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
832.05
Total PnL
-167.95 (-16.79%)
Total Trades (Win/Los)
26 (10/16)
Win Rate
38.46%
Max Drawdown
531.41 (50.51%)
Total Fees
14.68
Position avg (max), %
98.21 (174.46)
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 | -36.77% | 36.60% | 17.21% | -15.79% | -2.29% | -2.24% | -2.53% | -23.83% | -1.32% | 12.50% | 42.29% | -6.28% | -10.49% |
| 2025 | -6.59% | -3.73% | 2.41% | -1.56% | 9.87% | -7.32% | 3.62% | -0.41% | -10.37% | -5.92% | 19.11% | 2.52% | -1.90% |
| 2026 | 1.71% | 12.12% | -13.58% | -5.72% | 2.06% | 0.00% | — | — | — | — | — | — | -5.18% |
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 | 832.05 |
| Min balance | 520.70 |
| Max balance | 1082.31 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.61 |
| Average monthly return (arithmetic), % | 0.53 |
| Best month, % | 42.29 |
| Worst month, % | -36.77 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -167.95 |
| Total PnL, % | -16.79 |
| Gross profit | 1050.39 |
| Gross loss | 1187.47 |
| Trading volume (USDT) | 40810.44 |
| Total transactions (buy/sell) | 27 |
| Total fees | 14.68 |
| Funding net | -16.18 |
| Funding accrued (received) | 39.27 |
| Funding paid | 55.45 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 26 |
| Win Trades | 10 |
| Los Trades | 16 |
| Win Rate, % | 38.46 |
| Expectancy per trade | -5.2725 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 98.21 |
| Position max, % of margin balance | 174.46 |
| Max Drawdown | 531.41 |
| Max Drawdown, % | 50.51 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8846 |
| Recovery Factor (Total PnL / Max DD) | -0.3160 |
| Sharpe ratio (monthly) | 0.1200 |
| Sortino ratio (monthly) | 0.1920 |
| CAGR, % | -7.33 |
| Calmar ratio (CAGR / Max DD%) | -0.1451 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -137.09 | Fee: 14.68 | Vol: 40810.44
Realized PnL by Symbol
Details
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