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
646.58
Total PnL
-353.42 (-35.34%)
Total Trades (Win/Los)
69 (8/61)
Win Rate
11.59%
Max Drawdown
641.11 (57.01%)
Total Fees
37.77
Position avg (max), %
92.27 (157.57)
Profit Factor
0.79
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 | -26.32% | 27.06% | 15.88% | -6.84% | -18.50% | -12.70% | -21.33% | -3.94% | -1.00% | 10.08% | 34.85% | -3.37% | -22.82% |
| 2025 | 4.86% | 5.16% | 2.03% | -5.11% | 9.72% | -6.81% | 3.32% | 6.81% | -14.43% | -17.55% | 14.96% | 2.05% | -0.30% |
| 2026 | -9.79% | 12.13% | -13.32% | -0.11% | -3.98% | 0.00% | — | — | — | — | — | — | -15.91% |
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 | 646.58 |
| Min balance | 483.53 |
| Max balance | 1124.64 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.44 |
| Average monthly return (arithmetic), % | -0.54 |
| Best month, % | 34.85 |
| Worst month, % | -26.32 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -353.42 |
| Total PnL, % | -35.34 |
| Gross profit | 1171.04 |
| Gross loss | 1476.59 |
| Trading volume (USDT) | 104943.13 |
| Total transactions (buy/sell) | 70 |
| Total fees | 37.77 |
| Funding net | -10.10 |
| Funding accrued (received) | 37.69 |
| Funding paid | 47.80 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 69 |
| Win Trades | 8 |
| Los Trades | 61 |
| Win Rate, % | 11.59 |
| Expectancy per trade | -4.4283 |
| Max consecutive wins | 1 |
| Max consecutive losses | 12 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.27 |
| Position max, % of margin balance | 157.57 |
| Max Drawdown | 641.11 |
| Max Drawdown, % | 57.01 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7931 |
| Recovery Factor (Total PnL / Max DD) | -0.5513 |
| Sharpe ratio (monthly) | -0.1384 |
| Sortino ratio (monthly) | -0.2007 |
| CAGR, % | -16.52 |
| Calmar ratio (CAGR / Max DD%) | -0.2898 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -305.55 | Fee: 37.77 | Vol: 104943.13
Realized PnL by Symbol
Details
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