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
646.24
Total PnL
-353.76 (-35.38%)
Total Trades (Win/Los)
28 (9/19)
Win Rate
32.14%
Max Drawdown
556.18 (53.93%)
Total Fees
15.37
Position avg (max), %
99.36 (190.96)
Profit Factor
0.74
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% | 2.95% | -3.86% | -26.88% | -18.04% | 14.23% | 47.40% | -4.19% | -15.44% |
| 2025 | -10.16% | 7.55% | 1.85% | -0.09% | 9.64% | -9.17% | 0.90% | -9.15% | -4.99% | -5.38% | 17.26% | -7.38% | -12.37% |
| 2026 | 9.19% | 11.89% | -15.10% | -11.96% | -4.43% | 0.00% | — | — | — | — | — | — | -12.72% |
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 | 646.24 |
| Min balance | 475.14 |
| Max balance | 1031.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.44 |
| Average monthly return (arithmetic), % | -0.49 |
| Best month, % | 47.40 |
| Worst month, % | -26.88 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -353.76 |
| Total PnL, % | -35.38 |
| Gross profit | 940.62 |
| Gross loss | 1264.30 |
| Trading volume (USDT) | 42704.12 |
| Total transactions (buy/sell) | 29 |
| Total fees | 15.37 |
| Funding net | -14.72 |
| Funding accrued (received) | 38.76 |
| Funding paid | 53.47 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 28 |
| Win Trades | 9 |
| Los Trades | 19 |
| Win Rate, % | 32.14 |
| Expectancy per trade | -11.5600 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 99.36 |
| Position max, % of margin balance | 190.96 |
| Max Drawdown | 556.18 |
| Max Drawdown, % | 53.93 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7440 |
| Recovery Factor (Total PnL / Max DD) | -0.6361 |
| Sharpe ratio (monthly) | -0.1185 |
| Sortino ratio (monthly) | -0.1848 |
| CAGR, % | -16.54 |
| Calmar ratio (CAGR / Max DD%) | -0.3067 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -323.68 | Fee: 15.37 | Vol: 42704.12
Realized PnL by Symbol
Details
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