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
411.12
Total PnL
-588.88 (-58.89%)
Total Trades (Win/Los)
40 (11/29)
Win Rate
27.50%
Max Drawdown
671.08 (65.07%)
Total Fees
16.89
Position avg (max), %
95.59 (154.52)
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 | -23.80% | 8.16% | 19.24% | -8.09% | -2.17% | 3.94% | -0.51% | -29.65% | -13.79% | 12.24% | 41.48% | -17.63% | -27.51% |
| 2025 | -15.42% | -1.51% | 2.15% | -16.29% | 11.64% | -9.42% | 1.11% | -8.18% | -11.83% | -10.99% | 15.48% | -6.88% | -43.56% |
| 2026 | 6.54% | 11.04% | -14.12% | -0.53% | -0.49% | 0.00% | — | — | — | — | — | — | 0.56% |
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 | 411.12 |
| Min balance | 360.23 |
| Max balance | 1031.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.92 |
| Average monthly return (arithmetic), % | -1.94 |
| Best month, % | 41.48 |
| Worst month, % | -29.65 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -588.88 |
| Total PnL, % | -58.89 |
| Gross profit | 795.11 |
| Gross loss | 1353.33 |
| Trading volume (USDT) | 46920.30 |
| Total transactions (buy/sell) | 41 |
| Total fees | 16.89 |
| Funding net | -13.76 |
| Funding accrued (received) | 28.97 |
| Funding paid | 42.73 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 40 |
| Win Trades | 11 |
| Los Trades | 29 |
| Win Rate, % | 27.50 |
| Expectancy per trade | -13.9556 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 95.59 |
| Position max, % of margin balance | 154.52 |
| Max Drawdown | 671.08 |
| Max Drawdown, % | 65.07 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5875 |
| Recovery Factor (Total PnL / Max DD) | -0.8775 |
| Sharpe ratio (monthly) | -0.4783 |
| Sortino ratio (monthly) | -0.6532 |
| CAGR, % | -30.79 |
| Calmar ratio (CAGR / Max DD%) | -0.4732 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -558.22 | Fee: 16.89 | Vol: 46920.30
Realized PnL by Symbol
Details
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