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
898.81
Total PnL
-101.19 (-10.12%)
Total Trades (Win/Los)
40 (14/26)
Win Rate
35.00%
Max Drawdown
580.90 (46.64%)
Total Fees
24.41
Position avg (max), %
95.34 (151.15)
Profit Factor
0.95
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 | -18.50% | 8.31% | 19.09% | -3.91% | -2.23% | 5.99% | -0.53% | -8.32% | -13.93% | 0.55% | 37.49% | -13.88% | -2.20% |
| 2025 | -9.78% | 3.07% | -3.46% | -4.73% | 10.78% | -8.30% | 2.58% | -5.78% | -4.57% | -10.05% | 16.71% | -4.87% | -19.97% |
| 2026 | 7.67% | 11.42% | -3.55% | -0.01% | -0.68% | 0.00% | — | — | — | — | — | — | 14.91% |
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 | 898.81 |
| Min balance | 664.58 |
| Max balance | 1245.48 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.35 |
| Average monthly return (arithmetic), % | 0.22 |
| Best month, % | 37.49 |
| Worst month, % | -18.50 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -101.19 |
| Total PnL, % | -10.12 |
| Gross profit | 1278.44 |
| Gross loss | 1347.78 |
| Trading volume (USDT) | 67837.60 |
| Total transactions (buy/sell) | 41 |
| Total fees | 24.41 |
| Funding net | -7.43 |
| Funding accrued (received) | 47.33 |
| Funding paid | 54.77 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 40 |
| Win Trades | 14 |
| Los Trades | 26 |
| Win Rate, % | 35.00 |
| Expectancy per trade | -1.7335 |
| Max consecutive wins | 4 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 95.34 |
| Position max, % of margin balance | 151.15 |
| Max Drawdown | 580.90 |
| Max Drawdown, % | 46.64 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9486 |
| Recovery Factor (Total PnL / Max DD) | -0.1742 |
| Sharpe ratio (monthly) | 0.0684 |
| Sortino ratio (monthly) | 0.1193 |
| CAGR, % | -4.32 |
| Calmar ratio (CAGR / Max DD%) | -0.0927 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -69.34 | Fee: 24.41 | Vol: 67837.60
Realized PnL by Symbol
Details
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