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
945.84
Total PnL
-54.16 (-5.42%)
Total Trades (Win/Los)
24 (10/14)
Win Rate
41.67%
Max Drawdown
567.10 (38.83%)
Total Fees
17.35
Position avg (max), %
93.20 (154.52)
Profit Factor
0.98
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% | 3.94% | -2.10% | 7.90% | -9.82% | 10.07% | 34.83% | -3.37% | 25.49% |
| 2025 | -10.94% | 8.73% | 1.95% | -0.34% | 9.73% | -9.50% | 0.95% | -0.74% | -4.36% | -12.20% | 19.03% | -7.57% | -9.55% |
| 2026 | 7.23% | 12.84% | -19.77% | -13.21% | -1.04% | 0.00% | — | — | — | — | — | — | -16.62% |
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 | 945.84 |
| Min balance | 621.51 |
| Max balance | 1460.50 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.18 |
| Average monthly return (arithmetic), % | 0.52 |
| Best month, % | 34.83 |
| Worst month, % | -23.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -54.16 |
| Total PnL, % | -5.42 |
| Gross profit | 1197.40 |
| Gross loss | 1223.38 |
| Trading volume (USDT) | 48208.73 |
| Total transactions (buy/sell) | 25 |
| Total fees | 17.35 |
| Funding net | -10.85 |
| Funding accrued (received) | 54.44 |
| Funding paid | 65.28 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 24 |
| Win Trades | 10 |
| Los Trades | 14 |
| Win Rate, % | 41.67 |
| Expectancy per trade | -1.0822 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.20 |
| Position max, % of margin balance | 154.52 |
| Max Drawdown | 567.10 |
| Max Drawdown, % | 38.83 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9788 |
| Recovery Factor (Total PnL / Max DD) | -0.0955 |
| Sharpe ratio (monthly) | 0.1500 |
| Sortino ratio (monthly) | 0.2359 |
| CAGR, % | -2.28 |
| Calmar ratio (CAGR / Max DD%) | -0.0587 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -25.97 | Fee: 17.35 | Vol: 48208.73
Realized PnL by Symbol
Details
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