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
549.25
Total PnL
-450.75 (-45.07%)
Total Trades (Win/Los)
44 (13/31)
Win Rate
29.55%
Max Drawdown
731.44 (62.35%)
Total Fees
20.51
Position avg (max), %
94.68 (151.15)
Profit Factor
0.70
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 | -18.50% | 8.31% | 19.09% | -3.91% | -2.23% | 5.99% | -0.53% | -39.38% | -12.25% | 12.25% | 41.51% | -16.60% | -26.64% |
| 2025 | -12.29% | 2.02% | 1.97% | -12.14% | 10.22% | -11.24% | 4.01% | -5.65% | -10.19% | -7.57% | 16.75% | -5.16% | -29.26% |
| 2026 | 6.67% | 10.86% | -9.51% | -0.29% | -0.75% | 0.00% | — | — | — | — | — | — | 5.90% |
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 | 549.25 |
| Min balance | 441.70 |
| Max balance | 1173.15 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.98 |
| Average monthly return (arithmetic), % | -0.95 |
| Best month, % | 41.51 |
| Worst month, % | -39.38 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -450.75 |
| Total PnL, % | -45.07 |
| Gross profit | 979.64 |
| Gross loss | 1397.61 |
| Trading volume (USDT) | 56987.37 |
| Total transactions (buy/sell) | 45 |
| Total fees | 20.51 |
| Funding net | -12.27 |
| Funding accrued (received) | 33.18 |
| Funding paid | 45.45 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 44 |
| Win Trades | 13 |
| Los Trades | 31 |
| Win Rate, % | 29.55 |
| Expectancy per trade | -9.4993 |
| Max consecutive wins | 4 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.68 |
| Position max, % of margin balance | 151.15 |
| Max Drawdown | 731.44 |
| Max Drawdown, % | 62.35 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7009 |
| Recovery Factor (Total PnL / Max DD) | -0.6162 |
| Sharpe ratio (monthly) | -0.2339 |
| Sortino ratio (monthly) | -0.3256 |
| CAGR, % | -21.97 |
| Calmar ratio (CAGR / Max DD%) | -0.3524 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -417.97 | Fee: 20.51 | Vol: 56987.37
Realized PnL by Symbol
Details
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