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
654.61
Total PnL
-345.39 (-34.54%)
Total Trades (Win/Los)
25 (7/18)
Win Rate
28.00%
Max Drawdown
518.91 (48.52%)
Total Fees
12.99
Position avg (max), %
96.01 (161.33)
Profit Factor
0.72
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 | -20.31% | 7.00% | 18.60% | -7.49% | -17.45% | -15.26% | -3.19% | 12.15% | -11.64% | 10.80% | 37.09% | -3.53% | -7.99% |
| 2025 | -7.91% | -7.83% | 2.49% | -13.96% | 10.18% | -9.52% | 3.73% | 1.33% | -3.71% | -9.07% | 18.64% | -8.20% | -25.21% |
| 2026 | -8.01% | 13.30% | -0.99% | -4.82% | -3.08% | 0.00% | — | — | — | — | — | — | -4.82% |
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 | 654.61 |
| Min balance | 550.54 |
| Max balance | 1069.45 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.40 |
| Average monthly return (arithmetic), % | -0.69 |
| Best month, % | 37.09 |
| Worst month, % | -20.31 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -345.39 |
| Total PnL, % | -34.54 |
| Gross profit | 817.51 |
| Gross loss | 1141.19 |
| Trading volume (USDT) | 36084.81 |
| Total transactions (buy/sell) | 26 |
| Total fees | 12.99 |
| Funding net | -8.72 |
| Funding accrued (received) | 38.66 |
| Funding paid | 47.38 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 7 |
| Los Trades | 18 |
| Win Rate, % | 28.00 |
| Expectancy per trade | -12.9474 |
| Max consecutive wins | 1 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 96.01 |
| Position max, % of margin balance | 161.33 |
| Max Drawdown | 518.91 |
| Max Drawdown, % | 48.52 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7164 |
| Recovery Factor (Total PnL / Max DD) | -0.6656 |
| Sharpe ratio (monthly) | -0.1947 |
| Sortino ratio (monthly) | -0.3051 |
| CAGR, % | -16.09 |
| Calmar ratio (CAGR / Max DD%) | -0.3317 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -323.69 | Fee: 12.99 | Vol: 36084.81
Realized PnL by Symbol
Details
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