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
453.20
Total PnL
-546.80 (-54.68%)
Total Trades (Win/Los)
40 (12/28)
Win Rate
30.00%
Max Drawdown
718.93 (65.79%)
Total Fees
17.28
Position avg (max), %
94.31 (155.17)
Profit Factor
0.61
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 | -23.80% | 8.16% | 19.24% | -8.09% | -2.17% | 3.94% | -0.51% | -6.71% | -24.16% | -6.70% | 38.50% | -17.10% | -30.74% |
| 2025 | -15.82% | -2.96% | -3.91% | -9.57% | 10.19% | -9.18% | 1.62% | -7.50% | -4.63% | -10.65% | 14.94% | -6.62% | -38.93% |
| 2026 | 5.23% | 10.81% | -6.92% | -0.41% | -0.82% | 0.00% | — | — | — | — | — | — | 7.21% |
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 | 453.20 |
| Min balance | 373.88 |
| Max balance | 1092.81 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.60 |
| Average monthly return (arithmetic), % | -1.85 |
| Best month, % | 38.50 |
| Worst month, % | -24.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -546.80 |
| Total PnL, % | -54.68 |
| Gross profit | 802.58 |
| Gross loss | 1320.75 |
| Trading volume (USDT) | 48016.57 |
| Total transactions (buy/sell) | 41 |
| Total fees | 17.28 |
| Funding net | -11.34 |
| Funding accrued (received) | 29.88 |
| Funding paid | 41.22 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 40 |
| Win Trades | 12 |
| Los Trades | 28 |
| Win Rate, % | 30.00 |
| Expectancy per trade | -12.9544 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.31 |
| Position max, % of margin balance | 155.17 |
| Max Drawdown | 718.93 |
| Max Drawdown, % | 65.79 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6077 |
| Recovery Factor (Total PnL / Max DD) | -0.7606 |
| Sharpe ratio (monthly) | -0.5161 |
| Sortino ratio (monthly) | -0.7274 |
| CAGR, % | -27.94 |
| Calmar ratio (CAGR / Max DD%) | -0.4248 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -518.18 | Fee: 17.28 | Vol: 48016.57
Realized PnL by Symbol
Details
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