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
945.43
Total PnL
-54.57 (-5.46%)
Total Trades (Win/Los)
40 (13/27)
Win Rate
32.50%
Max Drawdown
778.53 (51.63%)
Total Fees
27.61
Position avg (max), %
94.38 (129.99)
Profit Factor
1.00
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% | 9.03% | -4.63% | -9.44% | -5.50% | 38.29% | -17.35% | 15.53% |
| 2025 | -10.73% | -2.33% | -3.80% | 4.52% | 10.88% | -8.29% | 4.38% | -6.82% | -4.39% | -15.39% | 7.06% | -8.03% | -30.93% |
| 2026 | 13.34% | 11.97% | -7.34% | 1.65% | -0.83% | 0.00% | — | — | — | — | — | — | 18.55% |
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 | 945.43 |
| Min balance | 729.36 |
| Max balance | 1507.89 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.18 |
| Average monthly return (arithmetic), % | 0.63 |
| Best month, % | 38.29 |
| Worst month, % | -23.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -54.57 |
| Total PnL, % | -5.46 |
| Gross profit | 1567.40 |
| Gross loss | 1566.31 |
| Trading volume (USDT) | 76715.37 |
| Total transactions (buy/sell) | 41 |
| Total fees | 27.61 |
| Funding net | -28.05 |
| Funding accrued (received) | 43.59 |
| Funding paid | 71.64 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 40 |
| Win Trades | 13 |
| Los Trades | 27 |
| Win Rate, % | 32.50 |
| Expectancy per trade | 0.0272 |
| Max consecutive wins | 4 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.38 |
| Position max, % of margin balance | 129.99 |
| Max Drawdown | 778.53 |
| Max Drawdown, % | 51.63 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0007 |
| Recovery Factor (Total PnL / Max DD) | -0.0701 |
| Sharpe ratio (monthly) | 0.1647 |
| Sortino ratio (monthly) | 0.2906 |
| CAGR, % | -2.30 |
| Calmar ratio (CAGR / Max DD%) | -0.0445 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 1.09 | Fee: 27.61 | Vol: 76715.37
Realized PnL by Symbol
Details
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