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
924.59
Total PnL
-75.41 (-7.54%)
Total Trades (Win/Los)
17 (6/11)
Win Rate
35.29%
Max Drawdown
520.82 (44.21%)
Total Fees
9.74
Position avg (max), %
92.50 (154.52)
Profit Factor
0.94
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% | -20.17% | -2.20% | 8.31% | -10.33% | 10.77% | 37.01% | -3.52% | 1.37% |
| 2025 | -10.76% | -8.32% | 2.60% | -2.23% | 9.63% | -9.16% | 0.90% | -0.42% | -4.50% | -11.41% | 19.51% | 2.57% | -14.83% |
| 2026 | 7.52% | 9.07% | -0.70% | -5.32% | -2.82% | 0.00% | — | — | — | — | — | — | 7.15% |
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 | 924.59 |
| Min balance | 621.51 |
| Max balance | 1178.02 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.26 |
| Average monthly return (arithmetic), % | 0.50 |
| Best month, % | 37.01 |
| Worst month, % | -23.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -75.41 |
| Total PnL, % | -7.54 |
| Gross profit | 775.31 |
| Gross loss | 825.00 |
| Trading volume (USDT) | 27083.40 |
| Total transactions (buy/sell) | 18 |
| Total fees | 9.74 |
| Funding net | -15.97 |
| Funding accrued (received) | 39.02 |
| Funding paid | 54.99 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 6 |
| Los Trades | 11 |
| Win Rate, % | 35.29 |
| Expectancy per trade | -2.9232 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.50 |
| Position max, % of margin balance | 154.52 |
| Max Drawdown | 520.82 |
| Max Drawdown, % | 44.21 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9398 |
| Recovery Factor (Total PnL / Max DD) | -0.1448 |
| Sharpe ratio (monthly) | 0.1379 |
| Sortino ratio (monthly) | 0.2172 |
| CAGR, % | -3.19 |
| Calmar ratio (CAGR / Max DD%) | -0.0723 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -49.69 | Fee: 9.74 | Vol: 27083.40
Realized PnL by Symbol
Details
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