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
505.16
Total PnL
-494.84 (-49.48%)
Total Trades (Win/Los)
32 (9/23)
Win Rate
28.13%
Max Drawdown
598.70 (58.05%)
Total Fees
14.85
Position avg (max), %
94.65 (163.23)
Profit Factor
0.62
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% | 2.95% | -2.31% | -14.93% | -28.88% | -12.61% | 38.44% | -3.62% | -37.30% |
| 2025 | -10.18% | 7.88% | 1.78% | 0.15% | 9.71% | -8.98% | 0.12% | -8.71% | -4.74% | -11.39% | 16.46% | -7.44% | -17.98% |
| 2026 | 11.71% | 12.56% | -7.46% | -11.51% | -4.53% | 0.00% | — | — | — | — | — | — | -1.69% |
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 | 505.16 |
| Min balance | 432.62 |
| Max balance | 1031.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.25 |
| Average monthly return (arithmetic), % | -1.41 |
| Best month, % | 38.44 |
| Worst month, % | -28.88 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -494.84 |
| Total PnL, % | -49.48 |
| Gross profit | 758.24 |
| Gross loss | 1227.67 |
| Trading volume (USDT) | 41267.13 |
| Total transactions (buy/sell) | 33 |
| Total fees | 14.85 |
| Funding net | -10.56 |
| Funding accrued (received) | 31.94 |
| Funding paid | 42.50 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 32 |
| Win Trades | 9 |
| Los Trades | 23 |
| Win Rate, % | 28.13 |
| Expectancy per trade | -14.6697 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.65 |
| Position max, % of margin balance | 163.23 |
| Max Drawdown | 598.70 |
| Max Drawdown, % | 58.05 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6176 |
| Recovery Factor (Total PnL / Max DD) | -0.8265 |
| Sharpe ratio (monthly) | -0.3723 |
| Sortino ratio (monthly) | -0.5287 |
| CAGR, % | -24.63 |
| Calmar ratio (CAGR / Max DD%) | -0.4243 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -469.43 | Fee: 14.85 | Vol: 41267.13
Realized PnL by Symbol
Details
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