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
992.08
Total PnL
-7.92 (-0.79%)
Total Trades (Win/Los)
154 (18/136)
Win Rate
11.69%
Max Drawdown
696.42 (55.69%)
Total Fees
91.07
Position avg (max), %
90.82 (139.21)
Profit Factor
1.07
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 | -27.64% | 43.32% | 16.25% | -3.71% | -14.39% | 5.38% | -15.11% | -33.42% | 2.23% | 4.96% | 25.48% | -12.48% | -30.26% |
| 2025 | 2.86% | 13.72% | 1.85% | -6.40% | 10.30% | -5.09% | 7.07% | -2.27% | -7.00% | -1.44% | 15.08% | -15.43% | 8.98% |
| 2026 | 7.26% | 11.80% | 4.12% | 1.81% | 2.73% | 0.00% | — | — | — | — | — | — | 30.60% |
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 | 992.08 |
| Min balance | 554.17 |
| Max balance | 1250.59 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.02 |
| Average monthly return (arithmetic), % | 1.06 |
| Best month, % | 43.32 |
| Worst month, % | -33.42 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -7.92 |
| Total PnL, % | -0.79 |
| Gross profit | 1577.23 |
| Gross loss | 1480.91 |
| Trading volume (USDT) | 252984.04 |
| Total transactions (buy/sell) | 155 |
| Total fees | 91.07 |
| Funding net | -13.18 |
| Funding accrued (received) | 39.43 |
| Funding paid | 52.60 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 154 |
| Win Trades | 18 |
| Los Trades | 136 |
| Win Rate, % | 11.69 |
| Expectancy per trade | 0.6255 |
| Max consecutive wins | 2 |
| Max consecutive losses | 36 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 90.82 |
| Position max, % of margin balance | 139.21 |
| Max Drawdown | 696.42 |
| Max Drawdown, % | 55.69 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0650 |
| Recovery Factor (Total PnL / Max DD) | -0.0114 |
| Sharpe ratio (monthly) | 0.2505 |
| Sortino ratio (monthly) | 0.3775 |
| CAGR, % | -0.33 |
| Calmar ratio (CAGR / Max DD%) | -0.0059 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 96.33 | Fee: 91.07 | Vol: 252984.04
Realized PnL by Symbol
Details
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