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
857.39
Total PnL
-142.61 (-14.26%)
Total Trades (Win/Los)
36 (11/25)
Win Rate
30.56%
Max Drawdown
556.40 (48.21%)
Total Fees
20.11
Position avg (max), %
94.65 (128.91)
Profit Factor
0.92
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% | -8.29% | -2.04% | 3.08% | -0.54% | -14.95% | -6.68% | -10.78% | 39.21% | -20.82% | -20.21% |
| 2025 | -10.71% | 8.72% | -7.16% | -4.44% | 11.66% | -4.69% | 3.06% | -6.91% | -4.26% | -4.99% | 18.45% | -7.02% | -11.90% |
| 2026 | 9.75% | 12.47% | -7.64% | -0.05% | 7.10% | 0.00% | — | — | — | — | — | — | 22.04% |
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 | 857.39 |
| Min balance | 597.82 |
| Max balance | 1154.22 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.51 |
| Average monthly return (arithmetic), % | 0.46 |
| Best month, % | 39.21 |
| Worst month, % | -29.73 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -142.61 |
| Total PnL, % | -14.26 |
| Gross profit | 1193.40 |
| Gross loss | 1301.18 |
| Trading volume (USDT) | 55874.70 |
| Total transactions (buy/sell) | 37 |
| Total fees | 20.11 |
| Funding net | -14.72 |
| Funding accrued (received) | 38.51 |
| Funding paid | 53.23 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 36 |
| Win Trades | 11 |
| Los Trades | 25 |
| Win Rate, % | 30.56 |
| Expectancy per trade | -2.9940 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.65 |
| Position max, % of margin balance | 128.91 |
| Max Drawdown | 556.40 |
| Max Drawdown, % | 48.21 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9172 |
| Recovery Factor (Total PnL / Max DD) | -0.2563 |
| Sharpe ratio (monthly) | 0.1120 |
| Sortino ratio (monthly) | 0.1876 |
| CAGR, % | -6.17 |
| Calmar ratio (CAGR / Max DD%) | -0.1281 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -107.78 | Fee: 20.11 | Vol: 55874.70
Realized PnL by Symbol
Details
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