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
513.61
Total PnL
-486.39 (-48.64%)
Total Trades (Win/Los)
30 (10/20)
Win Rate
33.33%
Max Drawdown
646.70 (62.71%)
Total Fees
13.70
Position avg (max), %
93.70 (166.71)
Profit Factor
0.62
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% | -2.25% | -38.38% | -24.84% | 11.42% | 38.99% | -3.66% | -37.97% |
| 2025 | -10.29% | 7.97% | 1.80% | 0.15% | 9.81% | -9.07% | 0.87% | -9.52% | -4.49% | -4.85% | 15.48% | -6.95% | -12.12% |
| 2026 | 12.92% | 11.72% | -14.40% | -11.71% | -1.12% | 0.00% | — | — | — | — | — | — | -5.72% |
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 | 513.61 |
| Min balance | 384.62 |
| Max balance | 1031.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.19 |
| Average monthly return (arithmetic), % | -1.10 |
| Best month, % | 38.99 |
| Worst month, % | -38.38 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -486.39 |
| Total PnL, % | -48.64 |
| Gross profit | 761.69 |
| Gross loss | 1221.99 |
| Trading volume (USDT) | 38079.61 |
| Total transactions (buy/sell) | 31 |
| Total fees | 13.70 |
| Funding net | -12.39 |
| Funding accrued (received) | 30.07 |
| Funding paid | 42.46 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 10 |
| Los Trades | 20 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -15.3431 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.70 |
| Position max, % of margin balance | 166.71 |
| Max Drawdown | 646.70 |
| Max Drawdown, % | 62.71 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6233 |
| Recovery Factor (Total PnL / Max DD) | -0.7521 |
| Sharpe ratio (monthly) | -0.2653 |
| Sortino ratio (monthly) | -0.3561 |
| CAGR, % | -24.11 |
| Calmar ratio (CAGR / Max DD%) | -0.3845 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -460.29 | Fee: 13.70 | Vol: 38079.61
Realized PnL by Symbol
Details
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