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
480.68
Total PnL
-519.32 (-51.93%)
Total Trades (Win/Los)
30 (9/21)
Win Rate
30.00%
Max Drawdown
647.87 (62.82%)
Total Fees
13.70
Position avg (max), %
94.48 (167.04)
Profit Factor
0.60
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% | 3.85% | -2.29% | -38.43% | -24.89% | 11.45% | 39.09% | -3.67% | -38.08% |
| 2025 | -10.31% | 7.99% | 1.80% | 0.15% | 9.83% | -9.08% | 0.87% | -10.47% | -4.55% | -4.91% | 15.69% | -7.14% | -13.18% |
| 2026 | 11.20% | 12.07% | -14.78% | -12.08% | -4.18% | 0.00% | — | — | — | — | — | — | -10.53% |
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 | 480.68 |
| Min balance | 383.45 |
| Max balance | 1031.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.41 |
| Average monthly return (arithmetic), % | -1.32 |
| Best month, % | 39.09 |
| Worst month, % | -38.43 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -519.32 |
| Total PnL, % | -51.93 |
| Gross profit | 748.47 |
| Gross loss | 1241.03 |
| Trading volume (USDT) | 38060.85 |
| Total transactions (buy/sell) | 31 |
| Total fees | 13.70 |
| Funding net | -13.06 |
| Funding accrued (received) | 29.76 |
| Funding paid | 42.82 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 9 |
| Los Trades | 21 |
| Win Rate, % | 30.00 |
| Expectancy per trade | -16.4187 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.48 |
| Position max, % of margin balance | 167.04 |
| Max Drawdown | 647.87 |
| Max Drawdown, % | 62.82 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6031 |
| Recovery Factor (Total PnL / Max DD) | -0.8016 |
| Sharpe ratio (monthly) | -0.3152 |
| Sortino ratio (monthly) | -0.4202 |
| CAGR, % | -26.17 |
| Calmar ratio (CAGR / Max DD%) | -0.4165 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -492.56 | Fee: 13.70 | Vol: 38060.85
Realized PnL by Symbol
Details
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