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
797.96
Total PnL
-202.04 (-20.20%)
Total Trades (Win/Los)
38 (11/27)
Win Rate
28.95%
Max Drawdown
623.33 (51.09%)
Total Fees
21.65
Position avg (max), %
93.50 (131.29)
Profit Factor
0.88
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% | 3.93% | -0.53% | -9.76% | -6.23% | -11.19% | 39.33% | -20.49% | -12.79% |
| 2025 | -10.90% | 7.38% | -6.43% | -5.19% | 10.82% | -4.38% | 4.52% | -5.89% | -4.54% | -15.00% | 12.23% | -7.44% | -25.44% |
| 2026 | 10.82% | 11.68% | -7.36% | -0.09% | 7.18% | 0.00% | — | — | — | — | — | — | 22.78% |
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 | 797.96 |
| Min balance | 596.72 |
| Max balance | 1220.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.75 |
| Average monthly return (arithmetic), % | 0.20 |
| Best month, % | 39.33 |
| Worst month, % | -29.73 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -202.04 |
| Total PnL, % | -20.20 |
| Gross profit | 1217.41 |
| Gross loss | 1380.27 |
| Trading volume (USDT) | 60156.14 |
| Total transactions (buy/sell) | 39 |
| Total fees | 21.65 |
| Funding net | -17.53 |
| Funding accrued (received) | 37.98 |
| Funding paid | 55.51 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 38 |
| Win Trades | 11 |
| Los Trades | 27 |
| Win Rate, % | 28.95 |
| Expectancy per trade | -4.2858 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.50 |
| Position max, % of margin balance | 131.29 |
| Max Drawdown | 623.33 |
| Max Drawdown, % | 51.09 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8820 |
| Recovery Factor (Total PnL / Max DD) | -0.3241 |
| Sharpe ratio (monthly) | 0.0487 |
| Sortino ratio (monthly) | 0.0799 |
| CAGR, % | -8.92 |
| Calmar ratio (CAGR / Max DD%) | -0.1746 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -162.86 | Fee: 21.65 | Vol: 60156.14
Realized PnL by Symbol
Details
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