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
972.01
Total PnL
-27.99 (-2.80%)
Total Trades (Win/Los)
53 (8/45)
Win Rate
15.09%
Max Drawdown
721.13 (58.46%)
Total Fees
31.80
Position avg (max), %
93.98 (148.43)
Profit Factor
1.01
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 | -29.34% | 44.36% | 16.52% | -3.67% | -18.51% | -13.02% | -21.11% | -9.65% | -0.96% | 10.65% | 36.64% | -3.50% | -16.42% |
| 2025 | 1.50% | 2.02% | 2.00% | -3.72% | 10.61% | -4.02% | 3.79% | 6.36% | -15.00% | -1.12% | 16.42% | 2.22% | 19.17% |
| 2026 | 3.78% | 12.80% | -14.84% | 2.17% | -4.11% | 0.00% | — | — | — | — | — | — | -2.34% |
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 | 972.01 |
| Min balance | 512.48 |
| Max balance | 1239.61 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.09 |
| Average monthly return (arithmetic), % | 0.97 |
| Best month, % | 44.36 |
| Worst month, % | -29.34 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -27.99 |
| Total PnL, % | -2.80 |
| Gross profit | 1389.67 |
| Gross loss | 1373.80 |
| Trading volume (USDT) | 88367.43 |
| Total transactions (buy/sell) | 54 |
| Total fees | 31.80 |
| Funding net | -12.07 |
| Funding accrued (received) | 43.60 |
| Funding paid | 55.67 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 53 |
| Win Trades | 8 |
| Los Trades | 45 |
| Win Rate, % | 15.09 |
| Expectancy per trade | 0.2996 |
| Max consecutive wins | 1 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.98 |
| Position max, % of margin balance | 148.43 |
| Max Drawdown | 721.13 |
| Max Drawdown, % | 58.46 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0116 |
| Recovery Factor (Total PnL / Max DD) | -0.0388 |
| Sharpe ratio (monthly) | 0.2253 |
| Sortino ratio (monthly) | 0.3749 |
| CAGR, % | -1.17 |
| Calmar ratio (CAGR / Max DD%) | -0.0200 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 15.88 | Fee: 31.80 | Vol: 88367.43
Realized PnL by Symbol
Details
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