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
795.22
Total PnL
-204.78 (-20.48%)
Total Trades (Win/Los)
17 (6/11)
Win Rate
35.29%
Max Drawdown
492.66 (47.77%)
Total Fees
8.79
Position avg (max), %
94.84 (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% | -18.31% | 13.52% | -9.12% | -20.67% | 8.86% | -10.98% | 11.63% | 39.63% | -3.70% | -12.46% |
| 2025 | -10.85% | -9.11% | 2.43% | -1.66% | 9.81% | -9.21% | 0.90% | -0.42% | -4.49% | -11.18% | 19.39% | 2.55% | -15.06% |
| 2026 | 7.48% | 9.03% | -0.70% | -5.29% | -2.91% | 0.00% | — | — | — | — | — | — | 7.00% |
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 | 795.22 |
| Min balance | 538.66 |
| Max balance | 1031.32 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.76 |
| Average monthly return (arithmetic), % | 0.12 |
| Best month, % | 39.63 |
| Worst month, % | -29.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -204.78 |
| Total PnL, % | -20.48 |
| Gross profit | 665.17 |
| Gross loss | 842.90 |
| Trading volume (USDT) | 24434.56 |
| Total transactions (buy/sell) | 18 |
| Total fees | 8.79 |
| Funding net | -18.26 |
| Funding accrued (received) | 33.01 |
| Funding paid | 51.27 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 6 |
| Los Trades | 11 |
| Win Rate, % | 35.29 |
| Expectancy per trade | -10.4546 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.84 |
| Position max, % of margin balance | 170.87 |
| Max Drawdown | 492.66 |
| Max Drawdown, % | 47.77 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7891 |
| Recovery Factor (Total PnL / Max DD) | -0.4157 |
| Sharpe ratio (monthly) | 0.0321 |
| Sortino ratio (monthly) | 0.0487 |
| CAGR, % | -9.05 |
| Calmar ratio (CAGR / Max DD%) | -0.1895 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -177.73 | Fee: 8.79 | Vol: 24434.56
Realized PnL by Symbol
Details
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