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
495.79
Total PnL
-504.21 (-50.42%)
Total Trades (Win/Los)
28 (7/21)
Win Rate
25.00%
Max Drawdown
635.59 (61.63%)
Total Fees
12.89
Position avg (max), %
98.59 (186.70)
Profit Factor
0.61
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 | -29.87% | 7.16% | 19.78% | -10.07% | -5.87% | 3.31% | -7.82% | -27.01% | -17.72% | 14.00% | 46.74% | -4.15% | -30.12% |
| 2025 | -9.87% | 7.68% | 1.91% | -0.74% | 8.76% | -9.07% | 0.94% | -9.78% | -9.64% | -5.79% | 18.66% | -8.62% | -18.38% |
| 2026 | 7.46% | 11.77% | -14.46% | -11.77% | -4.06% | 0.00% | — | — | — | — | — | — | -13.02% |
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 | 495.79 |
| Min balance | 395.73 |
| Max balance | 1031.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.31 |
| Average monthly return (arithmetic), % | -1.27 |
| Best month, % | 46.74 |
| Worst month, % | -29.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -504.21 |
| Total PnL, % | -50.42 |
| Gross profit | 749.26 |
| Gross loss | 1231.24 |
| Trading volume (USDT) | 35807.72 |
| Total transactions (buy/sell) | 29 |
| Total fees | 12.89 |
| Funding net | -9.35 |
| Funding accrued (received) | 33.36 |
| Funding paid | 42.71 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 28 |
| Win Trades | 7 |
| Los Trades | 21 |
| Win Rate, % | 25.00 |
| Expectancy per trade | -17.2137 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 98.59 |
| Position max, % of margin balance | 186.70 |
| Max Drawdown | 635.59 |
| Max Drawdown, % | 61.63 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6085 |
| Recovery Factor (Total PnL / Max DD) | -0.7933 |
| Sharpe ratio (monthly) | -0.3000 |
| Sortino ratio (monthly) | -0.4408 |
| CAGR, % | -25.21 |
| Calmar ratio (CAGR / Max DD%) | -0.4091 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -481.98 | Fee: 12.89 | Vol: 35807.72
Realized PnL by Symbol
Details
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