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
670.26
Total PnL
-329.74 (-32.97%)
Total Trades (Win/Los)
31 (9/22)
Win Rate
29.03%
Max Drawdown
793.70 (64.69%)
Total Fees
14.49
Position avg (max), %
92.21 (155.65)
Profit Factor
0.74
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 | -17.60% | 21.44% | 17.83% | -12.98% | -16.70% | -14.97% | -21.10% | -14.01% | -1.10% | 11.13% | 38.09% | -3.60% | -27.86% |
| 2025 | -1.65% | -8.77% | 2.33% | -8.67% | 9.93% | -8.89% | 3.21% | 6.08% | -4.04% | -15.89% | 14.67% | 2.01% | -13.19% |
| 2026 | -1.07% | 11.65% | -0.88% | 0.85% | -3.01% | 0.00% | — | — | — | — | — | — | 7.09% |
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 | 670.26 |
| Min balance | 433.15 |
| Max balance | 1226.85 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.32 |
| Average monthly return (arithmetic), % | -0.52 |
| Best month, % | 38.09 |
| Worst month, % | -21.10 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -329.74 |
| Total PnL, % | -32.97 |
| Gross profit | 873.19 |
| Gross loss | 1177.25 |
| Trading volume (USDT) | 40256.53 |
| Total transactions (buy/sell) | 32 |
| Total fees | 14.49 |
| Funding net | -11.19 |
| Funding accrued (received) | 32.90 |
| Funding paid | 44.09 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 31 |
| Win Trades | 9 |
| Los Trades | 22 |
| Win Rate, % | 29.03 |
| Expectancy per trade | -9.8084 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.21 |
| Position max, % of margin balance | 155.65 |
| Max Drawdown | 793.70 |
| Max Drawdown, % | 64.69 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7417 |
| Recovery Factor (Total PnL / Max DD) | -0.4154 |
| Sharpe ratio (monthly) | -0.1406 |
| Sortino ratio (monthly) | -0.2144 |
| CAGR, % | -15.27 |
| Calmar ratio (CAGR / Max DD%) | -0.2360 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -304.06 | Fee: 14.49 | Vol: 40256.53
Realized PnL by Symbol
Details
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