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
410.50
Total PnL
-589.50 (-58.95%)
Total Trades (Win/Los)
42 (11/31)
Win Rate
26.19%
Max Drawdown
738.13 (67.70%)
Total Fees
17.43
Position avg (max), %
93.39 (157.70)
Profit Factor
0.59
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 | -21.33% | 7.09% | 18.82% | -6.35% | -2.09% | 5.99% | -0.53% | -38.93% | -13.70% | 11.97% | 40.67% | -16.73% | -33.11% |
| 2025 | -13.60% | -2.98% | 1.93% | -14.08% | 10.20% | -8.02% | 1.16% | -7.39% | -11.33% | -9.94% | 15.82% | -7.01% | -40.05% |
| 2026 | 7.51% | 11.16% | -13.40% | -0.53% | -0.49% | 0.00% | — | — | — | — | — | — | 2.44% |
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 | 410.50 |
| Min balance | 352.11 |
| Max balance | 1090.24 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.92 |
| Average monthly return (arithmetic), % | -1.87 |
| Best month, % | 40.67 |
| Worst month, % | -38.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -589.50 |
| Total PnL, % | -58.95 |
| Gross profit | 792.29 |
| Gross loss | 1351.69 |
| Trading volume (USDT) | 48434.43 |
| Total transactions (buy/sell) | 43 |
| Total fees | 17.43 |
| Funding net | -12.66 |
| Funding accrued (received) | 27.96 |
| Funding paid | 40.62 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 42 |
| Win Trades | 11 |
| Los Trades | 31 |
| Win Rate, % | 26.19 |
| Expectancy per trade | -13.3191 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.39 |
| Position max, % of margin balance | 157.70 |
| Max Drawdown | 738.13 |
| Max Drawdown, % | 67.70 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5861 |
| Recovery Factor (Total PnL / Max DD) | -0.7986 |
| Sharpe ratio (monthly) | -0.4537 |
| Sortino ratio (monthly) | -0.6044 |
| CAGR, % | -30.84 |
| Calmar ratio (CAGR / Max DD%) | -0.4555 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -559.40 | Fee: 17.43 | Vol: 48434.43
Realized PnL by Symbol
Details
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