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
773.85
Total PnL
-226.15 (-22.62%)
Total Trades (Win/Los)
17 (6/11)
Win Rate
35.29%
Max Drawdown
501.95 (48.67%)
Total Fees
8.71
Position avg (max), %
94.77 (170.87)
Profit Factor
0.77
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% | -18.31% | 13.52% | -9.12% | -21.90% | 9.00% | -11.14% | 11.82% | 40.21% | -3.74% | -13.39% |
| 2025 | -10.96% | -9.22% | 2.47% | -1.68% | 9.94% | -9.32% | 0.91% | -0.42% | -4.55% | -11.22% | 16.39% | 2.21% | -17.76% |
| 2026 | 6.51% | 7.93% | -10.11% | 8.43% | -2.99% | 0.00% | — | — | — | — | — | — | 8.69% |
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 | 773.85 |
| Min balance | 529.37 |
| Max balance | 1031.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.85 |
| Average monthly return (arithmetic), % | 0.06 |
| Best month, % | 40.21 |
| Worst month, % | -29.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -226.15 |
| Total PnL, % | -22.62 |
| Gross profit | 637.17 |
| Gross loss | 830.08 |
| Trading volume (USDT) | 24214.37 |
| Total transactions (buy/sell) | 18 |
| Total fees | 8.71 |
| Funding net | -24.54 |
| Funding accrued (received) | 29.26 |
| Funding paid | 53.80 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 6 |
| Los Trades | 11 |
| Win Rate, % | 35.29 |
| Expectancy per trade | -11.3474 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.77 |
| Position max, % of margin balance | 170.87 |
| Max Drawdown | 501.95 |
| Max Drawdown, % | 48.67 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7676 |
| Recovery Factor (Total PnL / Max DD) | -0.4505 |
| Sharpe ratio (monthly) | 0.0148 |
| Sortino ratio (monthly) | 0.0220 |
| CAGR, % | -10.07 |
| Calmar ratio (CAGR / Max DD%) | -0.2070 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -192.91 | Fee: 8.71 | Vol: 24214.37
Realized PnL by Symbol
Details
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