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
812.52
Total PnL
-187.48 (-18.75%)
Total Trades (Win/Los)
38 (12/26)
Win Rate
31.58%
Max Drawdown
733.49 (53.61%)
Total Fees
24.33
Position avg (max), %
95.59 (134.67)
Profit Factor
0.90
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% | 1.17% | -5.08% | -9.34% | -8.56% | 39.95% | -19.16% | 2.30% |
| 2025 | -11.17% | 8.26% | -6.10% | -4.31% | 11.33% | -9.05% | 4.30% | -6.82% | -4.60% | -15.72% | 8.05% | -8.07% | -32.09% |
| 2026 | 13.60% | 12.19% | -7.49% | -0.05% | -0.70% | 0.00% | — | — | — | — | — | — | 17.02% |
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 | 812.52 |
| Min balance | 634.72 |
| Max balance | 1368.21 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.69 |
| Average monthly return (arithmetic), % | 0.17 |
| Best month, % | 39.95 |
| Worst month, % | -23.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -187.48 |
| Total PnL, % | -18.75 |
| Gross profit | 1333.98 |
| Gross loss | 1474.97 |
| Trading volume (USDT) | 67591.26 |
| Total transactions (buy/sell) | 39 |
| Total fees | 24.33 |
| Funding net | -22.17 |
| Funding accrued (received) | 42.25 |
| Funding paid | 64.42 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 38 |
| Win Trades | 12 |
| Los Trades | 26 |
| Win Rate, % | 31.58 |
| Expectancy per trade | -3.7102 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 95.59 |
| Position max, % of margin balance | 134.67 |
| Max Drawdown | 733.49 |
| Max Drawdown, % | 53.61 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9044 |
| Recovery Factor (Total PnL / Max DD) | -0.2556 |
| Sharpe ratio (monthly) | 0.0442 |
| Sortino ratio (monthly) | 0.0763 |
| CAGR, % | -8.24 |
| Calmar ratio (CAGR / Max DD%) | -0.1537 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -140.99 | Fee: 24.33 | Vol: 67591.26
Realized PnL by Symbol
Details
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