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
677.45
Total PnL
-322.55 (-32.26%)
Total Trades (Win/Los)
30 (11/19)
Win Rate
36.67%
Max Drawdown
483.86 (45.99%)
Total Fees
15.50
Position avg (max), %
96.48 (144.84)
Profit Factor
0.76
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 | -36.77% | 36.60% | 17.21% | -15.79% | -2.29% | 1.57% | -0.62% | -15.43% | 1.07% | -13.52% | 41.52% | -6.28% | -17.57% |
| 2025 | -7.15% | -4.97% | 2.37% | -1.62% | 9.57% | -5.95% | 4.22% | -9.09% | -10.09% | -5.14% | 19.31% | -8.87% | -19.55% |
| 2026 | 8.62% | 13.36% | -13.79% | -5.67% | 2.08% | 0.00% | — | — | — | — | — | — | 2.22% |
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 | 677.45 |
| Min balance | 568.25 |
| Max balance | 1052.11 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.29 |
| Average monthly return (arithmetic), % | -0.19 |
| Best month, % | 41.52 |
| Worst month, % | -36.77 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -322.55 |
| Total PnL, % | -32.26 |
| Gross profit | 935.83 |
| Gross loss | 1227.67 |
| Trading volume (USDT) | 43062.32 |
| Total transactions (buy/sell) | 31 |
| Total fees | 15.50 |
| Funding net | -15.21 |
| Funding accrued (received) | 35.65 |
| Funding paid | 50.86 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 11 |
| Los Trades | 19 |
| Win Rate, % | 36.67 |
| Expectancy per trade | -9.7283 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 96.48 |
| Position max, % of margin balance | 144.84 |
| Max Drawdown | 483.86 |
| Max Drawdown, % | 45.99 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7623 |
| Recovery Factor (Total PnL / Max DD) | -0.6666 |
| Sharpe ratio (monthly) | -0.0426 |
| Sortino ratio (monthly) | -0.0677 |
| CAGR, % | -14.89 |
| Calmar ratio (CAGR / Max DD%) | -0.3238 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -291.85 | Fee: 15.50 | Vol: 43062.32
Realized PnL by Symbol
Details
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