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
529.77
Total PnL
-470.23 (-47.02%)
Total Trades (Win/Los)
32 (11/21)
Win Rate
34.38%
Max Drawdown
637.02 (61.77%)
Total Fees
14.56
Position avg (max), %
96.00 (162.39)
Profit Factor
0.64
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% | -37.71% | -24.47% | 12.62% | 42.63% | -3.90% | -33.63% |
| 2025 | -10.05% | -1.55% | 2.20% | -0.85% | 10.09% | -9.30% | 0.89% | -8.32% | -4.46% | -4.92% | 15.71% | -7.04% | -19.02% |
| 2026 | 13.12% | 11.87% | -14.56% | -8.07% | -0.77% | 0.00% | — | — | — | — | — | — | -1.38% |
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 | 529.77 |
| Min balance | 394.30 |
| Max balance | 1031.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.09 |
| Average monthly return (arithmetic), % | -1.00 |
| Best month, % | 42.63 |
| Worst month, % | -37.71 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -470.23 |
| Total PnL, % | -47.02 |
| Gross profit | 780.65 |
| Gross loss | 1222.55 |
| Trading volume (USDT) | 40466.89 |
| Total transactions (buy/sell) | 33 |
| Total fees | 14.56 |
| Funding net | -13.77 |
| Funding accrued (received) | 30.40 |
| Funding paid | 44.17 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 32 |
| Win Trades | 11 |
| Los Trades | 21 |
| Win Rate, % | 34.38 |
| Expectancy per trade | -13.8094 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 96.00 |
| Position max, % of margin balance | 162.39 |
| Max Drawdown | 637.02 |
| Max Drawdown, % | 61.77 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6385 |
| Recovery Factor (Total PnL / Max DD) | -0.7382 |
| Sharpe ratio (monthly) | -0.2382 |
| Sortino ratio (monthly) | -0.3308 |
| CAGR, % | -23.13 |
| Calmar ratio (CAGR / Max DD%) | -0.3745 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -441.90 | Fee: 14.56 | Vol: 40466.89
Realized PnL by Symbol
Details
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