.52 |
| Gross loss | 1306.93 |
| Trading volume (USDT) | 50731.41 |
| Total transactions (buy/sell) | 31 |
| Total fees | 18.26 |
| Funding net | -18.25 |
| Funding accrued (received) | 41.91 |
| Funding paid | 60.16 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 11 |
| Los Trades | 19 |
| Win Rate, % | 36.67 |
| Expectancy per trade | -3.1473 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.45 |
| Position max, % of margin balance | 137.07 |
| Max Drawdown | 565.40 |
| Max Drawdown, % | 45.02 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9278 |
| Recovery Factor (Total PnL / Max DD) | -0.2316 |
| Sharpe ratio (monthly) | 0.1387 |
| Sortino ratio (monthly) | 0.2221 |
| CAGR, % | -5.65 |
| Calmar ratio (CAGR / Max DD%) | -0.1254 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -94.42 | Fee: 18.26 | Vol: 50731.41
Realized PnL by Symbol
Details
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