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
818.23
Total PnL
-181.77 (-18.18%)
Total Trades (Win/Los)
58 (7/51)
Win Rate
12.07%
Max Drawdown
683.29 (51.94%)
Total Fees
34.39
Position avg (max), %
93.41 (146.52)
Profit Factor
0.90
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 | -18.15% | 33.10% | 16.38% | -3.34% | -13.63% | -12.13% | -20.53% | -3.92% | -0.83% | 10.59% | 36.44% | -3.48% | 2.57% |
| 2025 | 1.15% | -8.53% | 2.05% | -10.47% | -5.00% | 0.85% | 3.60% | 4.92% | -12.88% | -15.02% | 17.62% | 2.36% | -21.54% |
| 2026 | -2.32% | 12.24% | -9.58% | 6.75% | -3.85% | 0.00% | — | — | — | — | — | — | 1.74% |
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 | 818.23 |
| Min balance | 632.30 |
| Max balance | 1315.59 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.66 |
| Average monthly return (arithmetic), % | 0.15 |
| Best month, % | 36.44 |
| Worst month, % | -20.53 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -181.77 |
| Total PnL, % | -18.18 |
| Gross profit | 1209.77 |
| Gross loss | 1349.75 |
| Trading volume (USDT) | 95548.62 |
| Total transactions (buy/sell) | 59 |
| Total fees | 34.39 |
| Funding net | -7.40 |
| Funding accrued (received) | 46.10 |
| Funding paid | 53.50 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 58 |
| Win Trades | 7 |
| Los Trades | 51 |
| Win Rate, % | 12.07 |
| Expectancy per trade | -2.4135 |
| Max consecutive wins | 1 |
| Max consecutive losses | 20 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.41 |
| Position max, % of margin balance | 146.52 |
| Max Drawdown | 683.29 |
| Max Drawdown, % | 51.94 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8963 |
| Recovery Factor (Total PnL / Max DD) | -0.2660 |
| Sharpe ratio (monthly) | 0.0384 |
| Sortino ratio (monthly) | 0.0646 |
| CAGR, % | -7.97 |
| Calmar ratio (CAGR / Max DD%) | -0.1535 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -139.98 | Fee: 34.39 | Vol: 95548.62
Realized PnL by Symbol
Details
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