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
982.48
Total PnL
-17.52 (-1.75%)
Total Trades (Win/Los)
40 (13/27)
Win Rate
32.50%
Max Drawdown
651.84 (47.97%)
Total Fees
25.01
Position avg (max), %
94.14 (128.15)
Profit Factor
1.02
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 | -29.73% | 35.37% | 16.67% | -6.82% | -2.00% | 4.02% | 4.05% | -5.02% | -6.32% | -8.31% | 40.37% | -19.20% | 1.49% |
| 2025 | -10.37% | -2.37% | -3.88% | -4.28% | 11.03% | -4.56% | 4.65% | -6.70% | -4.02% | -9.09% | 12.57% | -7.34% | -24.19% |
| 2026 | 13.66% | 12.38% | -7.56% | -0.42% | 8.67% | 0.00% | — | — | — | — | — | — | 27.77% |
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 | 982.48 |
| Min balance | 677.87 |
| Max balance | 1358.73 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.06 |
| Average monthly return (arithmetic), % | 0.85 |
| Best month, % | 40.37 |
| Worst month, % | -29.73 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -17.52 |
| Total PnL, % | -1.75 |
| Gross profit | 1442.57 |
| Gross loss | 1414.94 |
| Trading volume (USDT) | 69482.52 |
| Total transactions (buy/sell) | 41 |
| Total fees | 25.01 |
| Funding net | -20.14 |
| Funding accrued (received) | 41.82 |
| Funding paid | 61.96 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 40 |
| Win Trades | 13 |
| Los Trades | 27 |
| Win Rate, % | 32.50 |
| Expectancy per trade | 0.6907 |
| Max consecutive wins | 4 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.14 |
| Position max, % of margin balance | 128.15 |
| Max Drawdown | 651.84 |
| Max Drawdown, % | 47.97 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0195 |
| Recovery Factor (Total PnL / Max DD) | -0.0269 |
| Sharpe ratio (monthly) | 0.2122 |
| Sortino ratio (monthly) | 0.3730 |
| CAGR, % | -0.73 |
| Calmar ratio (CAGR / Max DD%) | -0.0152 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 27.63 | Fee: 25.01 | Vol: 69482.52
Realized PnL by Symbol
Details
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