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
422.14
Total PnL
-577.86 (-57.79%)
Total Trades (Win/Los)
30 (7/23)
Win Rate
23.33%
Max Drawdown
639.76 (62.03%)
Total Fees
12.37
Position avg (max), %
95.92 (170.87)
Profit Factor
0.53
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% | -12.06% | -6.15% | 1.85% | -8.14% | -15.66% | -14.99% | -12.18% | 41.26% | -3.81% | -40.52% |
| 2025 | -10.73% | 6.01% | 1.92% | -0.74% | 8.79% | -9.10% | 0.94% | -12.51% | -4.31% | -12.05% | 18.76% | -8.66% | -23.68% |
| 2026 | 7.81% | 12.29% | -9.18% | -10.74% | -5.17% | 0.00% | — | — | — | — | — | — | -6.94% |
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 | 422.14 |
| Min balance | 391.56 |
| Max balance | 1031.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.83 |
| Average monthly return (arithmetic), % | -1.98 |
| Best month, % | 41.26 |
| Worst month, % | -29.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -577.86 |
| Total PnL, % | -57.79 |
| Gross profit | 634.59 |
| Gross loss | 1193.05 |
| Trading volume (USDT) | 34366.93 |
| Total transactions (buy/sell) | 31 |
| Total fees | 12.37 |
| Funding net | -7.03 |
| Funding accrued (received) | 29.99 |
| Funding paid | 37.02 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 7 |
| Los Trades | 23 |
| Win Rate, % | 23.33 |
| Expectancy per trade | -18.6154 |
| Max consecutive wins | 2 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 95.92 |
| Position max, % of margin balance | 170.87 |
| Max Drawdown | 639.76 |
| Max Drawdown, % | 62.03 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5319 |
| Recovery Factor (Total PnL / Max DD) | -0.9032 |
| Sharpe ratio (monthly) | -0.5163 |
| Sortino ratio (monthly) | -0.7384 |
| CAGR, % | -30.03 |
| Calmar ratio (CAGR / Max DD%) | -0.4841 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -558.46 | Fee: 12.37 | Vol: 34366.93
Realized PnL by Symbol
Details
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