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
567.87
Total PnL
-432.13 (-43.21%)
Total Trades (Win/Los)
36 (11/25)
Win Rate
30.56%
Max Drawdown
786.04 (63.23%)
Total Fees
17.66
Position avg (max), %
94.00 (147.24)
Profit Factor
0.71
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% | -8.08% | -2.16% | 3.07% | -0.54% | -23.58% | -18.29% | -11.29% | 38.05% | -19.36% | -32.06% |
| 2025 | -11.16% | 8.82% | -7.24% | -4.40% | 10.32% | -9.49% | 3.99% | -8.28% | -8.09% | -5.07% | 16.22% | -8.39% | -24.16% |
| 2026 | 9.11% | 12.83% | -7.79% | -0.22% | -2.65% | 0.00% | — | — | — | — | — | — | 10.28% |
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 | 567.87 |
| Min balance | 457.03 |
| Max balance | 1243.08 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.87 |
| Average monthly return (arithmetic), % | -0.88 |
| Best month, % | 38.05 |
| Worst month, % | -23.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -432.13 |
| Total PnL, % | -43.21 |
| Gross profit | 946.76 |
| Gross loss | 1341.23 |
| Trading volume (USDT) | 49065.47 |
| Total transactions (buy/sell) | 37 |
| Total fees | 17.66 |
| Funding net | -20.00 |
| Funding accrued (received) | 30.43 |
| Funding paid | 50.43 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 36 |
| Win Trades | 11 |
| Los Trades | 25 |
| Win Rate, % | 30.56 |
| Expectancy per trade | -10.9575 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.00 |
| Position max, % of margin balance | 147.24 |
| Max Drawdown | 786.04 |
| Max Drawdown, % | 63.23 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7059 |
| Recovery Factor (Total PnL / Max DD) | -0.5497 |
| Sharpe ratio (monthly) | -0.2111 |
| Sortino ratio (monthly) | -0.3260 |
| CAGR, % | -20.89 |
| Calmar ratio (CAGR / Max DD%) | -0.3304 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -394.47 | Fee: 17.66 | Vol: 49065.47
Realized PnL by Symbol
Details
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