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
824.34
Total PnL
-175.66 (-17.57%)
Total Trades (Win/Los)
26 (10/16)
Win Rate
38.46%
Max Drawdown
693.41 (47.18%)
Total Fees
18.74
Position avg (max), %
94.20 (157.70)
Profit Factor
0.89
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 | -21.33% | 7.09% | 18.82% | -7.95% | -2.12% | 4.31% | -2.22% | 8.37% | -10.16% | 9.84% | 34.10% | -3.32% | 27.55% |
| 2025 | -10.81% | 8.16% | 1.93% | -0.33% | 9.62% | -9.39% | 0.94% | -0.74% | -4.31% | -12.05% | 18.75% | -7.05% | -9.39% |
| 2026 | -8.23% | 13.61% | -20.07% | -13.53% | -0.95% | 0.00% | — | — | — | — | — | — | -28.62% |
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 | 824.34 |
| Min balance | 639.71 |
| Max balance | 1469.68 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.64 |
| Average monthly return (arithmetic), % | 0.03 |
| Best month, % | 34.10 |
| Worst month, % | -21.33 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -175.66 |
| Total PnL, % | -17.57 |
| Gross profit | 1188.55 |
| Gross loss | 1341.28 |
| Trading volume (USDT) | 52074.85 |
| Total transactions (buy/sell) | 27 |
| Total fees | 18.74 |
| Funding net | -4.19 |
| Funding accrued (received) | 57.87 |
| Funding paid | 62.07 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 26 |
| Win Trades | 10 |
| Los Trades | 16 |
| Win Rate, % | 38.46 |
| Expectancy per trade | -5.8742 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.20 |
| Position max, % of margin balance | 157.70 |
| Max Drawdown | 693.41 |
| Max Drawdown, % | 47.18 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8861 |
| Recovery Factor (Total PnL / Max DD) | -0.2533 |
| Sharpe ratio (monthly) | 0.0097 |
| Sortino ratio (monthly) | 0.0152 |
| CAGR, % | -7.69 |
| Calmar ratio (CAGR / Max DD%) | -0.1629 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -152.73 | Fee: 18.74 | Vol: 52074.85
Realized PnL by Symbol
Details
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