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
744.92
Total PnL
-255.08 (-25.51%)
Total Trades (Win/Los)
25 (8/17)
Win Rate
32.00%
Max Drawdown
538.07 (51.07%)
Total Fees
12.90
Position avg (max), %
94.49 (162.83)
Profit Factor
0.78
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 | -20.31% | 7.00% | 18.60% | -13.42% | -18.65% | -15.87% | -3.21% | 12.25% | -7.77% | 11.29% | 38.61% | -3.63% | -10.73% |
| 2025 | -5.46% | -7.86% | 2.50% | -11.97% | 9.99% | -8.18% | 3.62% | 3.50% | -4.23% | -17.72% | 16.39% | 2.21% | -20.20% |
| 2026 | -3.71% | 12.27% | -0.92% | 0.81% | -3.10% | 0.00% | — | — | — | — | — | — | 4.63% |
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 | 744.92 |
| Min balance | 515.59 |
| Max balance | 1053.66 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.97 |
| Average monthly return (arithmetic), % | -0.23 |
| Best month, % | 38.61 |
| Worst month, % | -20.31 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -255.08 |
| Total PnL, % | -25.51 |
| Gross profit | 834.58 |
| Gross loss | 1064.56 |
| Trading volume (USDT) | 35849.10 |
| Total transactions (buy/sell) | 26 |
| Total fees | 12.90 |
| Funding net | -12.21 |
| Funding accrued (received) | 36.15 |
| Funding paid | 48.35 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 8 |
| Los Trades | 17 |
| Win Rate, % | 32.00 |
| Expectancy per trade | -9.1992 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.49 |
| Position max, % of margin balance | 162.83 |
| Max Drawdown | 538.07 |
| Max Drawdown, % | 51.07 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7840 |
| Recovery Factor (Total PnL / Max DD) | -0.4741 |
| Sharpe ratio (monthly) | -0.0647 |
| Sortino ratio (monthly) | -0.1003 |
| CAGR, % | -11.48 |
| Calmar ratio (CAGR / Max DD%) | -0.2248 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -229.98 | Fee: 12.90 | Vol: 35849.10
Realized PnL by Symbol
Details
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