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
793.90
Total PnL
-206.10 (-20.61%)
Total Trades (Win/Los)
19 (7/12)
Win Rate
36.84%
Max Drawdown
520.82 (44.24%)
Total Fees
10.67
Position avg (max), %
92.27 (170.87)
Profit Factor
0.79
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 | -29.87% | 7.16% | 19.78% | -17.75% | -8.06% | 6.71% | -1.99% | 7.49% | -9.64% | 10.79% | 37.05% | -3.53% | 1.29% |
| 2025 | -10.77% | -8.32% | 2.61% | -2.23% | 9.64% | -9.17% | 0.90% | -0.42% | -4.51% | -11.42% | 19.53% | 2.57% | -14.84% |
| 2026 | -8.30% | 13.68% | -1.01% | -7.74% | -3.26% | 0.00% | — | — | — | — | — | — | -7.91% |
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 | 793.90 |
| Min balance | 561.51 |
| Max balance | 1177.23 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.76 |
| Average monthly return (arithmetic), % | 0.00 |
| Best month, % | 37.05 |
| Worst month, % | -29.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -206.10 |
| Total PnL, % | -20.61 |
| Gross profit | 740.49 |
| Gross loss | 932.81 |
| Trading volume (USDT) | 29665.16 |
| Total transactions (buy/sell) | 20 |
| Total fees | 10.67 |
| Funding net | -3.12 |
| Funding accrued (received) | 43.30 |
| Funding paid | 46.42 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 19 |
| Win Trades | 7 |
| Los Trades | 12 |
| Win Rate, % | 36.84 |
| Expectancy per trade | -10.1216 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.27 |
| Position max, % of margin balance | 170.87 |
| Max Drawdown | 520.82 |
| Max Drawdown, % | 44.24 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7938 |
| Recovery Factor (Total PnL / Max DD) | -0.3957 |
| Sharpe ratio (monthly) | -0.0008 |
| Sortino ratio (monthly) | -0.0012 |
| CAGR, % | -9.12 |
| Calmar ratio (CAGR / Max DD%) | -0.2060 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -192.31 | Fee: 10.67 | Vol: 29665.16
Realized PnL by Symbol
Details
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