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
954.24
Total PnL
-45.76 (-4.58%)
Total Trades (Win/Los)
38 (12/26)
Win Rate
31.58%
Max Drawdown
593.49 (46.22%)
Total Fees
23.43
Position avg (max), %
93.89 (132.20)
Profit Factor
1.00
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% | 1.08% | -4.74% | -5.92% | -10.63% | 39.31% | -19.80% | -4.66% |
| 2025 | -10.98% | 7.80% | -5.88% | -5.09% | 11.03% | -4.56% | 4.65% | -6.70% | -4.12% | -11.03% | 12.86% | -7.49% | -21.01% |
| 2026 | 12.53% | 11.35% | -7.13% | -0.01% | 8.95% | 0.00% | — | — | — | — | — | — | 26.78% |
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 | 954.24 |
| Min balance | 677.87 |
| Max balance | 1284.11 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.15 |
| Average monthly return (arithmetic), % | 0.77 |
| Best month, % | 39.31 |
| Worst month, % | -29.73 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -45.76 |
| Total PnL, % | -4.58 |
| Gross profit | 1379.64 |
| Gross loss | 1382.98 |
| Trading volume (USDT) | 65098.95 |
| Total transactions (buy/sell) | 39 |
| Total fees | 23.43 |
| Funding net | -18.99 |
| Funding accrued (received) | 41.29 |
| Funding paid | 60.29 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 38 |
| Win Trades | 12 |
| Los Trades | 26 |
| Win Rate, % | 31.58 |
| Expectancy per trade | -0.0879 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.89 |
| Position max, % of margin balance | 132.20 |
| Max Drawdown | 593.49 |
| Max Drawdown, % | 46.22 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9976 |
| Recovery Factor (Total PnL / Max DD) | -0.0771 |
| Sharpe ratio (monthly) | 0.1908 |
| Sortino ratio (monthly) | 0.3258 |
| CAGR, % | -1.92 |
| Calmar ratio (CAGR / Max DD%) | -0.0416 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -3.34 | Fee: 23.43 | Vol: 65098.95
Realized PnL by Symbol
Details
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