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
744.40
Total PnL
-255.60 (-25.56%)
Total Trades (Win/Los)
19 (6/13)
Win Rate
31.58%
Max Drawdown
561.13 (44.71%)
Total Fees
11.59
Position avg (max), %
96.63 (154.52)
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 | -23.80% | 8.16% | 19.24% | -17.89% | 13.14% | -16.39% | -2.10% | 7.92% | -10.11% | 11.22% | 38.40% | -3.62% | 7.56% |
| 2025 | -10.40% | -9.22% | 2.47% | -1.53% | 10.21% | -9.75% | 0.97% | -0.87% | -4.27% | -11.93% | 18.55% | 2.46% | -16.34% |
| 2026 | 7.21% | 8.73% | -18.16% | -9.05% | -4.58% | 0.00% | — | — | — | — | — | — | -17.21% |
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 | 744.40 |
| Min balance | 621.51 |
| Max balance | 1254.91 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.98 |
| Average monthly return (arithmetic), % | -0.17 |
| Best month, % | 38.40 |
| Worst month, % | -23.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -255.60 |
| Total PnL, % | -25.56 |
| Gross profit | 849.87 |
| Gross loss | 1071.58 |
| Trading volume (USDT) | 32218.21 |
| Total transactions (buy/sell) | 20 |
| Total fees | 11.59 |
| Funding net | -22.30 |
| Funding accrued (received) | 39.23 |
| Funding paid | 61.53 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 19 |
| Win Trades | 6 |
| Los Trades | 13 |
| Win Rate, % | 31.58 |
| Expectancy per trade | -11.6689 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 96.63 |
| Position max, % of margin balance | 154.52 |
| Max Drawdown | 561.13 |
| Max Drawdown, % | 44.71 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7931 |
| Recovery Factor (Total PnL / Max DD) | -0.4555 |
| Sharpe ratio (monthly) | -0.0446 |
| Sortino ratio (monthly) | -0.0680 |
| CAGR, % | -11.51 |
| Calmar ratio (CAGR / Max DD%) | -0.2573 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -221.71 | Fee: 11.59 | Vol: 32218.21
Realized PnL by Symbol
Details
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