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
449.54
Total PnL
-550.46 (-55.05%)
Total Trades (Win/Los)
30 (7/23)
Win Rate
23.33%
Max Drawdown
622.82 (60.39%)
Total Fees
12.57
Position avg (max), %
94.69 (170.87)
Profit Factor
0.55
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 | -29.87% | 7.16% | 19.78% | -10.07% | -5.87% | 2.51% | -7.88% | -16.58% | -15.63% | -11.98% | 40.52% | -3.76% | -39.72% |
| 2025 | -10.59% | 7.48% | 1.86% | -0.72% | 8.55% | -8.87% | 0.92% | -9.20% | -4.03% | -11.26% | 17.36% | -8.11% | -19.10% |
| 2026 | 7.31% | 11.49% | -8.81% | -11.51% | -4.46% | 0.00% | — | — | — | — | — | — | -7.76% |
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 | 449.54 |
| Min balance | 408.49 |
| Max balance | 1031.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.63 |
| Average monthly return (arithmetic), % | -1.81 |
| Best month, % | 40.52 |
| Worst month, % | -29.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -550.46 |
| Total PnL, % | -55.05 |
| Gross profit | 650.61 |
| Gross loss | 1181.84 |
| Trading volume (USDT) | 34919.96 |
| Total transactions (buy/sell) | 31 |
| Total fees | 12.57 |
| Funding net | -6.66 |
| Funding accrued (received) | 30.77 |
| Funding paid | 37.43 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 7 |
| Los Trades | 23 |
| Win Rate, % | 23.33 |
| Expectancy per trade | -17.7076 |
| Max consecutive wins | 2 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.69 |
| Position max, % of margin balance | 170.87 |
| Max Drawdown | 622.82 |
| Max Drawdown, % | 60.39 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5505 |
| Recovery Factor (Total PnL / Max DD) | -0.8838 |
| Sharpe ratio (monthly) | -0.4808 |
| Sortino ratio (monthly) | -0.6889 |
| CAGR, % | -28.19 |
| Calmar ratio (CAGR / Max DD%) | -0.4667 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -531.23 | Fee: 12.57 | Vol: 34919.96
Realized PnL by Symbol
Details
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