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
725.32
Total PnL
-274.68 (-27.47%)
Total Trades (Win/Los)
36 (11/25)
Win Rate
30.56%
Max Drawdown
691.86 (54.88%)
Total Fees
20.01
Position avg (max), %
93.95 (140.00)
Profit Factor
0.83
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% | 3.02% | -0.53% | -14.74% | -14.75% | -10.62% | 39.04% | -20.75% | -19.89% |
| 2025 | -10.67% | 8.68% | -7.13% | -4.42% | 11.61% | -9.98% | 3.29% | -7.21% | -4.52% | -5.09% | 16.29% | -7.17% | -18.82% |
| 2026 | 10.82% | 11.68% | -7.36% | -0.09% | -2.57% | 0.00% | — | — | — | — | — | — | 11.60% |
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 | 725.32 |
| Min balance | 568.71 |
| Max balance | 1260.58 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.06 |
| Average monthly return (arithmetic), % | -0.15 |
| Best month, % | 39.04 |
| Worst month, % | -23.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -274.68 |
| Total PnL, % | -27.47 |
| Gross profit | 1099.76 |
| Gross loss | 1332.34 |
| Trading volume (USDT) | 55610.85 |
| Total transactions (buy/sell) | 37 |
| Total fees | 20.01 |
| Funding net | -22.08 |
| Funding accrued (received) | 34.92 |
| Funding paid | 57.00 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 36 |
| Win Trades | 11 |
| Los Trades | 25 |
| Win Rate, % | 30.56 |
| Expectancy per trade | -6.4606 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.95 |
| Position max, % of margin balance | 140.00 |
| Max Drawdown | 691.86 |
| Max Drawdown, % | 54.88 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8254 |
| Recovery Factor (Total PnL / Max DD) | -0.3970 |
| Sharpe ratio (monthly) | -0.0382 |
| Sortino ratio (monthly) | -0.0638 |
| CAGR, % | -12.45 |
| Calmar ratio (CAGR / Max DD%) | -0.2269 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -232.58 | Fee: 20.01 | Vol: 55610.85
Realized PnL by Symbol
Details
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