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
931.01
Total PnL
-68.99 (-6.90%)
Total Trades (Win/Los)
19 (7/12)
Win Rate
36.84%
Max Drawdown
512.36 (39.92%)
Total Fees
12.16
Position avg (max), %
94.81 (157.70)
Profit Factor
0.96
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 | -21.33% | 7.09% | 18.82% | -17.57% | 12.85% | -15.08% | -2.03% | 7.64% | -9.65% | 10.80% | 37.09% | -3.53% | 10.41% |
| 2025 | -8.64% | -8.34% | 2.57% | -2.09% | 9.71% | -9.31% | 3.70% | 0.82% | -4.44% | -10.63% | 19.04% | 2.51% | -8.83% |
| 2026 | 7.37% | 8.90% | -16.70% | -0.71% | -4.28% | 0.00% | — | — | — | — | — | — | -7.44% |
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 | 931.01 |
| Min balance | 639.71 |
| Max balance | 1283.36 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.24 |
| Average monthly return (arithmetic), % | 0.49 |
| Best month, % | 37.09 |
| Worst month, % | -21.33 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -68.99 |
| Total PnL, % | -6.90 |
| Gross profit | 949.24 |
| Gross loss | 983.93 |
| Trading volume (USDT) | 33810.57 |
| Total transactions (buy/sell) | 20 |
| Total fees | 12.16 |
| Funding net | -22.14 |
| Funding accrued (received) | 41.69 |
| Funding paid | 63.83 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 19 |
| Win Trades | 7 |
| Los Trades | 12 |
| Win Rate, % | 36.84 |
| Expectancy per trade | -1.8257 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.81 |
| Position max, % of margin balance | 157.70 |
| Max Drawdown | 512.36 |
| Max Drawdown, % | 39.92 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9647 |
| Recovery Factor (Total PnL / Max DD) | -0.1347 |
| Sharpe ratio (monthly) | 0.1375 |
| Sortino ratio (monthly) | 0.2194 |
| CAGR, % | -2.92 |
| Calmar ratio (CAGR / Max DD%) | -0.0731 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -34.69 | Fee: 12.16 | Vol: 33810.57
Realized PnL by Symbol
Details
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