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
644.10
Total PnL
-355.90 (-35.59%)
Total Trades (Win/Los)
30 (9/21)
Win Rate
30.00%
Max Drawdown
512.53 (44.59%)
Total Fees
17.11
Position avg (max), %
96.45 (152.11)
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% | -6.10% | 1.58% | -0.62% | -15.47% | 0.89% | -11.14% | 40.67% | -6.11% | -7.83% |
| 2025 | -6.46% | 2.23% | 2.20% | -0.49% | 10.06% | -9.61% | 3.83% | -13.36% | -10.57% | -5.41% | 17.35% | -8.98% | -21.35% |
| 2026 | 7.72% | 12.32% | -13.79% | -12.15% | -2.97% | 0.00% | — | — | — | — | — | — | -11.09% |
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 | 644.10 |
| Min balance | 636.97 |
| Max balance | 1149.50 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.45 |
| Average monthly return (arithmetic), % | -0.48 |
| Best month, % | 40.67 |
| Worst month, % | -29.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -355.90 |
| Total PnL, % | -35.59 |
| Gross profit | 1016.29 |
| Gross loss | 1338.83 |
| Trading volume (USDT) | 47538.04 |
| Total transactions (buy/sell) | 31 |
| Total fees | 17.11 |
| Funding net | -16.25 |
| Funding accrued (received) | 40.08 |
| Funding paid | 56.33 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 9 |
| Los Trades | 21 |
| Win Rate, % | 30.00 |
| Expectancy per trade | -10.7512 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 96.45 |
| Position max, % of margin balance | 152.11 |
| Max Drawdown | 512.53 |
| Max Drawdown, % | 44.59 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7591 |
| Recovery Factor (Total PnL / Max DD) | -0.6944 |
| Sharpe ratio (monthly) | -0.1169 |
| Sortino ratio (monthly) | -0.1890 |
| CAGR, % | -16.65 |
| Calmar ratio (CAGR / Max DD%) | -0.3735 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -322.54 | Fee: 17.11 | Vol: 47538.04
Realized PnL by Symbol
Details
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