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
761.77
Total PnL
-238.23 (-23.82%)
Total Trades (Win/Los)
36 (11/25)
Win Rate
30.56%
Max Drawdown
603.78 (52.40%)
Total Fees
18.65
Position avg (max), %
93.33 (128.15)
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 | -29.73% | 35.37% | 16.67% | -10.11% | -2.26% | 3.29% | -0.55% | -19.33% | -6.78% | -11.62% | 38.77% | -20.11% | -26.21% |
| 2025 | -10.36% | 7.32% | -7.41% | -4.57% | 11.18% | -4.38% | 4.44% | -7.90% | -4.22% | -5.26% | 16.86% | -7.38% | -14.62% |
| 2026 | 8.67% | 12.30% | -7.31% | -0.10% | 7.06% | 0.00% | — | — | — | — | — | — | 20.98% |
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 | 761.77 |
| Min balance | 548.39 |
| Max balance | 1152.17 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.90 |
| Average monthly return (arithmetic), % | 0.08 |
| Best month, % | 38.77 |
| Worst month, % | -29.73 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -238.23 |
| Total PnL, % | -23.82 |
| Gross profit | 1079.69 |
| Gross loss | 1282.37 |
| Trading volume (USDT) | 51825.34 |
| Total transactions (buy/sell) | 37 |
| Total fees | 18.65 |
| Funding net | -16.91 |
| Funding accrued (received) | 33.92 |
| Funding paid | 50.83 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 36 |
| Win Trades | 11 |
| Los Trades | 25 |
| Win Rate, % | 30.56 |
| Expectancy per trade | -5.6299 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.33 |
| Position max, % of margin balance | 128.15 |
| Max Drawdown | 603.78 |
| Max Drawdown, % | 52.40 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8420 |
| Recovery Factor (Total PnL / Max DD) | -0.3946 |
| Sharpe ratio (monthly) | 0.0205 |
| Sortino ratio (monthly) | 0.0330 |
| CAGR, % | -10.66 |
| Calmar ratio (CAGR / Max DD%) | -0.2034 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -202.67 | Fee: 18.65 | Vol: 51825.34
Realized PnL by Symbol
Details
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