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
752.08
Total PnL
-247.92 (-24.79%)
Total Trades (Win/Los)
23 (9/14)
Win Rate
39.13%
Max Drawdown
709.59 (48.97%)
Total Fees
15.06
Position avg (max), %
93.95 (154.52)
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 | -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% | -8.32% | 2.53% | -1.97% | 9.73% | -9.39% | 0.94% | -0.79% | -4.18% | -11.68% | 18.10% | -7.37% | -24.37% |
| 2026 | 7.37% | 12.98% | -20.87% | -13.46% | -4.53% | 0.00% | — | — | — | — | — | — | -20.69% |
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 | 752.08 |
| Min balance | 621.51 |
| Max balance | 1449.07 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.94 |
| Average monthly return (arithmetic), % | -0.24 |
| Best month, % | 34.83 |
| Worst month, % | -23.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -247.92 |
| Total PnL, % | -24.79 |
| Gross profit | 1008.10 |
| Gross loss | 1223.07 |
| Trading volume (USDT) | 41846.62 |
| Total transactions (buy/sell) | 24 |
| Total fees | 15.06 |
| Funding net | -17.90 |
| Funding accrued (received) | 45.75 |
| Funding paid | 63.65 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 9 |
| Los Trades | 14 |
| Win Rate, % | 39.13 |
| Expectancy per trade | -9.3464 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.95 |
| Position max, % of margin balance | 154.52 |
| Max Drawdown | 709.59 |
| Max Drawdown, % | 48.97 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8242 |
| Recovery Factor (Total PnL / Max DD) | -0.3494 |
| Sharpe ratio (monthly) | -0.0678 |
| Sortino ratio (monthly) | -0.1032 |
| CAGR, % | -11.13 |
| Calmar ratio (CAGR / Max DD%) | -0.2273 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -214.97 | Fee: 15.06 | Vol: 41846.62
Realized PnL by Symbol
Details
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