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
760.87
Total PnL
-239.13 (-23.91%)
Total Trades (Win/Los)
40 (13/27)
Win Rate
32.50%
Max Drawdown
821.66 (57.45%)
Total Fees
25.08
Position avg (max), %
93.34 (128.16)
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 | -23.80% | 34.68% | 16.42% | -6.61% | -2.12% | 4.01% | 4.00% | -4.83% | -9.06% | -5.50% | 37.39% | -19.44% | 6.94% |
| 2025 | -10.69% | -2.85% | -3.71% | -4.90% | 10.61% | -8.40% | 4.68% | -7.48% | -4.08% | -16.32% | 6.42% | -7.34% | -38.29% |
| 2026 | 12.50% | 11.34% | -7.17% | -0.09% | -0.70% | 0.00% | — | — | — | — | — | — | 15.37% |
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 | 760.87 |
| Min balance | 608.45 |
| Max balance | 1430.11 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.90 |
| Average monthly return (arithmetic), % | -0.10 |
| Best month, % | 37.39 |
| Worst month, % | -23.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -239.13 |
| Total PnL, % | -23.91 |
| Gross profit | 1307.37 |
| Gross loss | 1498.64 |
| Trading volume (USDT) | 69690.85 |
| Total transactions (buy/sell) | 41 |
| Total fees | 25.08 |
| Funding net | -22.79 |
| Funding accrued (received) | 40.35 |
| Funding paid | 63.13 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 40 |
| Win Trades | 13 |
| Los Trades | 27 |
| Win Rate, % | 32.50 |
| Expectancy per trade | -4.7816 |
| Max consecutive wins | 4 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.34 |
| Position max, % of margin balance | 128.16 |
| Max Drawdown | 821.66 |
| Max Drawdown, % | 57.45 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8724 |
| Recovery Factor (Total PnL / Max DD) | -0.2910 |
| Sharpe ratio (monthly) | -0.0267 |
| Sortino ratio (monthly) | -0.0452 |
| CAGR, % | -10.70 |
| Calmar ratio (CAGR / Max DD%) | -0.1862 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -191.27 | Fee: 25.08 | Vol: 69690.85
Realized PnL by Symbol
Details
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