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
420.00
Total PnL
-580.00 (-58.00%)
Total Trades (Win/Los)
38 (12/26)
Win Rate
31.58%
Max Drawdown
737.31 (67.77%)
Total Fees
16.45
Position avg (max), %
94.59 (156.29)
Profit Factor
0.59
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% | -7.24% | -24.30% | -6.75% | 38.81% | -17.20% | -31.22% |
| 2025 | -14.29% | -3.10% | -3.88% | -17.39% | 11.04% | -9.87% | 1.08% | -6.30% | -3.74% | -10.39% | 15.88% | -7.45% | -42.17% |
| 2026 | 12.05% | 10.79% | -6.91% | -7.76% | -0.88% | 0.00% | — | — | — | — | — | — | 5.66% |
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 | 420.00 |
| Min balance | 350.68 |
| Max balance | 1088.00 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.85 |
| Average monthly return (arithmetic), % | -2.03 |
| Best month, % | 38.81 |
| Worst month, % | -24.30 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -580.00 |
| Total PnL, % | -58.00 |
| Gross profit | 782.65 |
| Gross loss | 1332.98 |
| Trading volume (USDT) | 45702.27 |
| Total transactions (buy/sell) | 39 |
| Total fees | 16.45 |
| Funding net | -13.21 |
| Funding accrued (received) | 28.40 |
| Funding paid | 41.61 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 38 |
| Win Trades | 12 |
| Los Trades | 26 |
| Win Rate, % | 31.58 |
| Expectancy per trade | -14.4825 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.59 |
| Position max, % of margin balance | 156.29 |
| Max Drawdown | 737.31 |
| Max Drawdown, % | 67.77 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5871 |
| Recovery Factor (Total PnL / Max DD) | -0.7866 |
| Sharpe ratio (monthly) | -0.5432 |
| Sortino ratio (monthly) | -0.7604 |
| CAGR, % | -30.18 |
| Calmar ratio (CAGR / Max DD%) | -0.4453 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -550.33 | Fee: 16.45 | Vol: 45702.27
Realized PnL by Symbol
Details
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