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
760.80
Total PnL
-239.20 (-23.92%)
Total Trades (Win/Los)
25 (8/17)
Win Rate
32.00%
Max Drawdown
527.74 (50.09%)
Total Fees
13.24
Position avg (max), %
95.63 (159.63)
Profit Factor
0.80
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% | -17.47% | -15.64% | -3.16% | 12.04% | -7.65% | 11.10% | 38.02% | -3.59% | -9.70% |
| 2025 | -5.40% | -7.77% | 2.47% | -11.75% | 11.25% | -8.45% | 4.39% | 3.15% | -4.11% | -18.13% | 16.00% | 2.17% | -19.50% |
| 2026 | -3.59% | 12.01% | -0.90% | 1.31% | -3.40% | 0.00% | — | — | — | — | — | — | 4.73% |
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 | 760.80 |
| Min balance | 525.92 |
| Max balance | 1053.66 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.91 |
| Average monthly return (arithmetic), % | -0.17 |
| Best month, % | 38.02 |
| Worst month, % | -20.31 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -239.20 |
| Total PnL, % | -23.92 |
| Gross profit | 854.26 |
| Gross loss | 1065.94 |
| Trading volume (USDT) | 36793.52 |
| Total transactions (buy/sell) | 26 |
| Total fees | 13.24 |
| Funding net | -14.28 |
| Funding accrued (received) | 36.32 |
| Funding paid | 50.60 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 8 |
| Los Trades | 17 |
| Win Rate, % | 32.00 |
| Expectancy per trade | -8.4673 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 95.63 |
| Position max, % of margin balance | 159.63 |
| Max Drawdown | 527.74 |
| Max Drawdown, % | 50.09 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8014 |
| Recovery Factor (Total PnL / Max DD) | -0.4533 |
| Sharpe ratio (monthly) | -0.0491 |
| Sortino ratio (monthly) | -0.0762 |
| CAGR, % | -10.70 |
| Calmar ratio (CAGR / Max DD%) | -0.2137 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -211.68 | Fee: 13.24 | Vol: 36793.52
Realized PnL by Symbol
Details
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