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
929.96
Total PnL
-70.04 (-7.00%)
Total Trades (Win/Los)
43 (8/35)
Win Rate
18.60%
Max Drawdown
742.79 (59.46%)
Total Fees
24.04
Position avg (max), %
91.85 (152.10)
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 | -22.70% | 33.97% | 16.27% | -9.82% | -15.64% | -13.27% | -20.88% | -8.95% | -0.97% | 10.77% | 36.99% | -3.52% | -17.03% |
| 2025 | -0.06% | 2.06% | 2.04% | -5.28% | 11.02% | -4.98% | 3.96% | 6.63% | -14.61% | -13.32% | 16.63% | 2.24% | 1.77% |
| 2026 | 1.19% | 12.67% | -0.95% | 0.71% | -3.10% | 0.00% | — | — | — | — | — | — | 10.20% |
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 | 929.96 |
| Min balance | 506.39 |
| Max balance | 1249.17 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.24 |
| Average monthly return (arithmetic), % | 0.64 |
| Best month, % | 36.99 |
| Worst month, % | -22.70 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -70.04 |
| Total PnL, % | -7.00 |
| Gross profit | 1199.74 |
| Gross loss | 1234.72 |
| Trading volume (USDT) | 66795.73 |
| Total transactions (buy/sell) | 44 |
| Total fees | 24.04 |
| Funding net | -11.02 |
| Funding accrued (received) | 40.76 |
| Funding paid | 51.78 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 43 |
| Win Trades | 8 |
| Los Trades | 35 |
| Win Rate, % | 18.60 |
| Expectancy per trade | -0.8135 |
| Max consecutive wins | 2 |
| Max consecutive losses | 14 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.85 |
| Position max, % of margin balance | 152.10 |
| Max Drawdown | 742.79 |
| Max Drawdown, % | 59.46 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9717 |
| Recovery Factor (Total PnL / Max DD) | -0.0943 |
| Sharpe ratio (monthly) | 0.1624 |
| Sortino ratio (monthly) | 0.2692 |
| CAGR, % | -2.96 |
| Calmar ratio (CAGR / Max DD%) | -0.0498 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -34.98 | Fee: 24.04 | Vol: 66795.73
Realized PnL by Symbol
Details
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