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
542.64
Total PnL
-457.36 (-45.74%)
Total Trades (Win/Los)
28 (9/19)
Win Rate
32.14%
Max Drawdown
663.62 (57.73%)
Total Fees
13.54
Position avg (max), %
96.89 (179.77)
Profit Factor
0.64
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% | -15.39% | -6.64% | -1.92% | -2.60% | -24.43% | -1.60% | -14.92% | 39.06% | -6.05% | -30.95% |
| 2025 | -7.06% | -3.38% | 2.44% | -1.76% | 9.63% | -8.92% | 4.42% | -1.03% | -9.81% | -5.57% | 17.90% | 2.39% | -4.12% |
| 2026 | -1.64% | 12.93% | -13.63% | -12.06% | -2.77% | 0.00% | — | — | — | — | — | — | -17.97% |
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 | 542.64 |
| Min balance | 485.88 |
| Max balance | 1149.50 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.01 |
| Average monthly return (arithmetic), % | -1.01 |
| Best month, % | 39.06 |
| Worst month, % | -29.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -457.36 |
| Total PnL, % | -45.74 |
| Gross profit | 765.77 |
| Gross loss | 1194.52 |
| Trading volume (USDT) | 37624.32 |
| Total transactions (buy/sell) | 29 |
| Total fees | 13.54 |
| Funding net | -15.06 |
| Funding accrued (received) | 32.52 |
| Funding paid | 47.58 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 28 |
| Win Trades | 9 |
| Los Trades | 19 |
| Win Rate, % | 32.14 |
| Expectancy per trade | -15.3127 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 96.89 |
| Position max, % of margin balance | 179.77 |
| Max Drawdown | 663.62 |
| Max Drawdown, % | 57.73 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6411 |
| Recovery Factor (Total PnL / Max DD) | -0.6892 |
| Sharpe ratio (monthly) | -0.2419 |
| Sortino ratio (monthly) | -0.3721 |
| CAGR, % | -22.36 |
| Calmar ratio (CAGR / Max DD%) | -0.3874 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -428.76 | Fee: 13.54 | Vol: 37624.32
Realized PnL by Symbol
Details
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