hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-btc-1d-notp | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
1005.99
Total PnL
5.99 (0.60%)
Total Trades (Win/Los)
96 (33/63)
Win Rate
34.38%
Max Drawdown
296.80 (23.89%)
Total Fees
20.31
Position avg (max), %
28.79 (40.10)
Profit Factor
1.04
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 | -1.51% | 9.08% | 1.38% | -4.91% | -3.07% | 2.70% | 2.22% | 0.19% | 2.40% | 1.47% | 11.26% | -7.63% | 12.75% |
| 2025 | -8.53% | -0.56% | -0.81% | -2.19% | 2.88% | -2.14% | -0.25% | -0.63% | -0.54% | 0.15% | 4.75% | -6.59% | -14.15% |
| 2026 | 1.59% | -0.99% | -0.37% | 2.96% | 0.75% | 0.00% | — | — | — | — | — | — | 3.96% |
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 | 1005.99 |
| Min balance | 945.66 |
| Max balance | 1242.46 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.02 |
| Average monthly return (arithmetic), % | 0.10 |
| Best month, % | 11.26 |
| Worst month, % | -8.53 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 5.99 |
| Total PnL, % | 0.60 |
| Gross profit | 753.19 |
| Gross loss | 722.57 |
| Trading volume (USDT) | 56429.01 |
| Total transactions (buy/sell) | 97 |
| Total fees | 20.31 |
| Funding net | -4.31 |
| Funding accrued (received) | 15.53 |
| Funding paid | 19.84 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 96 |
| Win Trades | 33 |
| Los Trades | 63 |
| Win Rate, % | 34.38 |
| Expectancy per trade | 0.3190 |
| Max consecutive wins | 4 |
| Max consecutive losses | 12 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.79 |
| Position max, % of margin balance | 40.10 |
| Max Drawdown | 296.80 |
| Max Drawdown, % | 23.89 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0424 |
| Recovery Factor (Total PnL / Max DD) | 0.0202 |
| Sharpe ratio (monthly) | 0.0875 |
| Sortino ratio (monthly) | 0.1307 |
| CAGR, % | 0.25 |
| Calmar ratio (CAGR / Max DD%) | 0.0104 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 30.62 | Fee: 20.31 | Vol: 56429.01
Realized PnL by Symbol
Details
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