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
574.92
Total PnL
-425.08 (-42.51%)
Total Trades (Win/Los)
30 (8/22)
Win Rate
26.67%
Max Drawdown
520.01 (50.42%)
Total Fees
14.86
Position avg (max), %
94.56 (154.52)
Profit Factor
0.67
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% | -7.61% | -12.55% | -14.08% | -12.30% | 37.27% | -3.54% | -26.66% |
| 2025 | -10.63% | 8.12% | 1.83% | 0.01% | 9.71% | -9.13% | 0.89% | -9.59% | -4.90% | -12.12% | 17.89% | -7.85% | -18.74% |
| 2026 | 9.30% | 12.92% | -7.71% | -11.28% | -4.48% | 0.00% | — | — | — | — | — | — | -3.46% |
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 | 574.92 |
| Min balance | 511.30 |
| Max balance | 1031.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.83 |
| Average monthly return (arithmetic), % | -1.12 |
| Best month, % | 37.27 |
| Worst month, % | -23.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -425.08 |
| Total PnL, % | -42.51 |
| Gross profit | 804.05 |
| Gross loss | 1205.64 |
| Trading volume (USDT) | 41306.38 |
| Total transactions (buy/sell) | 31 |
| Total fees | 14.86 |
| Funding net | -8.62 |
| Funding accrued (received) | 36.31 |
| Funding paid | 44.93 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 8 |
| Los Trades | 22 |
| Win Rate, % | 26.67 |
| Expectancy per trade | -13.3866 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.56 |
| Position max, % of margin balance | 154.52 |
| Max Drawdown | 520.01 |
| Max Drawdown, % | 50.42 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6669 |
| Recovery Factor (Total PnL / Max DD) | -0.8174 |
| Sharpe ratio (monthly) | -0.3167 |
| Sortino ratio (monthly) | -0.4809 |
| CAGR, % | -20.48 |
| Calmar ratio (CAGR / Max DD%) | -0.4063 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -401.60 | Fee: 14.86 | Vol: 41306.38
Realized PnL by Symbol
Details
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