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
758.60
Total PnL
-241.40 (-24.14%)
Total Trades (Win/Los)
30 (11/19)
Win Rate
36.67%
Max Drawdown
503.19 (44.89%)
Total Fees
16.74
Position avg (max), %
94.82 (137.63)
Profit Factor
0.84
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 | -37.02% | 36.74% | 17.26% | -10.51% | -2.16% | 2.95% | -2.27% | -19.29% | -11.53% | 11.74% | 39.99% | -6.03% | -6.64% |
| 2025 | -6.38% | -4.90% | 2.34% | -1.16% | 9.53% | -7.08% | 4.22% | -0.87% | -15.39% | -12.03% | 17.90% | 2.39% | -14.91% |
| 2026 | 2.94% | 11.76% | -13.53% | -5.86% | 2.02% | 0.00% | — | — | — | — | — | — | -4.45% |
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 | 758.60 |
| Min balance | 586.15 |
| Max balance | 1120.90 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.91 |
| Average monthly return (arithmetic), % | 0.19 |
| Best month, % | 39.99 |
| Worst month, % | -37.02 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -241.40 |
| Total PnL, % | -24.14 |
| Gross profit | 1086.84 |
| Gross loss | 1292.83 |
| Trading volume (USDT) | 46510.24 |
| Total transactions (buy/sell) | 31 |
| Total fees | 16.74 |
| Funding net | -18.67 |
| Funding accrued (received) | 37.25 |
| Funding paid | 55.92 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 11 |
| Los Trades | 19 |
| Win Rate, % | 36.67 |
| Expectancy per trade | -6.8663 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.82 |
| Position max, % of margin balance | 137.63 |
| Max Drawdown | 503.19 |
| Max Drawdown, % | 44.89 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8407 |
| Recovery Factor (Total PnL / Max DD) | -0.4797 |
| Sharpe ratio (monthly) | 0.0445 |
| Sortino ratio (monthly) | 0.0697 |
| CAGR, % | -10.81 |
| Calmar ratio (CAGR / Max DD%) | -0.2408 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -205.99 | Fee: 16.74 | Vol: 46510.24
Realized PnL by Symbol
Details
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