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
794.04
Total PnL
-205.96 (-20.60%)
Total Trades (Win/Los)
49 (13/36)
Win Rate
26.53%
Max Drawdown
916.54 (60.69%)
Total Fees
30.26
Position avg (max), %
93.84 (133.07)
Profit Factor
0.91
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 | -27.61% | 37.46% | 16.93% | -7.12% | -1.92% | 4.23% | 11.59% | -4.37% | -9.07% | -5.49% | 38.20% | -11.01% | 24.61% |
| 2025 | -26.38% | -11.94% | -3.92% | 10.26% | 10.53% | -7.25% | 5.23% | -6.58% | -11.63% | -18.47% | 12.58% | -7.05% | -47.82% |
| 2026 | 7.56% | 7.87% | -1.32% | 7.44% | -0.67% | 0.00% | — | — | — | — | — | — | 22.19% |
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 | 794.04 |
| Min balance | 593.78 |
| Max balance | 1510.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.76 |
| Average monthly return (arithmetic), % | 0.27 |
| Best month, % | 38.20 |
| Worst month, % | -27.61 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -205.96 |
| Total PnL, % | -20.60 |
| Gross profit | 1564.23 |
| Gross loss | 1718.58 |
| Trading volume (USDT) | 84087.46 |
| Total transactions (buy/sell) | 50 |
| Total fees | 30.26 |
| Funding net | -21.34 |
| Funding accrued (received) | 41.06 |
| Funding paid | 62.40 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 49 |
| Win Trades | 13 |
| Los Trades | 36 |
| Win Rate, % | 26.53 |
| Expectancy per trade | -3.1501 |
| Max consecutive wins | 4 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.84 |
| Position max, % of margin balance | 133.07 |
| Max Drawdown | 916.54 |
| Max Drawdown, % | 60.69 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9102 |
| Recovery Factor (Total PnL / Max DD) | -0.2247 |
| Sharpe ratio (monthly) | 0.0638 |
| Sortino ratio (monthly) | 0.1012 |
| CAGR, % | -9.11 |
| Calmar ratio (CAGR / Max DD%) | -0.1501 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -154.36 | Fee: 30.26 | Vol: 84087.46
Realized PnL by Symbol
Details
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