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
664.16
Total PnL
-335.84 (-33.58%)
Total Trades (Win/Los)
36 (11/25)
Win Rate
30.56%
Max Drawdown
754.28 (59.84%)
Total Fees
19.02
Position avg (max), %
94.22 (141.16)
Profit Factor
0.78
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% | -19.12% | -15.85% | -11.96% | 38.48% | -20.00% | -25.71% |
| 2025 | -10.29% | 7.27% | -7.36% | -4.54% | 11.09% | -9.34% | 4.65% | -10.06% | -4.52% | -5.65% | 18.18% | -6.93% | -20.05% |
| 2026 | 10.11% | 12.87% | -7.49% | -0.14% | -2.54% | 0.00% | — | — | — | — | — | — | 11.90% |
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 | 664.16 |
| Min balance | 506.30 |
| Max balance | 1260.58 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.35 |
| Average monthly return (arithmetic), % | -0.40 |
| Best month, % | 38.48 |
| Worst month, % | -23.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -335.84 |
| Total PnL, % | -33.58 |
| Gross profit | 1040.02 |
| Gross loss | 1334.58 |
| Trading volume (USDT) | 52846.82 |
| Total transactions (buy/sell) | 37 |
| Total fees | 19.02 |
| Funding net | -22.26 |
| Funding accrued (received) | 32.36 |
| Funding paid | 54.62 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 36 |
| Win Trades | 11 |
| Los Trades | 25 |
| Win Rate, % | 30.56 |
| Expectancy per trade | -8.1820 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.22 |
| Position max, % of margin balance | 141.16 |
| Max Drawdown | 754.28 |
| Max Drawdown, % | 59.84 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7793 |
| Recovery Factor (Total PnL / Max DD) | -0.4452 |
| Sharpe ratio (monthly) | -0.0981 |
| Sortino ratio (monthly) | -0.1589 |
| CAGR, % | -15.59 |
| Calmar ratio (CAGR / Max DD%) | -0.2605 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -294.55 | Fee: 19.02 | Vol: 52846.82
Realized PnL by Symbol
Details
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