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
729.65
Total PnL
-270.35 (-27.03%)
Total Trades (Win/Los)
25 (9/16)
Win Rate
36.00%
Max Drawdown
815.01 (53.20%)
Total Fees
16.21
Position avg (max), %
94.36 (157.03)
Profit Factor
0.82
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 | -21.05% | 7.06% | 18.76% | -6.34% | -2.08% | 4.22% | -2.17% | 8.20% | -10.02% | 10.39% | 35.81% | -3.44% | 32.29% |
| 2025 | -10.50% | -8.61% | 2.59% | -16.74% | 10.84% | -9.70% | 1.25% | 0.37% | -3.99% | -9.73% | 16.86% | -7.02% | -33.07% |
| 2026 | 8.00% | 12.58% | -18.17% | -13.04% | -4.67% | 0.00% | — | — | — | — | — | — | -17.52% |
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 | 729.65 |
| Min balance | 642.50 |
| Max balance | 1532.06 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.04 |
| Average monthly return (arithmetic), % | -0.34 |
| Best month, % | 35.81 |
| Worst month, % | -21.05 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -270.35 |
| Total PnL, % | -27.03 |
| Gross profit | 1056.41 |
| Gross loss | 1289.67 |
| Trading volume (USDT) | 45060.92 |
| Total transactions (buy/sell) | 26 |
| Total fees | 16.21 |
| Funding net | -20.87 |
| Funding accrued (received) | 43.98 |
| Funding paid | 64.86 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 9 |
| Los Trades | 16 |
| Win Rate, % | 36.00 |
| Expectancy per trade | -9.3304 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.36 |
| Position max, % of margin balance | 157.03 |
| Max Drawdown | 815.01 |
| Max Drawdown, % | 53.20 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8191 |
| Recovery Factor (Total PnL / Max DD) | -0.3317 |
| Sharpe ratio (monthly) | -0.0991 |
| Sortino ratio (monthly) | -0.1521 |
| CAGR, % | -12.24 |
| Calmar ratio (CAGR / Max DD%) | -0.2300 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -233.26 | Fee: 16.21 | Vol: 45060.92
Realized PnL by Symbol
Details
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