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
737.56
Total PnL
-262.44 (-26.24%)
Total Trades (Win/Los)
27 (8/19)
Win Rate
29.63%
Max Drawdown
498.79 (41.55%)
Total Fees
16.18
Position avg (max), %
98.82 (159.13)
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 | -17.60% | 8.22% | 18.89% | -6.19% | -15.77% | -14.88% | -3.15% | 12.01% | -7.62% | 10.44% | 35.96% | -3.45% | 3.60% |
| 2025 | -5.57% | -9.09% | 2.43% | -9.25% | 10.90% | -8.38% | 4.30% | 3.21% | -4.15% | -7.75% | 17.18% | -8.35% | -17.11% |
| 2026 | -5.96% | 13.40% | -16.41% | 0.71% | -4.25% | 0.00% | — | — | — | — | — | — | -14.05% |
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 | 737.56 |
| Min balance | 615.52 |
| Max balance | 1200.34 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.01 |
| Average monthly return (arithmetic), % | -0.34 |
| Best month, % | 35.96 |
| Worst month, % | -17.60 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -262.44 |
| Total PnL, % | -26.24 |
| Gross profit | 1049.20 |
| Gross loss | 1282.21 |
| Trading volume (USDT) | 44956.40 |
| Total transactions (buy/sell) | 28 |
| Total fees | 16.18 |
| Funding net | -13.25 |
| Funding accrued (received) | 44.06 |
| Funding paid | 57.31 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 27 |
| Win Trades | 8 |
| Los Trades | 19 |
| Win Rate, % | 29.63 |
| Expectancy per trade | -8.6301 |
| Max consecutive wins | 1 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 98.82 |
| Position max, % of margin balance | 159.13 |
| Max Drawdown | 498.79 |
| Max Drawdown, % | 41.55 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8183 |
| Recovery Factor (Total PnL / Max DD) | -0.5262 |
| Sharpe ratio (monthly) | -0.0988 |
| Sortino ratio (monthly) | -0.1589 |
| CAGR, % | -11.84 |
| Calmar ratio (CAGR / Max DD%) | -0.2850 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -233.01 | Fee: 16.18 | Vol: 44956.40
Realized PnL by Symbol
Details
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