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
366.81
Total PnL
-633.19 (-63.32%)
Total Trades (Win/Los)
25 (7/18)
Win Rate
28.00%
Max Drawdown
707.39 (68.59%)
Total Fees
10.17
Position avg (max), %
102.18 (194.22)
Profit Factor
0.47
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 | -30.34% | 7.21% | 19.91% | -17.85% | -7.65% | -1.90% | -10.62% | -27.25% | -18.06% | 13.37% | 44.86% | -4.04% | -44.03% |
| 2025 | -9.39% | -4.69% | 2.23% | -0.86% | 10.22% | -9.21% | 0.80% | -0.40% | -10.49% | -5.87% | 18.93% | 2.50% | -9.67% |
| 2026 | -4.25% | 12.42% | -19.40% | -12.22% | -4.64% | 0.00% | — | — | — | — | — | — | -27.38% |
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 | 366.81 |
| Min balance | 323.93 |
| Max balance | 1031.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -3.29 |
| Average monthly return (arithmetic), % | -2.22 |
| Best month, % | 44.86 |
| Worst month, % | -30.34 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -633.19 |
| Total PnL, % | -63.32 |
| Gross profit | 551.92 |
| Gross loss | 1164.15 |
| Trading volume (USDT) | 28255.37 |
| Total transactions (buy/sell) | 26 |
| Total fees | 10.17 |
| Funding net | -10.79 |
| Funding accrued (received) | 27.14 |
| Funding paid | 37.94 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 7 |
| Los Trades | 18 |
| Win Rate, % | 28.00 |
| Expectancy per trade | -24.4893 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 102.18 |
| Position max, % of margin balance | 194.22 |
| Max Drawdown | 707.39 |
| Max Drawdown, % | 68.59 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.4741 |
| Recovery Factor (Total PnL / Max DD) | -0.8951 |
| Sharpe ratio (monthly) | -0.5219 |
| Sortino ratio (monthly) | -0.7226 |
| CAGR, % | -33.99 |
| Calmar ratio (CAGR / Max DD%) | -0.4955 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -612.23 | Fee: 10.17 | Vol: 28255.37
Realized PnL by Symbol
Details
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