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
655.17
Total PnL
-344.83 (-34.48%)
Total Trades (Win/Los)
30 (10/20)
Win Rate
33.33%
Max Drawdown
548.65 (47.73%)
Total Fees
16.79
Position avg (max), %
94.99 (134.93)
Profit Factor
0.76
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% | -12.25% | -2.32% | 1.51% | -0.53% | -27.55% | 7.66% | -12.19% | 39.32% | -6.04% | -14.10% |
| 2025 | -6.86% | 6.38% | 2.03% | -0.45% | 9.27% | -9.55% | 4.00% | -13.92% | -11.08% | -5.70% | 18.37% | -8.51% | -19.15% |
| 2026 | 8.23% | 12.80% | -13.09% | -8.36% | -2.92% | 0.00% | — | — | — | — | — | — | -5.60% |
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 | 655.17 |
| Min balance | 600.85 |
| Max balance | 1149.50 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.40 |
| Average monthly return (arithmetic), % | -0.32 |
| Best month, % | 39.32 |
| Worst month, % | -29.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -344.83 |
| Total PnL, % | -34.48 |
| Gross profit | 993.46 |
| Gross loss | 1300.23 |
| Trading volume (USDT) | 46644.80 |
| Total transactions (buy/sell) | 31 |
| Total fees | 16.79 |
| Funding net | -21.28 |
| Funding accrued (received) | 35.51 |
| Funding paid | 56.79 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 10 |
| Los Trades | 20 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -10.2256 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.99 |
| Position max, % of margin balance | 134.93 |
| Max Drawdown | 548.65 |
| Max Drawdown, % | 47.73 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7641 |
| Recovery Factor (Total PnL / Max DD) | -0.6285 |
| Sharpe ratio (monthly) | -0.0750 |
| Sortino ratio (monthly) | -0.1155 |
| CAGR, % | -16.06 |
| Calmar ratio (CAGR / Max DD%) | -0.3366 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -306.77 | Fee: 16.79 | Vol: 46644.80
Realized PnL by Symbol
Details
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