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
758.86
Total PnL
-241.14 (-24.11%)
Total Trades (Win/Los)
23 (7/16)
Win Rate
30.43%
Max Drawdown
781.83 (54.04%)
Total Fees
14.31
Position avg (max), %
89.78 (157.03)
Profit Factor
0.81
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 | -21.05% | 7.06% | 18.76% | -7.92% | -6.45% | 5.28% | -1.59% | 5.95% | -8.05% | 10.10% | 34.91% | -3.38% | 25.26% |
| 2025 | -10.05% | -8.25% | 2.51% | -17.89% | 11.51% | -10.25% | 3.92% | 0.38% | -4.13% | -11.53% | 17.83% | -8.62% | -33.76% |
| 2026 | -8.50% | 12.67% | -0.95% | -7.22% | -3.41% | 0.00% | — | — | — | — | — | — | -8.49% |
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 | 758.86 |
| Min balance | 642.50 |
| Max balance | 1446.77 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.91 |
| Average monthly return (arithmetic), % | -0.28 |
| Best month, % | 34.91 |
| Worst month, % | -21.05 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -241.14 |
| Total PnL, % | -24.11 |
| Gross profit | 932.95 |
| Gross loss | 1149.54 |
| Trading volume (USDT) | 39769.11 |
| Total transactions (buy/sell) | 24 |
| Total fees | 14.31 |
| Funding net | -10.24 |
| Funding accrued (received) | 44.14 |
| Funding paid | 54.38 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 7 |
| Los Trades | 16 |
| Win Rate, % | 30.43 |
| Expectancy per trade | -9.4170 |
| Max consecutive wins | 1 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 89.78 |
| Position max, % of margin balance | 157.03 |
| Max Drawdown | 781.83 |
| Max Drawdown, % | 54.04 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8116 |
| Recovery Factor (Total PnL / Max DD) | -0.3084 |
| Sharpe ratio (monthly) | -0.0834 |
| Sortino ratio (monthly) | -0.1326 |
| CAGR, % | -10.80 |
| Calmar ratio (CAGR / Max DD%) | -0.1998 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -216.59 | Fee: 14.31 | Vol: 39769.11
Realized PnL by Symbol
Details
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