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
536.01
Total PnL
-463.99 (-46.40%)
Total Trades (Win/Los)
130 (8/122)
Win Rate
6.15%
Max Drawdown
686.03 (61.00%)
Total Fees
63.11
Position avg (max), %
89.89 (149.16)
Profit Factor
0.67
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% | -16.68% | -18.67% | -12.07% | -20.70% | -3.92% | -2.90% | 9.93% | 34.36% | -3.34% | -31.72% |
| 2025 | 1.57% | 0.75% | 1.85% | -9.50% | -6.15% | -3.73% | 3.67% | -6.60% | -0.81% | -18.72% | 17.28% | 2.32% | -20.16% |
| 2026 | -9.45% | 12.18% | -0.92% | 1.01% | -3.22% | 0.00% | — | — | — | — | — | — | -1.61% |
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 | 536.01 |
| Min balance | 438.61 |
| Max balance | 1124.64 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.06 |
| Average monthly return (arithmetic), % | -1.19 |
| Best month, % | 34.36 |
| Worst month, % | -26.32 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -463.99 |
| Total PnL, % | -46.40 |
| Gross profit | 803.91 |
| Gross loss | 1193.87 |
| Trading volume (USDT) | 175346.05 |
| Total transactions (buy/sell) | 132 |
| Total fees | 63.11 |
| Funding net | -10.91 |
| Funding accrued (received) | 28.93 |
| Funding paid | 39.83 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 130 |
| Win Trades | 8 |
| Los Trades | 122 |
| Win Rate, % | 6.15 |
| Expectancy per trade | -2.9998 |
| Max consecutive wins | 2 |
| Max consecutive losses | 46 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 89.89 |
| Position max, % of margin balance | 149.16 |
| Max Drawdown | 686.03 |
| Max Drawdown, % | 61.00 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6734 |
| Recovery Factor (Total PnL / Max DD) | -0.6763 |
| Sharpe ratio (monthly) | -0.3125 |
| Sortino ratio (monthly) | -0.4474 |
| CAGR, % | -22.76 |
| Calmar ratio (CAGR / Max DD%) | -0.3731 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -389.97 | Fee: 63.11 | Vol: 175346.05
Realized PnL by Symbol
Details
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