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
935.25
Total PnL
-64.75 (-6.48%)
Total Trades (Win/Los)
95 (23/72)
Win Rate
24.21%
Max Drawdown
927.28 (56.02%)
Total Fees
72.59
Position avg (max), %
93.40 (116.23)
Profit Factor
1.01
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 | -18.38% | 35.45% | 16.14% | 1.28% | -3.02% | -5.02% | 14.49% | -8.64% | 6.32% | 0.75% | 19.20% | -24.86% | 20.22% |
| 2025 | -9.66% | 10.84% | 1.42% | 0.13% | 4.56% | -20.00% | 5.90% | -4.13% | -7.23% | -18.51% | 17.51% | -17.51% | -36.71% |
| 2026 | 10.24% | 0.88% | -2.07% | 10.07% | 2.60% | 0.00% | — | — | — | — | — | — | 22.99% |
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 | 935.25 |
| Min balance | 728.05 |
| Max balance | 1655.33 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.22 |
| Average monthly return (arithmetic), % | 0.63 |
| Best month, % | 35.45 |
| Worst month, % | -24.86 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -64.75 |
| Total PnL, % | -6.48 |
| Gross profit | 2458.24 |
| Gross loss | 2435.30 |
| Trading volume (USDT) | 201668.77 |
| Total transactions (buy/sell) | 96 |
| Total fees | 72.59 |
| Funding net | -15.10 |
| Funding accrued (received) | 53.81 |
| Funding paid | 68.90 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 95 |
| Win Trades | 23 |
| Los Trades | 72 |
| Win Rate, % | 24.21 |
| Expectancy per trade | 0.2415 |
| Max consecutive wins | 3 |
| Max consecutive losses | 13 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.40 |
| Position max, % of margin balance | 116.23 |
| Max Drawdown | 927.28 |
| Max Drawdown, % | 56.02 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0094 |
| Recovery Factor (Total PnL / Max DD) | -0.0698 |
| Sharpe ratio (monthly) | 0.1661 |
| Sortino ratio (monthly) | 0.2485 |
| CAGR, % | -2.73 |
| Calmar ratio (CAGR / Max DD%) | -0.0488 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 22.94 | Fee: 72.59 | Vol: 201668.77
Realized PnL by Symbol
Details
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