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
563.13
Total PnL
-436.87 (-43.69%)
Total Trades (Win/Los)
34 (11/23)
Win Rate
32.35%
Max Drawdown
679.16 (59.08%)
Total Fees
16.87
Position avg (max), %
94.86 (137.88)
Profit Factor
0.70
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 | -29.87% | 35.24% | 16.72% | -10.13% | -2.27% | 2.50% | -0.62% | -27.67% | 7.99% | -12.23% | 38.00% | -19.82% | -24.87% |
| 2025 | -10.17% | 6.40% | -7.32% | -4.75% | 11.06% | -9.32% | 4.63% | -13.27% | -9.71% | -4.94% | 15.79% | -8.68% | -30.01% |
| 2026 | 8.10% | 12.69% | -9.42% | -0.22% | -2.67% | 0.00% | — | — | — | — | — | — | 7.16% |
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 | 563.13 |
| Min balance | 470.34 |
| Max balance | 1149.50 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.89 |
| Average monthly return (arithmetic), % | -0.80 |
| Best month, % | 38.00 |
| Worst month, % | -29.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -436.87 |
| Total PnL, % | -43.69 |
| Gross profit | 933.27 |
| Gross loss | 1329.86 |
| Trading volume (USDT) | 46883.66 |
| Total transactions (buy/sell) | 35 |
| Total fees | 16.87 |
| Funding net | -23.41 |
| Funding accrued (received) | 29.29 |
| Funding paid | 52.70 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 34 |
| Win Trades | 11 |
| Los Trades | 23 |
| Win Rate, % | 32.35 |
| Expectancy per trade | -11.6643 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.86 |
| Position max, % of margin balance | 137.88 |
| Max Drawdown | 679.16 |
| Max Drawdown, % | 59.08 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7018 |
| Recovery Factor (Total PnL / Max DD) | -0.6433 |
| Sharpe ratio (monthly) | -0.1848 |
| Sortino ratio (monthly) | -0.2746 |
| CAGR, % | -21.16 |
| Calmar ratio (CAGR / Max DD%) | -0.3582 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -396.59 | Fee: 16.87 | Vol: 46883.66
Realized PnL by Symbol
Details
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