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
731.25
Total PnL
-268.75 (-26.88%)
Total Trades (Win/Los)
96 (8/88)
Win Rate
8.33%
Max Drawdown
753.49 (61.08%)
Total Fees
51.49
Position avg (max), %
93.69 (148.66)
Profit Factor
0.86
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% | -9.84% | -18.43% | -12.92% | -20.87% | -9.34% | -1.38% | 10.07% | 34.83% | -3.37% | -22.78% |
| 2025 | 1.75% | 4.06% | 1.85% | -4.03% | 10.03% | -4.14% | 3.32% | 6.80% | -14.68% | -13.05% | 17.07% | -9.45% | -5.28% |
| 2026 | 3.09% | 12.76% | -12.28% | 2.12% | -3.91% | 0.00% | — | — | — | — | — | — | 0.04% |
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 | 731.25 |
| Min balance | 480.13 |
| Max balance | 1233.61 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.04 |
| Average monthly return (arithmetic), % | 0.05 |
| Best month, % | 44.36 |
| Worst month, % | -29.34 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -268.75 |
| Total PnL, % | -26.88 |
| Gross profit | 1243.20 |
| Gross loss | 1450.22 |
| Trading volume (USDT) | 143058.28 |
| Total transactions (buy/sell) | 98 |
| Total fees | 51.49 |
| Funding net | -10.24 |
| Funding accrued (received) | 39.25 |
| Funding paid | 49.50 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 96 |
| Win Trades | 8 |
| Los Trades | 88 |
| Win Rate, % | 8.33 |
| Expectancy per trade | -2.1565 |
| Max consecutive wins | 1 |
| Max consecutive losses | 41 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.69 |
| Position max, % of margin balance | 148.66 |
| Max Drawdown | 753.49 |
| Max Drawdown, % | 61.08 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8572 |
| Recovery Factor (Total PnL / Max DD) | -0.3567 |
| Sharpe ratio (monthly) | 0.0120 |
| Sortino ratio (monthly) | 0.0192 |
| CAGR, % | -12.16 |
| Calmar ratio (CAGR / Max DD%) | -0.1990 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -207.02 | Fee: 51.49 | Vol: 143058.28
Realized PnL by Symbol
Details
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