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
731.81
Total PnL
-268.19 (-26.82%)
Total Trades (Win/Los)
23 (8/15)
Win Rate
34.78%
Max Drawdown
554.32 (52.98%)
Total Fees
11.28
Position avg (max), %
95.61 (157.03)
Profit Factor
0.75
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 | -21.05% | 7.06% | 18.76% | -16.98% | -19.06% | -15.71% | -3.10% | 11.82% | -11.47% | 11.19% | 38.29% | -3.61% | -19.16% |
| 2025 | -7.59% | -7.69% | 2.50% | -12.09% | 11.28% | -9.48% | 4.40% | 1.45% | -4.04% | -7.78% | 16.73% | 2.25% | -13.38% |
| 2026 | -3.92% | 12.51% | -0.94% | 0.82% | -3.15% | 0.00% | — | — | — | — | — | — | 4.56% |
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 | 731.81 |
| Min balance | 491.91 |
| Max balance | 1046.23 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.03 |
| Average monthly return (arithmetic), % | -0.29 |
| Best month, % | 38.29 |
| Worst month, % | -21.05 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -268.19 |
| Total PnL, % | -26.82 |
| Gross profit | 741.86 |
| Gross loss | 987.57 |
| Trading volume (USDT) | 31352.14 |
| Total transactions (buy/sell) | 24 |
| Total fees | 11.28 |
| Funding net | -11.20 |
| Funding accrued (received) | 34.43 |
| Funding paid | 45.63 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 8 |
| Los Trades | 15 |
| Win Rate, % | 34.78 |
| Expectancy per trade | -10.6830 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 95.61 |
| Position max, % of margin balance | 157.03 |
| Max Drawdown | 554.32 |
| Max Drawdown, % | 52.98 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7512 |
| Recovery Factor (Total PnL / Max DD) | -0.4838 |
| Sharpe ratio (monthly) | -0.0794 |
| Sortino ratio (monthly) | -0.1229 |
| CAGR, % | -12.13 |
| Calmar ratio (CAGR / Max DD%) | -0.2289 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -245.71 | Fee: 11.28 | Vol: 31352.14
Realized PnL by Symbol
Details
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