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
302.41
Total PnL
-697.59 (-69.76%)
Total Trades (Win/Los)
27 (7/20)
Win Rate
25.93%
Max Drawdown
738.52 (71.61%)
Total Fees
9.65
Position avg (max), %
98.66 (183.76)
Profit Factor
0.40
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% | -17.75% | -7.58% | -2.35% | -10.45% | -24.08% | -17.23% | -12.58% | 39.25% | -3.68% | -55.91% |
| 2025 | -10.77% | -4.84% | 2.31% | -2.25% | 8.02% | -8.37% | 0.80% | -0.40% | -4.32% | -12.08% | 18.81% | -8.68% | -22.98% |
| 2026 | 8.14% | 13.10% | -13.20% | -12.76% | -3.79% | 0.00% | — | — | — | — | — | — | -10.89% |
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 | 302.41 |
| Min balance | 292.80 |
| Max balance | 1031.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -3.91 |
| Average monthly return (arithmetic), % | -2.99 |
| Best month, % | 39.25 |
| Worst month, % | -29.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -697.59 |
| Total PnL, % | -69.76 |
| Gross profit | 452.20 |
| Gross loss | 1131.58 |
| Trading volume (USDT) | 26805.12 |
| Total transactions (buy/sell) | 28 |
| Total fees | 9.65 |
| Funding net | -8.57 |
| Funding accrued (received) | 23.46 |
| Funding paid | 32.03 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 27 |
| Win Trades | 7 |
| Los Trades | 20 |
| Win Rate, % | 25.93 |
| Expectancy per trade | -25.1619 |
| Max consecutive wins | 2 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 98.66 |
| Position max, % of margin balance | 183.76 |
| Max Drawdown | 738.52 |
| Max Drawdown, % | 71.61 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.3996 |
| Recovery Factor (Total PnL / Max DD) | -0.9446 |
| Sharpe ratio (monthly) | -0.7569 |
| Sortino ratio (monthly) | -0.9970 |
| CAGR, % | -39.06 |
| Calmar ratio (CAGR / Max DD%) | -0.5454 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -679.37 | Fee: 9.65 | Vol: 26805.12
Realized PnL by Symbol
Details
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