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
864.81
Total PnL
-135.19 (-13.52%)
Total Trades (Win/Los)
46 (13/33)
Win Rate
28.26%
Max Drawdown
894.54 (56.91%)
Total Fees
29.79
Position avg (max), %
94.06 (139.79)
Profit Factor
0.95
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 | -23.80% | 34.68% | 16.42% | -6.61% | -2.12% | 4.01% | 11.69% | -4.59% | -9.25% | -5.17% | 39.63% | -11.13% | 29.26% |
| 2025 | -26.80% | -12.07% | -3.68% | 5.57% | 10.65% | -7.33% | 5.29% | -7.19% | -4.01% | -12.93% | 10.52% | -6.99% | -43.65% |
| 2026 | 5.40% | 6.93% | -1.32% | 7.54% | -0.66% | 0.00% | — | — | — | — | — | — | 18.81% |
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 | 864.81 |
| Min balance | 677.34 |
| Max balance | 1571.88 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.48 |
| Average monthly return (arithmetic), % | 0.42 |
| Best month, % | 39.63 |
| Worst month, % | -26.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -135.19 |
| Total PnL, % | -13.52 |
| Gross profit | 1595.23 |
| Gross loss | 1675.46 |
| Trading volume (USDT) | 82764.56 |
| Total transactions (buy/sell) | 47 |
| Total fees | 29.79 |
| Funding net | -25.17 |
| Funding accrued (received) | 41.33 |
| Funding paid | 66.51 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 46 |
| Win Trades | 13 |
| Los Trades | 33 |
| Win Rate, % | 28.26 |
| Expectancy per trade | -1.7441 |
| Max consecutive wins | 4 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.06 |
| Position max, % of margin balance | 139.79 |
| Max Drawdown | 894.54 |
| Max Drawdown, % | 56.91 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9521 |
| Recovery Factor (Total PnL / Max DD) | -0.1511 |
| Sharpe ratio (monthly) | 0.1062 |
| Sortino ratio (monthly) | 0.1754 |
| CAGR, % | -5.84 |
| Calmar ratio (CAGR / Max DD%) | -0.1026 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -80.23 | Fee: 29.79 | Vol: 82764.56
Realized PnL by Symbol
Details
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