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
975.46
Total PnL
-24.54 (-2.45%)
Total Trades (Win/Los)
21 (7/14)
Win Rate
33.33%
Max Drawdown
673.16 (46.53%)
Total Fees
13.43
Position avg (max), %
87.14 (157.03)
Profit Factor
1.00
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 | -8.57% | -9.31% | 2.49% | -14.72% | 11.03% | -9.86% | 3.76% | 0.36% | -3.96% | -9.66% | 16.74% | 2.25% | -21.78% |
| 2026 | -3.42% | 12.71% | -0.95% | -4.50% | -3.25% | 0.00% | — | — | — | — | — | — | -0.38% |
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 | 975.46 |
| Min balance | 642.50 |
| Max balance | 1446.77 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.08 |
| Average monthly return (arithmetic), % | 0.49 |
| Best month, % | 34.91 |
| Worst month, % | -21.05 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -24.54 |
| Total PnL, % | -2.45 |
| Gross profit | 980.07 |
| Gross loss | 981.55 |
| Trading volume (USDT) | 37331.71 |
| Total transactions (buy/sell) | 22 |
| Total fees | 13.43 |
| Funding net | -9.63 |
| Funding accrued (received) | 45.55 |
| Funding paid | 55.18 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 7 |
| Los Trades | 14 |
| Win Rate, % | 33.33 |
| Expectancy per trade | -0.0703 |
| Max consecutive wins | 1 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.14 |
| Position max, % of margin balance | 157.03 |
| Max Drawdown | 673.16 |
| Max Drawdown, % | 46.53 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9985 |
| Recovery Factor (Total PnL / Max DD) | -0.0365 |
| Sharpe ratio (monthly) | 0.1551 |
| Sortino ratio (monthly) | 0.2636 |
| CAGR, % | -1.02 |
| Calmar ratio (CAGR / Max DD%) | -0.0220 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -1.48 | Fee: 13.43 | Vol: 37331.71
Realized PnL by Symbol
Details
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