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
699.63
Total PnL
-300.37 (-30.04%)
Total Trades (Win/Los)
53 (13/40)
Win Rate
24.53%
Max Drawdown
1082.12 (68.25%)
Total Fees
32.98
Position avg (max), %
94.64 (138.99)
Profit Factor
0.87
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 | -24.21% | 39.14% | 16.92% | -6.99% | 0.87% | 4.04% | 11.69% | -13.55% | -5.48% | -4.84% | 39.50% | -10.37% | 30.68% |
| 2025 | -27.17% | -12.00% | -2.39% | -7.37% | 10.58% | -7.14% | 5.18% | -5.91% | -11.84% | -24.62% | 19.19% | -6.74% | -56.50% |
| 2026 | 8.30% | 7.57% | -1.22% | 7.77% | -0.70% | 0.00% | — | — | — | — | — | — | 23.15% |
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 | 699.63 |
| Min balance | 503.30 |
| Max balance | 1585.42 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.18 |
| Average monthly return (arithmetic), % | -0.06 |
| Best month, % | 39.50 |
| Worst month, % | -27.17 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -300.37 |
| Total PnL, % | -30.04 |
| Gross profit | 1600.03 |
| Gross loss | 1844.43 |
| Trading volume (USDT) | 91618.35 |
| Total transactions (buy/sell) | 54 |
| Total fees | 32.98 |
| Funding net | -22.99 |
| Funding accrued (received) | 39.81 |
| Funding paid | 62.80 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 53 |
| Win Trades | 13 |
| Los Trades | 40 |
| Win Rate, % | 24.53 |
| Expectancy per trade | -4.6114 |
| Max consecutive wins | 4 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.64 |
| Position max, % of margin balance | 138.99 |
| Max Drawdown | 1082.12 |
| Max Drawdown, % | 68.25 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8675 |
| Recovery Factor (Total PnL / Max DD) | -0.2776 |
| Sharpe ratio (monthly) | -0.0135 |
| Sortino ratio (monthly) | -0.0215 |
| CAGR, % | -13.75 |
| Calmar ratio (CAGR / Max DD%) | -0.2015 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -244.41 | Fee: 32.98 | Vol: 91618.35
Realized PnL by Symbol
Details
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