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
832.41
Total PnL
-167.59 (-16.76%)
Total Trades (Win/Los)
44 (13/31)
Win Rate
29.55%
Max Drawdown
919.52 (58.50%)
Total Fees
28.63
Position avg (max), %
94.42 (134.52)
Profit Factor
0.93
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% | -14.57% | 24.26% |
| 2025 | -26.97% | -2.37% | -3.89% | 4.00% | 10.18% | -8.09% | 5.11% | -6.76% | -4.45% | -13.08% | 6.86% | -10.35% | -43.72% |
| 2026 | 5.84% | 6.26% | -1.26% | 8.00% | -0.69% | 0.00% | — | — | — | — | — | — | 19.10% |
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 | 832.41 |
| Min balance | 652.35 |
| Max balance | 1571.88 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.61 |
| Average monthly return (arithmetic), % | 0.29 |
| Best month, % | 39.63 |
| Worst month, % | -26.97 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -167.59 |
| Total PnL, % | -16.76 |
| Gross profit | 1583.72 |
| Gross loss | 1695.54 |
| Trading volume (USDT) | 79546.76 |
| Total transactions (buy/sell) | 45 |
| Total fees | 28.63 |
| Funding net | -27.14 |
| Funding accrued (received) | 40.61 |
| Funding paid | 67.75 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 44 |
| Win Trades | 13 |
| Los Trades | 31 |
| Win Rate, % | 29.55 |
| Expectancy per trade | -2.5414 |
| Max consecutive wins | 4 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.42 |
| Position max, % of margin balance | 134.52 |
| Max Drawdown | 919.52 |
| Max Drawdown, % | 58.50 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9340 |
| Recovery Factor (Total PnL / Max DD) | -0.1823 |
| Sharpe ratio (monthly) | 0.0729 |
| Sortino ratio (monthly) | 0.1190 |
| CAGR, % | -7.31 |
| Calmar ratio (CAGR / Max DD%) | -0.1250 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -111.82 | Fee: 28.63 | Vol: 79546.76
Realized PnL by Symbol
Details
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