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
948.21
Total PnL
-51.79 (-5.18%)
Total Trades (Win/Los)
19 (7/12)
Win Rate
36.84%
Max Drawdown
635.31 (45.09%)
Total Fees
12.34
Position avg (max), %
90.13 (154.52)
Profit Factor
0.97
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 | -23.80% | 8.16% | 19.24% | -9.68% | -6.72% | 5.52% | -1.65% | 6.20% | -8.49% | 10.56% | 36.33% | -3.48% | 21.49% |
| 2025 | -11.30% | -8.63% | 2.63% | -2.04% | 10.12% | -9.74% | 0.97% | -0.83% | -4.35% | -12.17% | 18.97% | -8.74% | -26.04% |
| 2026 | 5.12% | 14.00% | -1.04% | -7.90% | -3.34% | 0.00% | — | — | — | — | — | — | 5.59% |
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 | 948.21 |
| Min balance | 621.51 |
| Max balance | 1409.07 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.18 |
| Average monthly return (arithmetic), % | 0.46 |
| Best month, % | 36.33 |
| Worst month, % | -23.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -51.79 |
| Total PnL, % | -5.18 |
| Gross profit | 919.75 |
| Gross loss | 947.78 |
| Trading volume (USDT) | 34288.50 |
| Total transactions (buy/sell) | 20 |
| Total fees | 12.34 |
| Funding net | -11.43 |
| Funding accrued (received) | 46.03 |
| Funding paid | 57.46 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 19 |
| Win Trades | 7 |
| Los Trades | 12 |
| Win Rate, % | 36.84 |
| Expectancy per trade | -1.4752 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 90.13 |
| Position max, % of margin balance | 154.52 |
| Max Drawdown | 635.31 |
| Max Drawdown, % | 45.09 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9704 |
| Recovery Factor (Total PnL / Max DD) | -0.0815 |
| Sharpe ratio (monthly) | 0.1387 |
| Sortino ratio (monthly) | 0.2345 |
| CAGR, % | -2.18 |
| Calmar ratio (CAGR / Max DD%) | -0.0483 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -28.03 | Fee: 12.34 | Vol: 34288.50
Realized PnL by Symbol
Details
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