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
915.84
Total PnL
-84.16 (-8.42%)
Total Trades (Win/Los)
54 (17/37)
Win Rate
31.48%
Max Drawdown
713.82 (50.38%)
Total Fees
35.23
Position avg (max), %
94.44 (140.97)
Profit Factor
0.97
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 | -13.59% | 7.84% | 18.08% | -0.02% | 0.97% | 5.67% | 1.13% | -8.20% | -11.86% | 4.95% | 35.84% | -28.27% | -1.78% |
| 2025 | -10.66% | 10.09% | -2.76% | -2.75% | 10.96% | -12.36% | 0.74% | -4.49% | -4.39% | -8.22% | 18.32% | -15.06% | -23.24% |
| 2026 | 8.34% | 11.78% | 0.11% | -0.01% | 0.26% | 0.00% | — | — | — | — | — | — | 21.56% |
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 | 915.84 |
| Min balance | 702.98 |
| Max balance | 1416.80 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.29 |
| Average monthly return (arithmetic), % | 0.42 |
| Best month, % | 35.84 |
| Worst month, % | -28.27 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -84.16 |
| Total PnL, % | -8.42 |
| Gross profit | 1610.92 |
| Gross loss | 1652.86 |
| Trading volume (USDT) | 97882.38 |
| Total transactions (buy/sell) | 55 |
| Total fees | 35.23 |
| Funding net | -6.99 |
| Funding accrued (received) | 50.52 |
| Funding paid | 57.51 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 54 |
| Win Trades | 17 |
| Los Trades | 37 |
| Win Rate, % | 31.48 |
| Expectancy per trade | -0.7767 |
| Max consecutive wins | 6 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.44 |
| Position max, % of margin balance | 140.97 |
| Max Drawdown | 713.82 |
| Max Drawdown, % | 50.38 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9746 |
| Recovery Factor (Total PnL / Max DD) | -0.1179 |
| Sharpe ratio (monthly) | 0.1202 |
| Sortino ratio (monthly) | 0.1855 |
| CAGR, % | -3.58 |
| Calmar ratio (CAGR / Max DD%) | -0.0710 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -41.94 | Fee: 35.23 | Vol: 97882.38
Realized PnL by Symbol
Details
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